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IVLU vs. FID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IVLU vs. FID

Last updated Aug 4, 2026
Documentation

IVLU (iShares MSCI International Value Factor ETF) and FID (First Trust S&P International Dividend Aristocrats ETF) are both Foreign Large Cap Equities funds - IVLU tracks the MSCI World ex USA Enhanced Value Index while FID tracks the S&P International Dividend Aristocrats Index. Both are passively managed. Over the past 5 years, IVLU returned 15.65%/yr vs 9.02%/yr for FID. Their 0.78 correlation means they have sometimes moved together and sometimes differently. IVLU charges 0.30%/yr vs 0.60%/yr for FID.

Performance

IVLU vs. FID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI International Value Factor ETF (IVLU) and First Trust S&P International Dividend Aristocrats ETF (FID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVLU achieves a 16.70% return, which is significantly higher than FID's 11.85% return.

IVLU

1D
0.32%
1M
3.19%
6M
8.70%
YTD
16.70%
1Y
37.44%
3Y*
24.12%
5Y*
15.65%
10Y*
11.37%
ALL TIME*
8.80%

FID

1D
-0.13%
1M
4.60%
6M
7.03%
YTD
11.85%
1Y
22.20%
3Y*
18.43%
5Y*
9.02%
10Y*
—
ALL TIME*
7.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

FID

First Trust S&P International Dividend Aristocrats ETF
$249.39K$252.43K$349.18K

IVLU

iShares MSCI International Value Factor ETF
$36.81M$33.42M$39.54M

IVLU vs. FID - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
IVLU
iShares MSCI International Value Factor ETF		16.70%46.09%6.76%20.07%-5.73%15.60%-4.50%15.60%-11.98%
FID
First Trust S&P International Dividend Aristocrats ETF		11.85%32.07%5.42%9.92%-9.69%12.90%-7.56%20.82%-7.38%

Correlation

The correlation between IVLU and FID is 0.81, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.81

Correlation (3Y)
Balances recent behavior with more history.

0.80

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.81

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2018

0.78

The correlation between IVLU and FID has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.

IVLU vs. FID - Sectors Allocation Comparison

Sectors
IVLU
FID

Financial Services

29.4%
20.5%

Industrials

17.2%
12.8%

Healthcare

9.8%
3.5%

Technology

8.8%
6.2%

Basic Materials

7.2%
4.6%

Consumer Cyclical

7.1%
4.0%

Consumer Defensive

6.0%
3.7%

Energy

5.6%
7.9%

Utilities

3.6%
16.9%

Communication Services

3.4%
10.7%

Real Estate

1.4%
9.4%

Financial Services

IVLU
29.4%
FID
20.5%

Industrials

IVLU
17.2%
FID
12.8%

Healthcare

IVLU
9.8%
FID
3.5%

Technology

IVLU
8.8%
FID
6.2%

Basic Materials

IVLU
7.2%
FID
4.6%

Consumer Cyclical

IVLU
7.1%
FID
4.0%

Consumer Defensive

IVLU
6.0%
FID
3.7%

Energy

IVLU
5.6%
FID
7.9%

Utilities

IVLU
3.6%
FID
16.9%

Communication Services

IVLU
3.4%
FID
10.7%

Real Estate

IVLU
1.4%
FID
9.4%

Compare stocks, funds, or ETFs

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

iShares MSCI International Value Factor ETF

First Trust S&P International Dividend Aristocrats ETF

Often compared with IVLU:
IVLU vs. DFIVIVLU vs. FIVAIVLU vs. VXUSIVLU vs. IDMOIVLU vs. DISVIVLU vs. IEFAIVLU vs. SFNNX
Often compared with FID:
FID vs. IGROFID vs. EFAVFID vs. KNGFID vs. VIGFID vs. FDFIXFID vs. BRK-BFID vs. VIGI

