JPHY vs. IDV

Last updated Apr 1, 2026

Compare and contrast key facts about JPMorgan High Yield Research Enhanced ETF (JPHY) and iShares International Select Dividend ETF (IDV).

JPHY and IDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPHY is an actively managed fund by JPMorgan. It was launched on Sep 14, 2016. IDV is a passively managed fund by iShares that tracks the performance of the Dow Jones EPAC Select Dividend. It was launched on Jun 11, 2007.

Performance

JPHY vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan High Yield Research Enhanced ETF (JPHY) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

JPHY vs. IDV - Yearly Performance Comparison

	2026 (YTD)	2025
JPHY JPMorgan High Yield Research Enhanced ETF	0.16%	4.00%
IDV iShares International Select Dividend ETF	8.40%	18.92%

Returns By Period

In the year-to-date period, JPHY achieves a 0.16% return, which is significantly lower than IDV's 8.40% return.

JPHY

• 1D: 0.79%
• 1M: -0.35%
• YTD: 0.16%
• 6M: 1.46%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IDV

• 1D: 2.73%
• 1M: -4.29%
• YTD: 8.40%
• 6M: 18.79%
• 1Y: 44.72%
• 3Y*: 22.87%
• 5Y*: 12.71%
• 10Y*: 10.18%

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

JPHY vs. IDV - Expense Ratio Comparison

JPHY has a 0.24% expense ratio, which is lower than IDV's 0.49% expense ratio.

IDV

iShares International Select Dividend ETF

JPHY

JPMorgan High Yield Research Enhanced ETF

Return for Risk

JPHY vs. IDV — Risk / Return Rank

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

IDV

IDV Risk / Return Rank: 97
IDV Sharpe Ratio Rank: 97
IDV Sortino Ratio Rank: 97
IDV Omega Ratio Rank: 97
IDV Calmar Ratio Rank: 96
IDV Martin Ratio Rank: 97

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.

JPHY vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan High Yield Research Enhanced ETF (JPHY) 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.

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

Sharpe Ratios by Period

	JPHY	IDV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.88	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.83	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.78	0.21	+1.58

Correlation

The correlation between JPHY and IDV is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

JPHY vs. IDV - Dividend Comparison

JPHY's dividend yield for the trailing twelve months is around 4.39%, less than IDV's 4.61% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JPHY JPMorgan High Yield Research Enhanced ETF	4.39%	3.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDV iShares International Select Dividend ETF	4.61%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%

Drawdowns

JPHY vs. IDV - Drawdown Comparison

The maximum JPHY drawdown since its inception was -1.65%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for JPHY and IDV.

Drawdown Indicators

	JPHY	IDV	Difference
Max Drawdown Largest peak-to-trough decline	-1.65%	-70.14%	+68.49%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.76%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.19%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.50%	—
Current Drawdown Current decline from peak	-0.65%	-4.55%	+3.90%
Average Drawdown Average peak-to-trough decline	-0.23%	-15.53%	+15.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.41%	—

Volatility

Volatility by Period

	JPHY	IDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.94%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.93%	—
Volatility (1Y) Calculated over the trailing 1-year period	3.09%	15.62%	-12.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.09%	15.48%	-12.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.09%	17.97%	-14.88%