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IGRO vs. IDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGRO and IDV is 0.65, 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.


Performance

IGRO vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Dividend Growth ETF (IGRO) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IGRO:

0.90

IDV:

1.11

Sortino Ratio

IGRO:

1.30

IDV:

1.67

Omega Ratio

IGRO:

1.18

IDV:

1.23

Calmar Ratio

IGRO:

1.20

IDV:

1.63

Martin Ratio

IGRO:

2.96

IDV:

4.26

Ulcer Index

IGRO:

4.52%

IDV:

4.53%

Daily Std Dev

IGRO:

14.94%

IDV:

16.02%

Max Drawdown

IGRO:

-36.25%

IDV:

-70.14%

Current Drawdown

IGRO:

-0.84%

IDV:

-0.46%

Returns By Period

In the year-to-date period, IGRO achieves a 11.14% return, which is significantly lower than IDV's 20.11% return.


IGRO

YTD

11.14%

1M

5.38%

6M

8.15%

1Y

13.35%

5Y*

13.09%

10Y*

N/A

IDV

YTD

20.11%

1M

7.53%

6M

19.99%

1Y

17.68%

5Y*

14.30%

10Y*

4.95%

*Annualized

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IGRO vs. IDV - Expense Ratio Comparison

IGRO has a 0.22% expense ratio, which is lower than IDV's 0.49% expense ratio.


Risk-Adjusted Performance

IGRO vs. IDV — Risk-Adjusted Performance Rank

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

IGRO
The Risk-Adjusted Performance Rank of IGRO is 7777
Overall Rank
The Sharpe Ratio Rank of IGRO is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of IGRO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of IGRO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of IGRO is 8585
Calmar Ratio Rank
The Martin Ratio Rank of IGRO is 7171
Martin Ratio Rank

IDV
The Risk-Adjusted Performance Rank of IDV is 8585
Overall Rank
The Sharpe Ratio Rank of IDV is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of IDV is 8585
Sortino Ratio Rank
The Omega Ratio Rank of IDV is 8585
Omega Ratio Rank
The Calmar Ratio Rank of IDV is 9090
Calmar Ratio Rank
The Martin Ratio Rank of IDV is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IGRO vs. IDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Dividend Growth ETF (IGRO) and iShares International Select Dividend ETF (IDV). 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.


The current IGRO Sharpe Ratio is 0.90, which is comparable to the IDV Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of IGRO and IDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

IGRO vs. IDV - Dividend Comparison

IGRO's dividend yield for the trailing twelve months is around 2.17%, less than IDV's 5.26% yield.


TTM20242023202220212020201920182017201620152014
IGRO
iShares International Dividend Growth ETF
2.17%2.44%2.79%2.69%2.27%2.41%2.65%2.97%2.43%1.18%0.00%0.00%
IDV
iShares International Select Dividend ETF
5.26%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%6.03%

Drawdowns

IGRO vs. IDV - Drawdown Comparison

The maximum IGRO drawdown since its inception was -36.25%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for IGRO and IDV. For additional features, visit the drawdowns tool.


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Volatility

IGRO vs. IDV - Volatility Comparison

The current volatility for iShares International Dividend Growth ETF (IGRO) is 2.72%, while iShares International Select Dividend ETF (IDV) has a volatility of 3.08%. This indicates that IGRO experiences smaller price fluctuations and is considered to be less risky than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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