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IVSI vs. IDEV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVSI vs. IDEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Applied Finance IVS International Large ETF (IVSI) and iShares Core MSCI International Developed Markets ETF (IDEV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IVSI having a 10.20% return and IDEV slightly lower at 9.92%.


IVSI

1D
0.30%
1M
2.96%
YTD
10.20%
6M
1Y
3Y*
5Y*
10Y*

IDEV

1D
0.62%
1M
2.82%
YTD
9.92%
6M
13.26%
1Y
23.41%
3Y*
17.76%
5Y*
8.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVSI vs. IDEV - Yearly Performance Comparison


Correlation

The correlation between IVSI and IDEV is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 12, 2025

0.95

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Return for Risk

IVSI vs. IDEV — Risk / Return Rank

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

IVSI

IDEV
IDEV Risk / Return Rank: 4747
Overall Rank
IDEV Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IDEV Sortino Ratio Rank: 4646
Sortino Ratio Rank
IDEV Omega Ratio Rank: 4545
Omega Ratio Rank
IDEV Calmar Ratio Rank: 4444
Calmar Ratio Rank
IDEV Martin Ratio Rank: 5151
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.

IVSI vs. IDEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Finance IVS International Large ETF (IVSI) and iShares Core MSCI International Developed Markets ETF (IDEV). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IVSI vs. IDEV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IVSIIDEVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

1.39

0.55

+0.84

Drawdowns

IVSI vs. IDEV - Drawdown Comparison

The maximum IVSI drawdown since its inception was -11.73%, smaller than the maximum IDEV drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for IVSI and IDEV.


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Drawdown Indicators


IVSIIDEVDifference

Max Drawdown

Largest peak-to-trough decline

-11.73%

-34.77%

+23.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.20%

Max Drawdown (3Y)

Largest decline over 3 years

-13.41%

Max Drawdown (5Y)

Largest decline over 5 years

-29.15%

Current Drawdown

Current decline from peak

-0.71%

-0.08%

-0.63%

Average Drawdown

Average peak-to-trough decline

-2.61%

-6.57%

+3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

Volatility

IVSI vs. IDEV - Volatility Comparison


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Volatility by Period


IVSIIDEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

Volatility (1Y)

Calculated over the trailing 1-year period

17.81%

14.52%

+3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.81%

16.26%

+1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.81%

17.27%

+0.54%

IVSI vs. IDEV - Expense Ratio Comparison

IVSI has a 0.65% expense ratio, which is higher than IDEV's 0.05% expense ratio.


Dividends

IVSI vs. IDEV - Dividend Comparison

IVSI's dividend yield for the trailing twelve months is around 0.04%, less than IDEV's 3.10% yield.


PositionTTM202520242023202220212020201920182017
IDEV
iShares Core MSCI International Developed Markets ETF
3.10%3.40%3.30%3.07%2.69%3.05%2.00%3.18%3.16%1.54%
IVSI
Applied Finance IVS International Large ETF
0.04%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, IVSI and IDEV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IDEV is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDEV is cheaper with a 0.05% expense ratio, compared with 0.65% for IVSI.

IDEV has the higher dividend yield at 3.10%, compared with 0.04% for IVSI.

They also come from different issuers: Applied Finance and iShares. Their fees differ too: 0.65% for IVSI and 0.05% for IDEV.

Portfolio Optimizer

Find the right allocation for IVSI and IDEV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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