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OAKG vs. IDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OAKG vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark Global Large Cap ETF (OAKG) 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, OAKG achieves a -2.91% return, which is significantly lower than IDV's 8.64% return.


OAKG

1D
1.36%
1M
-0.46%
YTD
-2.91%
6M
-2.85%
1Y
3Y*
5Y*
10Y*

IDV

1D
0.56%
1M
-5.63%
YTD
8.64%
6M
8.28%
1Y
29.19%
3Y*
24.08%
5Y*
11.62%
10Y*
10.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OAKG vs. IDV - Yearly Performance Comparison


Correlation

The correlation between OAKG and IDV is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

0.60

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Return for Risk

OAKG vs. IDV — Risk / Return Rank

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

OAKG

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


IDV
IDV Risk / Return Rank: 7777
Overall Rank
IDV Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 7777
Sortino Ratio Rank
IDV Omega Ratio Rank: 7878
Omega Ratio Rank
IDV Calmar Ratio Rank: 7777
Calmar Ratio Rank
IDV Martin Ratio Rank: 7474
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.

OAKG vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark Global Large Cap ETF (OAKG) 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.


OAKGIDVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

3.44

Martin ratioReturn relative to average drawdown

12.00

OAKG vs. IDV - Sharpe Ratio Comparison


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Drawdowns

OAKG vs. IDV - Drawdown Comparison

The maximum OAKG drawdown since its inception was -11.52%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for OAKG and IDV.


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Drawdown Indicators


OAKGIDVDifference

Max Drawdown

Largest peak-to-trough decline

-11.52%

-70.14%

+58.62%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

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

-6.50%

-5.99%

-0.51%

Average Drawdown

Average peak-to-trough decline

-4.36%

-15.36%

+11.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

Volatility

OAKG vs. IDV - Volatility Comparison


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Volatility by Period


OAKGIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.06%

13.18%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.06%

15.59%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.06%

17.69%

-2.63%

OAKG vs. IDV - Expense Ratio Comparison

OAKG has a 0.62% expense ratio, which is higher than IDV's 0.49% expense ratio.


Dividends

OAKG vs. IDV - Dividend Comparison

OAKG's dividend yield for the trailing twelve months is around 0.04%, less than IDV's 5.47% yield.


PositionTTM20252024202320222021202020192018201720162015
IDV
iShares International Select Dividend ETF
5.47%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%
OAKG
Oakmark Global Large Cap ETF
0.04%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OAKG and IDV have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDV is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDV is cheaper with a 0.49% expense ratio, compared with 0.62% for OAKG.

IDV has the higher dividend yield at 5.47%, compared with 0.04% for OAKG.

They also come from different issuers: Oakmark and iShares. Their fees differ too: 0.62% for OAKG and 0.49% for IDV.

Portfolio Optimizer

Find the right allocation for OAKG and IDV

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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