IDVZ vs. EFAV
IDVZ (Opal International Dividend Income ETF) and EFAV (iShares Edge MSCI Min Vol EAFE ETF) are both Foreign Large Cap Equities funds. IDVZ is actively managed, while EFAV is passively managed. Over the past year, IDVZ returned 22.54% vs 9.41% for EFAV. A 0.73 correlation means they provide meaningful diversification when combined. IDVZ charges 0.75%/yr vs 0.20%/yr for EFAV.
Performance
IDVZ vs. EFAV - Performance Comparison
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Returns By Period
In the year-to-date period, IDVZ achieves a 9.70% return, which is significantly higher than EFAV's 3.83% return.
IDVZ
- 1D
- -0.98%
- 1M
- 0.24%
- YTD
- 9.70%
- 6M
- 12.20%
- 1Y
- 22.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EFAV
- 1D
- -0.68%
- 1M
- -1.10%
- YTD
- 3.83%
- 6M
- 5.18%
- 1Y
- 9.41%
- 3Y*
- 12.87%
- 5Y*
- 6.17%
- 10Y*
- 5.93%
IDVZ vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IDVZ Opal International Dividend Income ETF | 9.70% | 33.14% | -1.61% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 3.83% | 26.00% | -0.31% |
Correlation
The correlation between IDVZ and EFAV is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2024 | 0.73 |
The correlation between IDVZ and EFAV has been stable across timeframes, ranging from 0.73 to 0.76 - a consistent structural relationship.
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Return for Risk
IDVZ vs. EFAV — Risk / Return Rank
IDVZ
EFAV
IDVZ vs. EFAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Opal International Dividend Income ETF (IDVZ) and iShares Edge MSCI Min Vol EAFE ETF (EFAV). 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.
| IDVZ | EFAV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.17 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 1.46 | +0.96 |
| Martin ratioReturn relative to average drawdown | 9.69 | 4.10 | +5.59 |
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
| IDVZ | EFAV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 0.92 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.53 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.02 | 0.53 | +1.48 |
Drawdowns
IDVZ vs. EFAV - Drawdown Comparison
The maximum IDVZ drawdown since its inception was -10.99%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for IDVZ and EFAV.
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Drawdown Indicators
| IDVZ | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.99% | -27.56% | +16.57% |
Max Drawdown (1Y)Largest decline over 1 year | -9.35% | -6.46% | -2.89% |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.56% | — |
Current DrawdownCurrent decline from peak | -2.46% | -5.61% | +3.15% |
Average DrawdownAverage peak-to-trough decline | -1.40% | -4.77% | +3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 2.30% | +0.03% |
Volatility
IDVZ vs. EFAV - Volatility Comparison
Opal International Dividend Income ETF (IDVZ) has a higher volatility of 3.88% compared to iShares Edge MSCI Min Vol EAFE ETF (EFAV) at 3.17%. This indicates that IDVZ's price experiences larger fluctuations and is considered to be riskier than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDVZ | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.17% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 8.17% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 10.35% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 11.79% | +2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.48% | 13.21% | +1.27% |
IDVZ vs. EFAV - Expense Ratio Comparison
IDVZ has a 0.75% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Dividends
IDVZ vs. EFAV - Dividend Comparison
IDVZ's dividend yield for the trailing twelve months is around 2.76%, less than EFAV's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAV iShares Edge MSCI Min Vol EAFE ETF | 3.08% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
IDVZ Opal International Dividend Income ETF | 2.76% | 2.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDVZ and EFAV have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDVZ has higher volatility (3.88%) compared to EFAV (3.17%). In terms of maximum drawdown, IDVZ dropped -10.99% vs EFAV's -27.56%.
On 1-year performance, IDVZ leads with 22.54% vs 9.41% for EFAV. On fees, EFAV is cheaper at 0.20% per year. On volatility, EFAV has been the lower-risk option at 3.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IDVZ has performed better with a 22.54% return vs 9.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EFAV is cheaper with a 0.20% expense ratio, compared with 0.75% for IDVZ.
EFAV has the higher dividend yield at 3.08%, compared with 2.76% for IDVZ.
They also come from different issuers: TrueMark Investments and iShares. Their fees differ too: 0.75% for IDVZ and 0.20% for EFAV.
IDVZ currently has the higher Sharpe Ratio (1.90 vs 0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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