IDYN vs. VEU
IDYN (iShares International Equity Factor Rotation Active ETF) and VEU (Vanguard FTSE All-World ex-US ETF) are both Foreign Large Cap Equities funds. IDYN is actively managed, while VEU is passively managed. Their correlation of 0.90 suggests significant overlap in exposure. IDYN charges 0.40%/yr vs 0.04%/yr for VEU.
Performance
IDYN vs. VEU - 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 VEU's 14.22% return.
IDYN
- 1D
- 0.40%
- 1M
- -0.66%
- 6M
- 4.74%
- YTD
- 8.11%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VEU
- 1D
- 0.40%
- 1M
- 0.52%
- 6M
- 10.61%
- YTD
- 14.22%
- 1Y
- 28.06%
- 3Y*
- 19.11%
- 5Y*
- 9.04%
- 10Y*
- 9.85%
IDYN vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDYN iShares International Equity Factor Rotation Active ETF | 8.11% | 10.97% |
VEU Vanguard FTSE All-World ex-US ETF | 14.22% | 10.96% |
Correlation
The correlation between IDYN and VEU is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 7, 2025 | 0.90 |
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Return for Risk
IDYN vs. VEU — Risk / Return Rank
IDYN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VEU
IDYN vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Equity Factor Rotation Active ETF (IDYN) and Vanguard FTSE All-World ex-US ETF (VEU). 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 | VEU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.38 | — |
| Martin ratioReturn relative to average drawdown | — | 8.99 | — |
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Drawdowns
IDYN vs. VEU - Drawdown Comparison
The maximum IDYN drawdown since its inception was -12.68%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for IDYN and VEU.
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Drawdown Indicators
| IDYN | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.68% | -61.52% | +48.84% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.43% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.69% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.14% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.98% | — |
Current DrawdownCurrent decline from peak | -4.53% | -2.03% | -2.50% |
Average DrawdownAverage peak-to-trough decline | -2.67% | -13.07% | +10.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.03% | — |
Volatility
IDYN vs. VEU - Volatility Comparison
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Volatility by Period
| IDYN | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.16% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.64% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 16.56% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 16.29% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.18% | 17.03% | +0.15% |
IDYN vs. VEU - Expense Ratio Comparison
IDYN has a 0.40% expense ratio, which is higher than VEU's 0.04% expense ratio.
Dividends
IDYN vs. VEU - Dividend Comparison
IDYN's dividend yield for the trailing twelve months is around 1.84%, less than VEU's 2.54% 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% |
VEU Vanguard FTSE All-World ex-US ETF | 2.54% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Frequently Asked Questions
IDYN and VEU have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VEU is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VEU is cheaper with a 0.04% expense ratio, compared with 0.40% for IDYN.
VEU has the higher dividend yield at 2.54%, compared with 1.84% for IDYN.
They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for IDYN and 0.04% for VEU.
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