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IVLU vs. FID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IVLU vs. FID

Last updated Jun 24, 2026

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 14.30%/yr vs 7.59%/yr for FID. A 0.78 correlation means they provide meaningful diversification when combined. 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 11.28% return, which is significantly higher than FID's 5.57% return.

IVLU

1D
-1.89%
1M
-0.75%
YTD
11.28%
6M
10.90%
1Y
34.48%
3Y*
23.64%
5Y*
14.30%
10Y*
11.56%

FID

1D
-0.85%
1M
-2.23%
YTD
5.57%
6M
5.46%
1Y
18.04%
3Y*
17.19%
5Y*
7.59%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVLU vs. FID - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
IVLU
iShares MSCI International Value Factor ETF		11.28%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		5.57%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, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.81

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

0.81

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

26.5%
20.4%

Industrials

18.8%
13.6%

Technology

10.6%
6.3%

Healthcare

9.0%
3.4%

Consumer Cyclical

7.6%
3.8%

Basic Materials

7.4%
4.4%

Consumer Defensive

6.0%
3.7%

Energy

5.5%
7.9%

Communication Services

3.7%
11.3%

Utilities

3.6%
16.3%

Real Estate

1.4%
9.1%

Financial Services

IVLU
26.5%
FID
20.4%

Industrials

IVLU
18.8%
FID
13.6%

Technology

IVLU
10.6%
FID
6.3%

Healthcare

IVLU
9.0%
FID
3.4%

Consumer Cyclical

IVLU
7.6%
FID
3.8%

Basic Materials

IVLU
7.4%
FID
4.4%

Consumer Defensive

IVLU
6.0%
FID
3.7%

Energy

IVLU
5.5%
FID
7.9%

Communication Services

IVLU
3.7%
FID
11.3%

Utilities

IVLU
3.6%
FID
16.3%

Real Estate

IVLU
1.4%
FID
9.1%

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. VIGIFID vs. FDFIXFID vs. BRK-B

Return for Risk

IVLU vs. FID — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IVLU
IVLU Risk / Return Rank: 6868
Overall Rank
IVLU Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IVLU Sortino Ratio Rank: 7070
Sortino Ratio Rank
IVLU Omega Ratio Rank: 7070
Omega Ratio Rank
IVLU Calmar Ratio Rank: 6262
Calmar Ratio Rank
IVLU Martin Ratio Rank: 6565
Martin Ratio Rank
FID
FID Risk / Return Rank: 5050
Overall Rank
FID Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FID Sortino Ratio Rank: 5454
Sortino Ratio Rank
FID Omega Ratio Rank: 5252
Omega Ratio Rank
FID Calmar Ratio Rank: 4242
Calmar Ratio Rank
FID Martin Ratio Rank: 4444
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.

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
2.21
1.76

+0.46

Sortino ratioReturn per unit of downside risk
3.03
2.48

+0.55

Omega ratioGain probability vs. loss probability

1.40

1.31

+0.09

Calmar ratioReturn relative to maximum drawdown

2.96

2.03

+0.93

Martin ratioReturn relative to average drawdown

11.24

6.97

+4.27

IVLU vs. FID - Sharpe Ratio Comparison

The current IVLU Sharpe Ratio is 2.21, which is comparable to the FID Sharpe Ratio of 1.76. 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%

-10.97%

-4.51%

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

-2.23%

-3.84%

+1.61%

Average Drawdown

Average peak-to-trough decline

-8.56%

-8.43%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

2.59%

+0.49%

Volatility

IVLU vs. FID - Volatility Comparison

iShares MSCI International Value Factor ETF (IVLU) has a higher volatility of 5.27% compared to First Trust S&P International Dividend Aristocrats ETF (FID) at 3.41%. 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

5.27%

3.41%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.94%

8.58%

+4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

15.65%

10.33%

+5.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

17.05%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

18.92%

-1.48%

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 3.38%, less than FID's 4.14% yield.

PositionTTM20252024202320222021202020192018201720162015
FID
First Trust S&P International Dividend Aristocrats ETF		4.14%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		3.38%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 (5.27%) compared to FID (3.41%). In terms of maximum drawdown, IVLU dropped -41.85% vs FID's -39.79%.

On 5-year performance, IVLU leads with 14.30% vs 7.59% for FID. On fees, IVLU is cheaper at 0.30% per year. On volatility, FID has been the lower-risk option at 3.41%. 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 14.30% return vs 7.59%. 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 4.14%, compared with 3.38% 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 (2.21 vs 1.76), 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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