IEDI vs. EVX
Compare and contrast key facts about iShares Evolved U.S. Discretionary Spending ETF (IEDI) and VanEck Vectors Environmental Services ETF (EVX).
IEDI and EVX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEDI is an actively managed fund by iShares. It was launched on Mar 21, 2018. EVX is a passively managed fund by VanEck that tracks the performance of the NYSE Arca Environmental Services Index. It was launched on Oct 16, 2006.
Performance
IEDI vs. EVX - Performance Comparison
Loading graphics...
IEDI vs. EVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IEDI iShares Evolved U.S. Discretionary Spending ETF | -1.55% | 4.05% | 22.11% | 24.32% | -23.17% | 21.19% | 29.83% | 31.07% | 0.71% |
EVX VanEck Vectors Environmental Services ETF | 1.28% | 11.72% | 12.99% | 12.97% | -10.58% | 27.47% | 13.28% | 28.41% | -1.83% |
Returns By Period
In the year-to-date period, IEDI achieves a -1.55% return, which is significantly lower than EVX's 1.28% return.
IEDI
- 1D
- 1.94%
- 1M
- -6.33%
- YTD
- -1.55%
- 6M
- -3.49%
- 1Y
- 6.91%
- 3Y*
- 13.88%
- 5Y*
- 6.69%
- 10Y*
- —
EVX
- 1D
- 1.92%
- 1M
- -8.00%
- YTD
- 1.28%
- 6M
- -0.39%
- 1Y
- 9.47%
- 3Y*
- 10.57%
- 5Y*
- 7.99%
- 10Y*
- 12.14%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IEDI vs. EVX - Expense Ratio Comparison
IEDI has a 0.18% expense ratio, which is lower than EVX's 0.55% expense ratio.
Return for Risk
IEDI vs. EVX — Risk / Return Rank
IEDI
EVX
IEDI vs. EVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Evolved U.S. Discretionary Spending ETF (IEDI) and VanEck Vectors Environmental Services ETF (EVX). 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.
| IEDI | EVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 0.57 | -0.16 |
Sortino ratioReturn per unit of downside risk | 0.75 | 0.90 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.12 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 0.87 | -0.08 |
Martin ratioReturn relative to average drawdown | 2.35 | 2.52 | -0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IEDI | EVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 0.57 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.46 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.43 | +0.19 |
Correlation
The correlation between IEDI and EVX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IEDI vs. EVX - Dividend Comparison
IEDI's dividend yield for the trailing twelve months is around 0.98%, more than EVX's 0.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEDI iShares Evolved U.S. Discretionary Spending ETF | 0.98% | 0.95% | 0.90% | 1.13% | 3.38% | 0.70% | 0.83% | 2.07% | 1.57% | 0.00% | 0.00% | 0.00% |
EVX VanEck Vectors Environmental Services ETF | 0.18% | 0.19% | 0.46% | 0.95% | 0.41% | 0.24% | 0.32% | 0.38% | 0.38% | 0.89% | 0.70% | 1.16% |
Drawdowns
IEDI vs. EVX - Drawdown Comparison
The maximum IEDI drawdown since its inception was -30.60%, smaller than the maximum EVX drawdown of -55.91%. Use the drawdown chart below to compare losses from any high point for IEDI and EVX.
Loading graphics...
Drawdown Indicators
| IEDI | EVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.60% | -55.91% | +25.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.57% | -11.53% | +0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -29.79% | -21.45% | -8.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.01% | — |
Current DrawdownCurrent decline from peak | -7.31% | -8.50% | +1.19% |
Average DrawdownAverage peak-to-trough decline | -6.98% | -8.78% | +1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 3.99% | -0.42% |
Volatility
IEDI vs. EVX - Volatility Comparison
iShares Evolved U.S. Discretionary Spending ETF (IEDI) and VanEck Vectors Environmental Services ETF (EVX) have volatilities of 4.85% and 5.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IEDI | EVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 5.00% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 10.51% | -0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.06% | 16.76% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.15% | 17.65% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.52% | 20.23% | -0.71% |