ING vs. IDV

Last updated Jun 4, 2026

ING (ING Groep N.V.) is a stock, while IDV (iShares International Select Dividend ETF) is Global Equities fund tracking the Dow Jones EPAC Select Dividend. Over the past 10 years, ING returned 15.28%/yr vs 10.28%/yr for IDV. A 0.70 correlation means they provide meaningful diversification when combined.

Performance

ING vs. IDV - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with ING having a 12.86% return and IDV slightly lower at 12.32%. Over the past 10 years, ING has outperformed IDV with an annualized return of 15.28%, while IDV has yielded a comparatively lower 10.28% annualized return.

ING

• 1D: -1.90%
• 1M: 9.46%
• YTD: 12.86%
• 6M: 19.97%
• 1Y: 52.43%
• 3Y*: 42.65%
• 5Y*: 26.09%
• 10Y*: 15.28%

IDV

• 1D: -1.09%
• 1M: 0.90%
• YTD: 12.32%
• 6M: 15.21%
• 1Y: 36.98%
• 3Y*: 25.10%
• 5Y*: 11.95%
• 10Y*: 10.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ING vs. IDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ING ING Groep N.V.	12.86%	91.12%	12.25%	31.88%	-4.22%	55.41%	-21.66%	20.03%	-41.15%	35.53%
IDV iShares International Select Dividend ETF	12.32%	52.16%	4.00%	10.32%	-6.40%	12.00%	-5.94%	23.56%	-10.37%	19.74%

Correlation

The correlation between ING and IDV is 0.71, 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	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (10Y) Calculated over the trailing 10-year period	0.68
Correlation (All Time) Calculated using the full available price history since Jun 22, 2007	0.70

The correlation between ING and IDV has been stable across timeframes, ranging from 0.68 to 0.71 - a consistent structural relationship.

Return for Risk

ING vs. IDV — Risk / Return Rank

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

ING

ING Risk / Return Rank: 84
ING Sharpe Ratio Rank: 88
ING Sortino Ratio Rank: 86
ING Omega Ratio Rank: 83
ING Calmar Ratio Rank: 80
ING Martin Ratio Rank: 85

IDV

IDV Risk / Return Rank: 83
IDV Sharpe Ratio Rank: 86
IDV Sortino Ratio Rank: 82
IDV Omega Ratio Rank: 84
IDV Calmar Ratio Rank: 81
IDV Martin Ratio Rank: 82

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.

ING vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ING Groep N.V. (ING) 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.

	ING	IDV	Difference
Sharpe ratio: Return per unit of total volatility	2.05	2.90	-0.85
Sortino ratio: Return per unit of downside risk	2.80	3.75	-0.95
Omega ratio: Gain probability vs. loss probability	1.34	1.52	-0.18
Calmar ratio: Return relative to maximum drawdown	2.65	4.36	-1.71
Martin ratio: Return relative to average drawdown	8.78	16.67	-7.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ING vs. IDV - Sharpe Ratio Comparison

The current ING Sharpe Ratio is 2.05, which is comparable to the IDV Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of ING and IDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ING	IDV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.05	2.90	-0.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	0.77	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.58	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.22	-0.09

Drawdowns

ING vs. IDV - Drawdown Comparison

The maximum ING drawdown since its inception was -92.73%, which is greater than IDV's maximum drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for ING and IDV.

Drawdown Indicators

	ING	IDV	Difference
Max Drawdown Largest peak-to-trough decline	-92.73%	-70.14%	-22.59%
Max Drawdown (1Y) Largest decline over 1 year	-19.86%	-8.52%	-11.34%
Max Drawdown (3Y) Largest decline over 3 years	-19.86%	-11.86%	-8.00%
Max Drawdown (5Y) Largest decline over 5 years	-43.39%	-29.19%	-14.20%
Max Drawdown (10Y) Largest decline over 10 years	-75.27%	-42.50%	-32.77%
Current Drawdown Current decline from peak	-2.84%	-2.80%	-0.04%
Average Drawdown Average peak-to-trough decline	-45.83%	-15.40%	-30.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.99%	2.22%	+3.77%

Volatility

ING vs. IDV - Volatility Comparison

ING Groep N.V. (ING) has a higher volatility of 8.39% compared to iShares International Select Dividend ETF (IDV) at 4.32%. This indicates that ING's price experiences larger fluctuations and is considered to be riskier than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ING	IDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.39%	4.32%	+4.07%
Volatility (6M) Calculated over the trailing 6-month period	20.87%	10.60%	+10.27%
Volatility (1Y) Calculated over the trailing 1-year period	25.79%	12.85%	+12.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.22%	15.54%	+15.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.97%	17.94%	+17.03%

Dividends

ING vs. IDV - Dividend Comparison

ING's dividend yield for the trailing twelve months is around 4.88%, more than IDV's 4.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDV iShares International Select Dividend ETF	4.45%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%
ING ING Groep N.V.	4.88%	4.78%	7.65%	5.86%	7.16%	5.09%	0.00%	5.92%	2.63%	3.28%	4.24%	2.58%

Frequently Asked Questions

Can I hold both ING and IDV in my portfolio?

ING and IDV have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ING or IDV?

ING has higher volatility (8.39%) compared to IDV (4.32%). In terms of maximum drawdown, ING dropped -92.73% vs IDV's -70.14%.

Which has better risk-adjusted returns?

IDV currently has the higher Sharpe Ratio (2.90 vs 2.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.