PortfoliosLab logo
IHDG vs. IDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IHDG and IDV 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.


-0.50.00.51.0
Correlation: 0.7

Maximize Your Portfolio’s Potential

Does your portfolio have the optimal asset allocation aligned with your goals? Find it out with our portfolio optimizer

Try portfolio optimization now

Performance

IHDG vs. IDV - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
7.13%
-6.13%
CSCO
VYM

Key characteristics

Sharpe Ratio

IHDG:

-0.82

IDV:

0.43

Sortino Ratio

IHDG:

-1.00

IDV:

0.63

Omega Ratio

IHDG:

0.87

IDV:

1.09

Calmar Ratio

IHDG:

-0.65

IDV:

0.59

Martin Ratio

IHDG:

-2.80

IDV:

1.44

Ulcer Index

IHDG:

4.12%

IDV:

4.44%

Daily Std Dev

IHDG:

14.16%

IDV:

14.87%

Max Drawdown

IHDG:

-29.24%

IDV:

-70.14%

Current Drawdown

IHDG:

-17.93%

IDV:

-10.82%

Returns By Period

In the year-to-date period, IHDG achieves a -10.31% return, which is significantly lower than IDV's 3.32% return. Over the past 10 years, IHDG has outperformed IDV with an annualized return of 6.44%, while IDV has yielded a comparatively lower 3.85% annualized return.


IHDG

YTD

-10.31%

1M

-14.89%

6M

-12.94%

1Y

-11.78%

5Y*

8.96%

10Y*

6.44%

IDV

YTD

3.32%

1M

-8.98%

6M

-3.16%

1Y

6.54%

5Y*

10.77%

10Y*

3.85%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IHDG vs. IDV - Expense Ratio Comparison

IHDG has a 0.58% expense ratio, which is higher than IDV's 0.49% expense ratio.


Expense ratio chart for IHDG: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IHDG: 0.58%
Expense ratio chart for IDV: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IDV: 0.49%

Risk-Adjusted Performance

IHDG vs. IDV — Risk-Adjusted Performance Rank

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

IHDG
The Risk-Adjusted Performance Rank of IHDG is 44
Overall Rank
The Sharpe Ratio Rank of IHDG is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of IHDG is 55
Sortino Ratio Rank
The Omega Ratio Rank of IHDG is 44
Omega Ratio Rank
The Calmar Ratio Rank of IHDG is 55
Calmar Ratio Rank
The Martin Ratio Rank of IHDG is 11
Martin Ratio Rank

IDV
The Risk-Adjusted Performance Rank of IDV is 7272
Overall Rank
The Sharpe Ratio Rank of IDV is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of IDV is 6969
Sortino Ratio Rank
The Omega Ratio Rank of IDV is 7070
Omega Ratio Rank
The Calmar Ratio Rank of IDV is 8080
Calmar Ratio Rank
The Martin Ratio Rank of IDV is 6969
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.

IHDG vs. IDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Hedged Dividend Growth Fund (IHDG) 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 chart of Sharpe ratio for CSCO, currently valued at 0.74, compared to the broader market-1.000.001.002.003.004.00
CSCO: 0.74
VYM: 0.17
The chart of Sortino ratio for CSCO, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.00
CSCO: 1.18
VYM: 0.35
The chart of Omega ratio for CSCO, currently valued at 1.17, compared to the broader market0.501.001.502.002.50
CSCO: 1.17
VYM: 1.05
The chart of Calmar ratio for CSCO, currently valued at 0.70, compared to the broader market0.002.004.006.008.0010.0012.0014.00
CSCO: 0.70
VYM: 0.18
The chart of Martin ratio for CSCO, currently valued at 3.83, compared to the broader market0.0020.0040.0060.0080.00
CSCO: 3.83
VYM: 0.92

The current IHDG Sharpe Ratio is -0.82, which is lower than the IDV Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of IHDG 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.74
0.17
CSCO
VYM

Dividends

IHDG vs. IDV - Dividend Comparison

IHDG's dividend yield for the trailing twelve months is around 2.14%, less than IDV's 6.12% yield.


TTM20242023202220212020201920182017201620152014

Drawdowns

IHDG vs. IDV - Drawdown Comparison

The maximum IHDG drawdown since its inception was -29.24%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for IHDG and IDV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.18%
-11.18%
CSCO
VYM

Volatility

IHDG vs. IDV - Volatility Comparison

The current volatility for WisdomTree International Hedged Dividend Growth Fund (IHDG) is NaN%, while iShares International Select Dividend ETF (IDV) has a volatility of NaN%. This indicates that IHDG 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.59%
10.97%
CSCO
VYM

User Portfolios with IHDG or IDV


PM
SPOT
WELL
HWM
BK
T
TMUS
MO
GILD
WMB
ABBV
AVGO
BSX
CEG
GILD
HWM
IBM
LLY
MCK
MPC
ORLY
PGR
PLTR
PM
T
TMUS
UBER
VST
WMB
WMT
XOM
1 / 10

Recent discussions