Return for Risk

IVLU vs. FID — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
IVLU
IVLU Risk / Return Rank: 8888
Overall Rank
IVLU Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IVLU Sortino Ratio Rank: 9191
Sortino Ratio Rank
IVLU Omega Ratio Rank: 9090
Omega Ratio Rank
IVLU Calmar Ratio Rank: 8484
Calmar Ratio Rank
IVLU Martin Ratio Rank: 8585
Martin Ratio Rank
FID
FID Risk / Return Rank: 8080
Overall Rank
FID Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FID Sortino Ratio Rank: 8888
Sortino Ratio Rank
FID Omega Ratio Rank: 8787
Omega Ratio Rank
FID Calmar Ratio Rank: 6969
Calmar Ratio Rank
FID Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IVLU vs. FID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI International Value Factor ETF (IVLU) and First Trust S&P International Dividend Aristocrats ETF (FID). 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.

IVLUFIDDifference
Sharpe ratioReturn per unit of total volatility
2.41
2.20

+0.21

Sortino ratioReturn per unit of downside risk
3.27
3.08

+0.19

Omega ratioGain probability vs. loss probability

1.43

1.39

+0.03

Calmar ratioReturn relative to maximum drawdown

3.22

2.50

+0.72

Martin ratioReturn relative to average drawdown

12.31

8.44

+3.87

IVLU vs. FID - Sharpe Ratio Comparison

The current IVLU Sharpe Ratio is 2.41, which is comparable to the FID Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of IVLU and FID, 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

IVLU vs. FID - Drawdown Comparison

The maximum IVLU drawdown since its inception was -41.85%, which is greater than FID's maximum drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for IVLU and FID.

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Drawdown Indicators

IVLUFIDDifference

Max Drawdown

Largest peak-to-trough decline

-41.85%

-39.79%

-2.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-8.93%

-2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-15.48%

-9.61%

-5.87%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-29.13%

+3.09%

Max Drawdown (10Y)

Largest decline over 10 years

-41.85%

—

—

Current Drawdown

Current decline from peak

-0.23%

-0.86%

+0.63%

Average Drawdown

Average peak-to-trough decline

-8.48%

-8.33%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.64%

+0.41%

Volatility

IVLU vs. FID - Volatility Comparison

iShares MSCI International Value Factor ETF (IVLU) has a higher volatility of 4.80% compared to First Trust S&P International Dividend Aristocrats ETF (FID) at 2.46%. This indicates that IVLU's price experiences larger fluctuations and is considered to be riskier than FID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IVLUFIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

2.46%

+2.34%

Volatility (6M)

Calculated over the trailing 6-month period

13.35%

8.49%

+4.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

10.16%

+5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

17.02%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

18.82%

-1.43%

IVLU vs. FID - Expense Ratio Comparison

IVLU has a 0.30% expense ratio, which is lower than FID's 0.60% expense ratio.

Dividends

IVLU vs. FID - Dividend Comparison

IVLU's dividend yield for the trailing twelve months is around 3.22%, less than FID's 4.05% yield.

PositionTTM20252024202320222021202020192018201720162015
FID
First Trust S&P International Dividend Aristocrats ETF		4.05%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%0.00%0.00%0.00%
IVLU
iShares MSCI International Value Factor ETF		3.22%3.71%4.46%4.69%3.59%3.47%2.05%3.53%2.82%2.87%2.53%0.93%

Frequently Asked Questions

IVLU and FID have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVLU has higher volatility (4.80%) compared to FID (2.46%). In terms of maximum drawdown, IVLU dropped -41.85% vs FID's -39.79%.

On 5-year performance, IVLU leads with 15.65% vs 9.02% for FID. On fees, IVLU is cheaper at 0.30% per year. On volatility, FID has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IVLU has performed better with a 15.65% return vs 9.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVLU is cheaper with a 0.30% expense ratio, compared with 0.60% for FID.

FID has the higher dividend yield at 4.05%, compared with 3.22% for IVLU.

IVLU tracks MSCI World ex USA Enhanced Value Index, while FID tracks S&P International Dividend Aristocrats Index. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.30% for IVLU and 0.60% for FID.

IVLU currently has the higher Sharpe Ratio (2.41 vs 2.20), 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.

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