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IEDY.L vs. TDIV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEDY.L vs. TDIV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares EM Dividend UCITS ETF USD (Dist) (IEDY.L) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEDY.L achieves a 9.34% return, which is significantly lower than TDIV.L's 11.48% return. Over the past 10 years, IEDY.L has underperformed TDIV.L with an annualized return of 6.29%, while TDIV.L has yielded a comparatively higher 13.78% annualized return.


IEDY.L

1D
-0.05%
1M
-1.10%
6M
4.01%
YTD
9.34%
1Y
22.18%
3Y*
18.68%
5Y*
4.83%
10Y*
6.29%

TDIV.L

1D
0.57%
1M
1.72%
6M
10.29%
YTD
11.48%
1Y
29.47%
3Y*
22.59%
5Y*
17.74%
10Y*
13.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEDY.L vs. TDIV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEDY.L
iShares EM Dividend UCITS ETF USD (Dist)
9.34%27.60%7.02%19.23%-30.77%11.02%-2.56%13.94%-5.15%25.92%
TDIV.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist)
11.48%40.41%8.93%15.44%9.29%18.14%-2.30%37.03%-6.76%3.94%

Correlation

The correlation between IEDY.L and TDIV.L is 0.56, 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

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.60

The correlation between IEDY.L and TDIV.L has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.

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Return for Risk

IEDY.L vs. TDIV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IEDY.L
IEDY.L Risk / Return Rank: 5656
Overall Rank
IEDY.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IEDY.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
IEDY.L Omega Ratio Rank: 5353
Omega Ratio Rank
IEDY.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
IEDY.L Martin Ratio Rank: 5353
Martin Ratio Rank

TDIV.L
TDIV.L Risk / Return Rank: 9292
Overall Rank
TDIV.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TDIV.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
TDIV.L Omega Ratio Rank: 9191
Omega Ratio Rank
TDIV.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
TDIV.L Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IEDY.L vs. TDIV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EM Dividend UCITS ETF USD (Dist) (IEDY.L) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.L). 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.


IEDY.LTDIV.LDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.27

1.47

-0.20

Calmar ratioReturn relative to maximum drawdown

2.46

5.57

-3.12

Martin ratioReturn relative to average drawdown

7.21

15.65

-8.44

IEDY.L vs. TDIV.L - Sharpe Ratio Comparison

The current IEDY.L Sharpe Ratio is 1.54, which is lower than the TDIV.L Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of IEDY.L and TDIV.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IEDY.L vs. TDIV.L - Drawdown Comparison

The maximum IEDY.L drawdown since its inception was -48.42%, which is greater than TDIV.L's maximum drawdown of -37.94%. Use the drawdown chart below to compare losses from any high point for IEDY.L and TDIV.L.


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Drawdown Indicators


IEDY.LTDIV.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.42%

-37.94%

-10.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-5.27%

-3.73%

Max Drawdown (3Y)

Largest decline over 3 years

-14.34%

-13.89%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-41.24%

-18.52%

-22.72%

Max Drawdown (10Y)

Largest decline over 10 years

-41.24%

-37.94%

-3.30%

Current Drawdown

Current decline from peak

-5.19%

0.00%

-5.19%

Average Drawdown

Average peak-to-trough decline

-15.43%

-4.00%

-11.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

1.88%

+1.19%

Volatility

IEDY.L vs. TDIV.L - Volatility Comparison

iShares EM Dividend UCITS ETF USD (Dist) (IEDY.L) has a higher volatility of 4.04% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.L) at 3.60%. This indicates that IEDY.L's price experiences larger fluctuations and is considered to be riskier than TDIV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEDY.LTDIV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

3.60%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

8.56%

+3.42%

Volatility (1Y)

Calculated over the trailing 1-year period

14.37%

11.22%

+3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

14.56%

+2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

16.20%

+2.16%

IEDY.L vs. TDIV.L - Expense Ratio Comparison

IEDY.L has a 0.65% expense ratio, which is higher than TDIV.L's 0.38% expense ratio.


Dividends

IEDY.L vs. TDIV.L - Dividend Comparison

IEDY.L's dividend yield for the trailing twelve months is around 5.09%, more than TDIV.L's 3.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IEDY.L
iShares EM Dividend UCITS ETF USD (Dist)
5.09%5.72%7.94%7.91%9.38%6.57%4.79%5.59%5.69%3.96%4.59%6.51%
TDIV.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist)
3.11%3.49%4.36%4.82%4.49%4.14%3.88%4.37%5.77%4.50%0.00%0.00%

Frequently Asked Questions


IEDY.L and TDIV.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TDIV.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TDIV.L is cheaper with a 0.38% expense ratio, compared with 0.65% for IEDY.L.

IEDY.L is categorized as Dividend, while TDIV.L is Global Equities. IEDY.L tracks Dow Jones Emerging Markets Select Dividend Index (USD) CLOSE NTR, while TDIV.L tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.65% for IEDY.L and 0.38% for TDIV.L.

Portfolio Optimizer

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