IDVY.L vs. MIBX.L
IDVY.L (iShares EURO Dividend UCITS) and MIBX.L (Lyxor FTSE MIB UCITS ETF - Dist) are both Europe Equities funds - IDVY.L tracks the MSCI EMU NR EUR while MIBX.L tracks the FTSE Italia AllShare TR EUR. Both are passively managed. Over the past 10 years, IDVY.L returned 8.08%/yr vs 16.42%/yr for MIBX.L. A 0.73 correlation means they provide meaningful diversification when combined. IDVY.L charges 0.40%/yr vs 0.35%/yr for MIBX.L.
Performance
IDVY.L vs. MIBX.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDVY.L achieves a 9.60% return, which is significantly lower than MIBX.L's 18.63% return. Over the past 10 years, IDVY.L has underperformed MIBX.L with an annualized return of 8.08%, while MIBX.L has yielded a comparatively higher 16.42% annualized return.
IDVY.L
- 1D
- -0.52%
- 1M
- 0.13%
- 6M
- 8.94%
- YTD
- 9.60%
- 1Y
- 21.35%
- 3Y*
- 21.00%
- 5Y*
- 10.11%
- 10Y*
- 8.08%
MIBX.L
- 1D
- 0.50%
- 1M
- 1.17%
- 6M
- 17.18%
- YTD
- 18.63%
- 1Y
- 35.91%
- 3Y*
- 28.13%
- 5Y*
- 21.70%
- 10Y*
- 16.42%
IDVY.L vs. MIBX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDVY.L iShares EURO Dividend UCITS | 9.60% | 48.82% | 3.38% | 2.07% | -8.05% | 15.68% | -13.27% | 15.14% | -9.98% | 13.82% |
MIBX.L Lyxor FTSE MIB UCITS ETF - Dist | 18.63% | 43.78% | 13.17% | 30.61% | -3.53% | 18.16% | 1.49% | 25.15% | -12.72% | 21.14% |
Correlation
The correlation between IDVY.L and MIBX.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.73 |
The correlation between IDVY.L and MIBX.L shifts across timeframes, from 0.73 (all time) to 0.84 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDVY.L vs. MIBX.L — Risk / Return Rank
IDVY.L
MIBX.L
IDVY.L vs. MIBX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO Dividend UCITS (IDVY.L) and Lyxor FTSE MIB UCITS ETF - Dist (MIBX.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IDVY.L | MIBX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.40 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.38 | -1.01 |
| Martin ratioReturn relative to average drawdown | 8.01 | 12.08 | -4.07 |
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Drawdowns
IDVY.L vs. MIBX.L - Drawdown Comparison
The maximum IDVY.L drawdown since its inception was -74.07%, which is greater than MIBX.L's maximum drawdown of -67.93%. Use the drawdown chart below to compare losses from any high point for IDVY.L and MIBX.L.
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Drawdown Indicators
| IDVY.L | MIBX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.07% | -67.93% | -6.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -10.26% | +1.31% |
Max Drawdown (3Y)Largest decline over 3 years | -10.50% | -15.64% | +5.14% |
Max Drawdown (5Y)Largest decline over 5 years | -20.98% | -24.06% | +3.08% |
Max Drawdown (10Y)Largest decline over 10 years | -39.12% | -35.10% | -4.02% |
Current DrawdownCurrent decline from peak | -0.65% | -1.36% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -33.84% | -39.74% | +5.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.88% | -0.22% |
Volatility
IDVY.L vs. MIBX.L - Volatility Comparison
The current volatility for iShares EURO Dividend UCITS (IDVY.L) is 3.22%, while Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L) has a volatility of 3.87%. This indicates that IDVY.L experiences smaller price fluctuations and is considered to be less risky than MIBX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDVY.L | MIBX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 3.87% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 12.60% | -2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.00% | 15.16% | -3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 17.93% | -2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.31% | 18.83% | -1.52% |
IDVY.L vs. MIBX.L - Expense Ratio Comparison
IDVY.L has a 0.40% expense ratio, which is higher than MIBX.L's 0.35% expense ratio.
Dividends
IDVY.L vs. MIBX.L - Dividend Comparison
IDVY.L's dividend yield for the trailing twelve months is around 4.51%, more than MIBX.L's 3.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDVY.L iShares EURO Dividend UCITS | 4.51% | 4.28% | 5.94% | 5.75% | 5.08% | 3.76% | 3.59% | 5.03% | 4.68% | 3.85% | 3.69% | 3.93% |
MIBX.L Lyxor FTSE MIB UCITS ETF - Dist | 3.11% | 3.68% | 3.93% | 3.73% | 3.88% | 2.09% | 1.55% | 4.02% | 4.05% | 2.75% | 3.56% | 3.05% |
Frequently Asked Questions
IDVY.L and MIBX.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MIBX.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MIBX.L is cheaper with a 0.35% expense ratio, compared with 0.40% for IDVY.L.
IDVY.L tracks MSCI EMU NR EUR, while MIBX.L tracks FTSE Italia AllShare TR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.40% for IDVY.L and 0.35% for MIBX.L.
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