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IS0E.DE vs. IDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0E.DE vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Gold Producers UCITS ETF (IS0E.DE) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS0E.DE is traded in EUR, while IDV is traded in USD. To make them comparable, the IDV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS0E.DE achieves a -0.06% return, which is significantly lower than IDV's 12.89% return. Over the past 10 years, IS0E.DE has outperformed IDV with an annualized return of 13.92%, while IDV has yielded a comparatively lower 10.06% annualized return.


IS0E.DE

1D
0.88%
1M
-6.27%
YTD
-0.06%
6M
8.72%
1Y
63.71%
3Y*
38.14%
5Y*
19.77%
10Y*
13.92%

IDV

1D
0.11%
1M
-0.23%
YTD
12.89%
6M
15.04%
1Y
32.20%
3Y*
21.36%
5Y*
12.92%
10Y*
10.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0E.DE vs. IDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0E.DE
iShares Gold Producers UCITS ETF
-0.06%129.59%18.76%6.29%-3.80%-3.04%13.47%44.05%-4.38%-6.00%
IDV
iShares International Select Dividend ETF
12.89%34.10%10.86%7.01%-0.60%20.37%-13.69%26.35%-6.16%5.03%

Correlation

The correlation between IS0E.DE and IDV is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

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

0.25

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

0.26

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

0.14

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2012

0.12

The correlation between IS0E.DE and IDV shifts across timeframes, from 0.12 (all time) to 0.26 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IS0E.DE vs. IDV — Risk / Return Rank

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

IS0E.DE
IS0E.DE Risk / Return Rank: 3737
Overall Rank
IS0E.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 3737
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
IS0E.DE Martin Ratio Rank: 3636
Martin Ratio Rank

IDV
IDV Risk / Return Rank: 8484
Overall Rank
IDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8484
Sortino Ratio Rank
IDV Omega Ratio Rank: 8686
Omega Ratio Rank
IDV Calmar Ratio Rank: 8383
Calmar Ratio Rank
IDV Martin Ratio Rank: 8282
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.

IS0E.DE vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.DE) 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.


IS0E.DEIDVDifference
Sharpe ratioReturn per unit of total volatility

-1.73

Sortino ratioReturn per unit of downside risk

-2.25

Omega ratioGain probability vs. loss probability

1.24

1.56

-0.32

Calmar ratioReturn relative to maximum drawdown

2.17

4.89

-2.72

Martin ratioReturn relative to average drawdown

5.45

19.95

-14.50

IS0E.DE vs. IDV - Sharpe Ratio Comparison

The current IS0E.DE Sharpe Ratio is 1.24, which is lower than the IDV Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of IS0E.DE 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.


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Sharpe Ratios by Period


IS0E.DEIDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

2.98

-1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

1.02

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.61

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.30

-0.13

Drawdowns

IS0E.DE vs. IDV - Drawdown Comparison

The maximum IS0E.DE drawdown since its inception was -71.63%, which is greater than IDV's maximum drawdown of -65.73%. Use the drawdown chart below to compare losses from any high point for IS0E.DE and IDV.


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Drawdown Indicators


IS0E.DEIDVDifference

Max Drawdown

Largest peak-to-trough decline

-71.63%

-65.73%

-5.90%

Max Drawdown (1Y)

Largest decline over 1 year

-27.26%

-6.61%

-20.65%

Max Drawdown (3Y)

Largest decline over 3 years

-27.26%

-12.78%

-14.48%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

-18.92%

-19.11%

Max Drawdown (10Y)

Largest decline over 10 years

-45.62%

-42.12%

-3.50%

Current Drawdown

Current decline from peak

-22.93%

-3.35%

-19.58%

Average Drawdown

Average peak-to-trough decline

-33.74%

-12.36%

-21.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.85%

1.62%

+9.23%

Volatility

IS0E.DE vs. IDV - Volatility Comparison

iShares Gold Producers UCITS ETF (IS0E.DE) has a higher volatility of 12.84% compared to iShares International Select Dividend ETF (IDV) at 3.05%. This indicates that IS0E.DE'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.


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Volatility by Period


IS0E.DEIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.84%

3.05%

+9.79%

Volatility (6M)

Calculated over the trailing 6-month period

33.62%

9.08%

+24.54%

Volatility (1Y)

Calculated over the trailing 1-year period

47.58%

10.89%

+36.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.83%

12.78%

+21.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.53%

16.57%

+15.96%

IS0E.DE vs. IDV - Expense Ratio Comparison

IS0E.DE has a 0.55% expense ratio, which is higher than IDV's 0.49% expense ratio.


Dividends

IS0E.DE vs. IDV - Dividend Comparison

IS0E.DE has not paid dividends to shareholders, while IDV's dividend yield for the trailing twelve months is around 4.51%.


PositionTTM20252024202320222021202020192018201720162015
IDV
iShares International Select Dividend ETF
4.51%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%
IS0E.DE
iShares Gold Producers UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IS0E.DE and IDV have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDV is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDV is cheaper with a 0.49% expense ratio, compared with 0.55% for IS0E.DE.

IS0E.DE is categorized as Precious Metals, while IDV is Global Equities. IS0E.DE tracks S&P Commodity Producers Gold, while IDV tracks Dow Jones EPAC Select Dividend. Their fees differ too: 0.55% for IS0E.DE and 0.49% for IDV.

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