IDVY.AS vs. VYM
IDVY.AS (iShares Euro Dividend UCITS ETF) and VYM (Vanguard High Dividend Yield ETF) are both exchange-traded funds - IDVY.AS is a Europe Equities fund tracking the MSCI EMU NR EUR, while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. Both are passively managed. Over the past 10 years, IDVY.AS returned 7.33%/yr vs 11.42%/yr for VYM. At a 0.40 correlation, their price movements are largely independent. IDVY.AS charges 0.40%/yr vs 0.04%/yr for VYM.
Performance
IDVY.AS vs. VYM - Performance Comparison
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Different Trading Currencies
IDVY.AS is traded in EUR, while VYM is traded in USD. To make them comparable, the VYM values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IDVY.AS achieves a 8.21% return, which is significantly lower than VYM's 12.86% return. Over the past 10 years, IDVY.AS has underperformed VYM with an annualized return of 7.33%, while VYM has yielded a comparatively higher 11.42% annualized return.
IDVY.AS
- 1D
- 0.33%
- 1M
- 2.29%
- YTD
- 8.21%
- 6M
- 10.99%
- 1Y
- 20.66%
- 3Y*
- 20.03%
- 5Y*
- 9.08%
- 10Y*
- 7.33%
VYM
- 1D
- -0.19%
- 1M
- 3.93%
- YTD
- 12.86%
- 6M
- 11.58%
- 1Y
- 22.78%
- 3Y*
- 15.16%
- 5Y*
- 12.55%
- 10Y*
- 11.42%
IDVY.AS vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDVY.AS iShares Euro Dividend UCITS ETF | 8.21% | 41.92% | 8.62% | 4.42% | -13.82% | 24.39% | -17.87% | 20.43% | -10.28% | 9.96% |
VYM Vanguard High Dividend Yield ETF | 12.86% | 1.73% | 25.36% | 3.38% | 5.74% | 35.64% | -7.19% | 26.87% | -1.51% | 2.11% |
Correlation
The correlation between IDVY.AS and VYM is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2007 | 0.40 |
The correlation between IDVY.AS and VYM shifts across timeframes, from 0.23 (3 years) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IDVY.AS vs. VYM — Risk / Return Rank
IDVY.AS
VYM
IDVY.AS vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Dividend UCITS ETF (IDVY.AS) and Vanguard High Dividend Yield ETF (VYM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| IDVY.AS | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.38 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 4.72 | -2.11 |
| Martin ratioReturn relative to average drawdown | 8.13 | 16.20 | -8.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDVY.AS | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 2.13 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.89 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.67 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.54 | -0.31 |
Drawdowns
IDVY.AS vs. VYM - Drawdown Comparison
The maximum IDVY.AS drawdown since its inception was -71.33%, which is greater than VYM's maximum drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for IDVY.AS and VYM.
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Drawdown Indicators
| IDVY.AS | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.33% | -51.83% | -19.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.97% | -4.85% | -3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -12.81% | -19.91% | +7.10% |
Max Drawdown (5Y)Largest decline over 5 years | -24.57% | -19.91% | -4.66% |
Max Drawdown (10Y)Largest decline over 10 years | -42.34% | -34.24% | -8.10% |
Current DrawdownCurrent decline from peak | -1.42% | -1.07% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -8.16% | -14.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 1.41% | +1.16% |
Volatility
IDVY.AS vs. VYM - Volatility Comparison
iShares Euro Dividend UCITS ETF (IDVY.AS) has a higher volatility of 3.54% compared to Vanguard High Dividend Yield ETF (VYM) at 2.53%. This indicates that IDVY.AS's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDVY.AS | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 2.53% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 7.84% | +1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 10.75% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.80% | 14.22% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 17.09% | +0.17% |
IDVY.AS vs. VYM - Expense Ratio Comparison
IDVY.AS has a 0.40% expense ratio, which is higher than VYM's 0.04% expense ratio.
Dividends
IDVY.AS vs. VYM - Dividend Comparison
IDVY.AS's dividend yield for the trailing twelve months is around 3.99%, more than VYM's 2.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDVY.AS iShares Euro Dividend UCITS ETF | 3.99% | 4.36% | 5.85% | 5.84% | 5.28% | 3.68% | 3.57% | 4.84% | 4.76% | 3.91% | 3.97% | 4.00% |
VYM Vanguard High Dividend Yield ETF | 2.22% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
IDVY.AS and VYM have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VYM is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VYM is cheaper with a 0.04% expense ratio, compared with 0.40% for IDVY.AS.
IDVY.AS is categorized as Europe Equities, while VYM is Dividend. IDVY.AS tracks MSCI EMU NR EUR, while VYM tracks FTSE High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for IDVY.AS and 0.04% for VYM.
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