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META vs. IDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

META vs. IDV

Last updated Jun 13, 2026

META (Meta Platforms, Inc.) is a stock, while IDV (iShares International Select Dividend ETF) is Global Equities fund tracking the Dow Jones EPAC Select Dividend. Over the past 10 years, META returned 17.39%/yr vs 10.92%/yr for IDV. At a 0.35 correlation, their price movements are largely independent.

Performance

META vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Meta Platforms, Inc. (META) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, META achieves a -14.03% return, which is significantly lower than IDV's 13.60% return. Over the past 10 years, META has outperformed IDV with an annualized return of 17.39%, while IDV has yielded a comparatively lower 10.92% annualized return.

META

1D
-0.26%
1M
-7.69%
YTD
-14.03%
6M
-11.84%
1Y
-16.71%
3Y*
28.18%
5Y*
11.52%
10Y*
17.39%

IDV

1D
0.31%
1M
0.43%
YTD
13.60%
6M
15.83%
1Y
36.40%
3Y*
25.11%
5Y*
12.17%
10Y*
10.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

META vs. IDV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
META
Meta Platforms, Inc.		-14.03%13.09%66.05%194.13%-64.22%23.13%33.09%56.57%-25.71%53.38%
IDV
iShares International Select Dividend ETF		13.60%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%

Correlation

The correlation between META and IDV is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.26

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

0.24

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

0.35

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

0.36

Correlation (All Time)
Calculated using the full available price history since May 18, 2012

0.35

The correlation between META and IDV shifts across timeframes, from 0.24 (3 years) to 0.36 (10 years), reflecting how their relationship changes across market environments.

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Meta Platforms, Inc.

iShares International Select Dividend ETF

Often compared with META:
META vs. MSFTMETA vs. GOOGMETA vs. AMZNMETA vs. AAPLMETA vs. TSLAMETA vs. SPYMETA vs. NVDA
Often compared with IDV:
IDV vs. SCHDIDV vs. LVHIIDV vs. VYMIIDV vs. IGROIDV vs. DIVOIDV vs. PIDIDV vs. DVY

Return for Risk

META vs. IDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
META
META Risk / Return Rank: 2121
Overall Rank
META Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
META Sortino Ratio Rank: 2020
Sortino Ratio Rank
META Omega Ratio Rank: 2020
Omega Ratio Rank
META Calmar Ratio Rank: 2424
Calmar Ratio Rank
META Martin Ratio Rank: 1818
Martin Ratio Rank
IDV
IDV Risk / Return Rank: 8888
Overall Rank
IDV Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8888
Sortino Ratio Rank
IDV Omega Ratio Rank: 8989
Omega Ratio Rank
IDV Calmar Ratio Rank: 8585
Calmar Ratio Rank
IDV Martin Ratio Rank: 8585
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.

META vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) 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.

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.

METAIDVDifference
Sharpe ratioReturn per unit of total volatility
-0.51
2.69

-3.20

Sortino ratioReturn per unit of downside risk
-0.54
3.52

-4.07

Omega ratioGain probability vs. loss probability

0.93

1.49

-0.56

Calmar ratioReturn relative to maximum drawdown

-0.54

4.13

-4.67

Martin ratioReturn relative to average drawdown

-1.12

15.32

-16.44

META vs. IDV - Sharpe Ratio Comparison

The current META Sharpe Ratio is -0.51, which is lower than the IDV Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of META 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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Drawdowns

META vs. IDV - Drawdown Comparison

The maximum META drawdown since its inception was -76.74%, which is greater than IDV's maximum drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for META and IDV.

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Drawdown Indicators

METAIDVDifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-70.14%

-6.60%

Max Drawdown (1Y)

Largest decline over 1 year

-33.30%

-8.52%

-24.78%

Max Drawdown (3Y)

Largest decline over 3 years

-34.15%

-11.86%

-22.29%

Max Drawdown (5Y)

Largest decline over 5 years

-76.74%

-29.19%

-47.55%

Max Drawdown (10Y)

Largest decline over 10 years

-76.74%

-42.50%

-34.24%

Current Drawdown

Current decline from peak

-28.06%

-1.70%

-26.36%

Average Drawdown

Average peak-to-trough decline

-15.83%

-15.38%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.06%

2.30%

+13.76%

Volatility

META vs. IDV - Volatility Comparison

Meta Platforms, Inc. (META) has a higher volatility of 10.17% compared to iShares International Select Dividend ETF (IDV) at 4.24%. This indicates that META'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

METAIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.17%

4.24%

+5.93%

Volatility (6M)

Calculated over the trailing 6-month period

26.91%

10.88%

+16.03%

Volatility (1Y)

Calculated over the trailing 1-year period

35.52%

13.10%

+22.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.04%

15.58%

+28.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.67%

17.92%

+20.75%

Dividends

META vs. IDV - Dividend Comparison

META's dividend yield for the trailing twelve months is around 0.37%, less than IDV's 4.40% yield.

PositionTTM20252024202320222021202020192018201720162015
IDV
iShares International Select Dividend ETF		4.40%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%
META
Meta Platforms, Inc.		0.37%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

META and IDV have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

META has higher volatility (10.17%) compared to IDV (4.24%). In terms of maximum drawdown, META dropped -76.74% vs IDV's -70.14%.

IDV currently has the higher Sharpe Ratio (2.69 vs -0.51), 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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