IDVZ vs. EFAV
Compare and contrast key facts about Opal International Dividend Income ETF (IDVZ) and iShares Edge MSCI Min Vol EAFE ETF (EFAV).
IDVZ and EFAV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDVZ is an actively managed fund by TrueMark Investments. It was launched on Dec 26, 2024. EFAV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Minimum Volatility Index. It was launched on Oct 18, 2011.
Performance
IDVZ vs. EFAV - Performance Comparison
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IDVZ vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IDVZ Opal International Dividend Income ETF | 6.35% | 33.14% | -1.61% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 5.94% | 26.00% | -0.31% |
Returns By Period
In the year-to-date period, IDVZ achieves a 6.35% return, which is significantly higher than EFAV's 5.94% return.
IDVZ
- 1D
- 2.06%
- 1M
- -5.14%
- YTD
- 6.35%
- 6M
- 10.47%
- 1Y
- 26.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EFAV
- 1D
- 1.98%
- 1M
- -3.69%
- YTD
- 5.94%
- 6M
- 9.18%
- 1Y
- 21.13%
- 3Y*
- 14.12%
- 5Y*
- 7.53%
- 10Y*
- 6.46%
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IDVZ vs. EFAV - Expense Ratio Comparison
IDVZ has a 0.75% expense ratio, which is higher than EFAV's 0.20% expense ratio.
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 | 1.76 | 1.74 | +0.02 |
Sortino ratioReturn per unit of downside risk | 2.34 | 2.33 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.88 | -0.32 |
Martin ratioReturn relative to average drawdown | 10.59 | 10.58 | 0.00 |
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 | 1.76 | 1.74 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.65 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.09 | 0.55 | +1.53 |
Correlation
The correlation between IDVZ and EFAV is 0.72, 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.
Dividends
IDVZ vs. EFAV - Dividend Comparison
IDVZ's dividend yield for the trailing twelve months is around 2.83%, less than EFAV's 3.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDVZ Opal International Dividend Income ETF | 2.83% | 2.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 3.02% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
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 | -10.19% | -7.14% | -3.05% |
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 | -5.43% | -3.69% | -1.74% |
Average DrawdownAverage peak-to-trough decline | -1.34% | -4.78% | +3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 1.94% | +0.53% |
Volatility
IDVZ vs. EFAV - Volatility Comparison
Opal International Dividend Income ETF (IDVZ) has a higher volatility of 6.32% compared to iShares Edge MSCI Min Vol EAFE ETF (EFAV) at 5.19%. 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 | 6.32% | 5.19% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 7.57% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 12.22% | +2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.70% | 11.74% | +2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.70% | 13.21% | +1.49% |