IDVY.L vs. FEV.L
Compare and contrast key facts about iShares EURO Dividend UCITS (IDVY.L) and Fidelity European Values (FEV.L).
IDVY.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Oct 28, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDVY.L or FEV.L.
Key characteristics
| IDVY.L | FEV.L | |
|---|---|---|
| YTD Return | 4.33% | 1.52% |
| 1Y Return | 12.79% | 11.77% |
| 3Y Return (Ann) | -0.40% | 4.45% |
| 5Y Return (Ann) | -0.08% | 9.63% |
| 10Y Return (Ann) | 6.66% | 10.94% |
| Sharpe Ratio | 1.06 | 0.74 |
| Sortino Ratio | 1.50 | 1.12 |
| Omega Ratio | 1.19 | 1.13 |
| Calmar Ratio | 0.88 | 0.76 |
| Martin Ratio | 4.01 | 2.26 |
| Ulcer Index | 2.93% | 4.54% |
| Daily Std Dev | 11.06% | 13.83% |
| Max Drawdown | -60.91% | -46.27% |
| Current Drawdown | -5.39% | -12.20% |
Correlation
The correlation between IDVY.L and FEV.L is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IDVY.L vs. FEV.L - Performance Comparison
In the year-to-date period, IDVY.L achieves a 4.33% return, which is significantly higher than FEV.L's 1.52% return. Over the past 10 years, IDVY.L has underperformed FEV.L with an annualized return of 6.66%, while FEV.L has yielded a comparatively higher 10.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IDVY.L vs. FEV.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO Dividend UCITS (IDVY.L) and Fidelity European Values (FEV.L). 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.
Dividends
IDVY.L vs. FEV.L - Dividend Comparison
IDVY.L's dividend yield for the trailing twelve months is around 6.96%, more than FEV.L's 2.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDVY.L iShares EURO Dividend UCITS | 6.96% | 6.70% | 5.92% | 4.40% | 3.97% | 5.68% | 5.34% | 4.40% | 4.63% | 10.91% | 9.80% | 10.19% |
FEV.L Fidelity European Values | 2.40% | 2.19% | 2.27% | 1.92% | 2.27% | 3.41% | 2.10% | 1.84% | 1.81% | 0.02% | 0.02% | 1.82% |
Drawdowns
IDVY.L vs. FEV.L - Drawdown Comparison
The maximum IDVY.L drawdown since its inception was -60.91%, which is greater than FEV.L's maximum drawdown of -46.27%. Use the drawdown chart below to compare losses from any high point for IDVY.L and FEV.L. For additional features, visit the drawdowns tool.
Volatility
IDVY.L vs. FEV.L - Volatility Comparison
The current volatility for iShares EURO Dividend UCITS (IDVY.L) is 4.65%, while Fidelity European Values (FEV.L) has a volatility of 5.85%. This indicates that IDVY.L experiences smaller price fluctuations and is considered to be less risky than FEV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.