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ODDS vs. IDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ODDS vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer BlueStar Digital Entertainment ETF (ODDS) 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, ODDS achieves a -13.22% return, which is significantly lower than IDV's 13.60% return.


ODDS

1D
-0.73%
1M
5.32%
YTD
-13.22%
6M
-14.15%
1Y
-12.50%
3Y*
8.02%
5Y*
10Y*

IDV

1D
0.31%
1M
-0.98%
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)

ODDS vs. IDV - Yearly Performance Comparison


2026 (YTD)2025202420232022
ODDS
Pacer BlueStar Digital Entertainment ETF
-13.22%16.71%27.61%25.03%-15.18%
IDV
iShares International Select Dividend ETF
13.60%52.16%4.00%10.32%-8.62%

Correlation

The correlation between ODDS and IDV is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.50

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2022

0.57

The correlation between ODDS and IDV shifts across timeframes, from 0.40 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.

ODDS vs. IDV - Sectors Allocation Comparison


Sectors
ODDS
IDV

Consumer Cyclical

49.9%
9.6%

Communication Services

44.0%
10.0%

Technology

6.1%
0.9%

Basic Materials

-

5.8%

Consumer Defensive

-

7.2%

Energy

-

15.6%

Financial Services

-

30.1%

Healthcare

-

-

Industrials

-

6.7%

Real Estate

-

2.4%

Utilities

-

11.8%

Consumer Cyclical

ODDS
49.9%
IDV
9.6%

Communication Services

ODDS
44.0%
IDV
10.0%

Technology

ODDS
6.1%
IDV
0.9%

Basic Materials

ODDS

-

IDV
5.8%

Consumer Defensive

ODDS

-

IDV
7.2%

Energy

ODDS

-

IDV
15.6%

Financial Services

ODDS

-

IDV
30.1%

Healthcare

ODDS

-

IDV

-

Industrials

ODDS

-

IDV
6.7%

Real Estate

ODDS

-

IDV
2.4%

Utilities

ODDS

-

IDV
11.8%

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Return for Risk

ODDS vs. IDV — Risk / Return Rank

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

ODDS
ODDS Risk / Return Rank: 55
Overall Rank
ODDS Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ODDS Sortino Ratio Rank: 44
Sortino Ratio Rank
ODDS Omega Ratio Rank: 44
Omega Ratio Rank
ODDS Calmar Ratio Rank: 66
Calmar Ratio Rank
ODDS Martin Ratio Rank: 66
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.

ODDS vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer BlueStar Digital Entertainment ETF (ODDS) 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.


ODDSIDVDifference
Sharpe ratioReturn per unit of total volatility

-3.37

Sortino ratioReturn per unit of downside risk

-4.35

Omega ratioGain probability vs. loss probability

0.90

1.49

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.40

4.13

-4.53

Martin ratioReturn relative to average drawdown

-0.68

15.32

-16.00

ODDS vs. IDV - Sharpe Ratio Comparison

The current ODDS Sharpe Ratio is -0.68, which is lower than the IDV Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of ODDS 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

ODDS vs. IDV - Drawdown Comparison

The maximum ODDS drawdown since its inception was -35.09%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for ODDS and IDV.


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Drawdown Indicators


ODDSIDVDifference

Max Drawdown

Largest peak-to-trough decline

-35.09%

-70.14%

+35.05%

Max Drawdown (1Y)

Largest decline over 1 year

-35.09%

-8.52%

-26.57%

Max Drawdown (3Y)

Largest decline over 3 years

-35.09%

-11.86%

-23.23%

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

-27.62%

-1.70%

-25.92%

Average Drawdown

Average peak-to-trough decline

-9.28%

-15.38%

+6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.38%

2.30%

+18.08%

Volatility

ODDS vs. IDV - Volatility Comparison

Pacer BlueStar Digital Entertainment ETF (ODDS) has a higher volatility of 5.93% compared to iShares International Select Dividend ETF (IDV) at 4.24%. This indicates that ODDS'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


ODDSIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

4.24%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

16.27%

10.88%

+5.39%

Volatility (1Y)

Calculated over the trailing 1-year period

20.66%

13.10%

+7.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.85%

15.58%

+9.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.85%

17.92%

+6.93%

ODDS vs. IDV - Expense Ratio Comparison

ODDS has a 0.63% expense ratio, which is higher than IDV's 0.49% expense ratio.


Dividends

ODDS vs. IDV - Dividend Comparison

ODDS's dividend yield for the trailing twelve months is around 0.71%, 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%
ODDS
Pacer BlueStar Digital Entertainment ETF
0.71%2.59%0.56%0.66%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ODDS and IDV have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ODDS has higher volatility (5.93%) compared to IDV (4.24%). In terms of maximum drawdown, ODDS dropped -35.09% vs IDV's -70.14%.

On 3-year performance, IDV leads with 25.11% vs 8.02% for ODDS. On fees, IDV is cheaper at 0.49% per year. On volatility, IDV has been the lower-risk option at 4.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IDV has performed better with a 25.11% return vs 8.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDV is cheaper with a 0.49% expense ratio, compared with 0.63% for ODDS.

IDV has the higher dividend yield at 4.40%, compared with 0.71% for ODDS.

ODDS is categorized as Technology Equities, while IDV is Global Equities. ODDS tracks BlueStar Global Online Gambling, Video Gaming and eSports Index, while IDV tracks Dow Jones EPAC Select Dividend. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.63% for ODDS and 0.49% for IDV.

IDV currently has the higher Sharpe Ratio (2.69 vs -0.68), 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.

Portfolio Optimizer

Find the right allocation for ODDS 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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