IDYN vs. IVV
IDYN (iShares International Equity Factor Rotation Active ETF) and IVV (iShares Core S&P 500 ETF) are both exchange-traded funds - IDYN is a Foreign Large Cap Equities fund actively managed by iShares, while IVV is a S&P 500 fund tracking the S&P 500 Index. IDYN is actively managed, while IVV is passively managed. A 0.74 correlation means they provide meaningful diversification when combined. IDYN charges 0.40%/yr vs 0.03%/yr for IVV.
Performance
IDYN vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, IDYN achieves a 8.11% return, which is significantly lower than IVV's 11.28% return.
IDYN
- 1D
- 0.40%
- 1M
- 0.05%
- 6M
- 4.74%
- YTD
- 8.11%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IVV
- 1D
- 0.41%
- 1M
- 2.58%
- 6M
- 9.34%
- YTD
- 11.28%
- 1Y
- 22.47%
- 3Y*
- 21.05%
- 5Y*
- 13.21%
- 10Y*
- 15.26%
IDYN vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDYN iShares International Equity Factor Rotation Active ETF | 8.11% | 10.97% |
IVV iShares Core S&P 500 ETF | 11.28% | 8.44% |
Correlation
The correlation between IDYN and IVV is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 7, 2025 | 0.74 |
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Return for Risk
IDYN vs. IVV — Risk / Return Rank
IDYN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IVV
IDYN vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Equity Factor Rotation Active ETF (IDYN) and iShares Core S&P 500 ETF (IVV). 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.
| IDYN | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.32 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.49 | — |
| Martin ratioReturn relative to average drawdown | — | 10.82 | — |
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Drawdowns
IDYN vs. IVV - Drawdown Comparison
The maximum IDYN drawdown since its inception was -12.68%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for IDYN and IVV.
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Drawdown Indicators
| IDYN | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.68% | -55.25% | +42.57% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.89% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.53% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.90% | — |
Current DrawdownCurrent decline from peak | -4.53% | -0.38% | -4.15% |
Average DrawdownAverage peak-to-trough decline | -2.67% | -10.75% | +8.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.04% | — |
Volatility
IDYN vs. IVV - Volatility Comparison
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Volatility by Period
| IDYN | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.59% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.02% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 12.56% | +4.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 17.00% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.18% | 18.04% | -0.86% |
IDYN vs. IVV - Expense Ratio Comparison
IDYN has a 0.40% expense ratio, which is higher than IVV's 0.03% expense ratio.
Dividends
IDYN vs. IVV - Dividend Comparison
IDYN's dividend yield for the trailing twelve months is around 1.84%, more than IVV's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDYN iShares International Equity Factor Rotation Active ETF | 1.84% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVV iShares Core S&P 500 ETF | 1.08% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Frequently Asked Questions
IDYN and IVV have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IVV is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IVV is cheaper with a 0.03% expense ratio, compared with 0.40% for IDYN.
IDYN has the higher dividend yield at 1.84%, compared with 1.08% for IVV.
IDYN is categorized as Foreign Large Cap Equities, while IVV is S&P 500. Their fees differ too: 0.40% for IDYN and 0.03% for IVV.
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