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PABD vs. IDEV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PABD vs. IDEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Paris-Aligned Climate MSCI World Ex USA ETF (PABD) and iShares Core MSCI International Developed Markets ETF (IDEV). The values are adjusted to include any dividend payments, if applicable.

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PABD vs. IDEV - Yearly Performance Comparison


Returns By Period

In the year-to-date period, PABD achieves a -2.72% return, which is significantly lower than IDEV's 1.32% return.


PABD

1D
2.56%
1M
-10.25%
YTD
-2.72%
6M
1.60%
1Y
19.26%
3Y*
5Y*
10Y*

IDEV

1D
3.16%
1M
-7.78%
YTD
1.32%
6M
6.19%
1Y
25.70%
3Y*
15.12%
5Y*
8.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PABD vs. IDEV - Expense Ratio Comparison

PABD has a 0.12% expense ratio, which is higher than IDEV's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

PABD vs. IDEV — Risk / Return Rank

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

PABD
PABD Risk / Return Rank: 6161
Overall Rank
PABD Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PABD Sortino Ratio Rank: 6464
Sortino Ratio Rank
PABD Omega Ratio Rank: 6161
Omega Ratio Rank
PABD Calmar Ratio Rank: 5757
Calmar Ratio Rank
PABD Martin Ratio Rank: 6060
Martin Ratio Rank

IDEV
IDEV Risk / Return Rank: 8383
Overall Rank
IDEV Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IDEV Sortino Ratio Rank: 8383
Sortino Ratio Rank
IDEV Omega Ratio Rank: 8383
Omega Ratio Rank
IDEV Calmar Ratio Rank: 8282
Calmar Ratio Rank
IDEV Martin Ratio Rank: 8282
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.

PABD vs. IDEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Paris-Aligned Climate MSCI World Ex USA ETF (PABD) 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.


PABDIDEVDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.51

-0.38

Sortino ratio

Return per unit of downside risk

1.63

2.11

-0.49

Omega ratio

Gain probability vs. loss probability

1.22

1.31

-0.09

Calmar ratio

Return relative to maximum drawdown

1.46

2.21

-0.74

Martin ratio

Return relative to average drawdown

5.90

8.73

-2.84

PABD vs. IDEV - Sharpe Ratio Comparison

The current PABD Sharpe Ratio is 1.13, which is comparable to the IDEV Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of PABD and IDEV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PABDIDEVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.51

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.51

+0.42

Correlation

The correlation between PABD and IDEV is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PABD vs. IDEV - Dividend Comparison

PABD's dividend yield for the trailing twelve months is around 2.82%, less than IDEV's 3.36% yield.


TTM202520242023202220212020201920182017
PABD
iShares Paris-Aligned Climate MSCI World Ex USA ETF
2.82%2.74%2.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDEV
iShares Core MSCI International Developed Markets ETF
3.36%3.40%3.30%3.07%2.69%3.05%2.00%3.18%3.16%1.54%

Drawdowns

PABD vs. IDEV - Drawdown Comparison

The maximum PABD drawdown since its inception was -13.37%, smaller than the maximum IDEV drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for PABD and IDEV.


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Drawdown Indicators


PABDIDEVDifference

Max Drawdown

Largest peak-to-trough decline

-13.37%

-34.77%

+21.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-11.20%

-1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-29.15%

Current Drawdown

Current decline from peak

-10.26%

-7.89%

-2.37%

Average Drawdown

Average peak-to-trough decline

-2.57%

-6.64%

+4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.83%

+0.28%

Volatility

PABD vs. IDEV - Volatility Comparison

iShares Paris-Aligned Climate MSCI World Ex USA ETF (PABD) and iShares Core MSCI International Developed Markets ETF (IDEV) have volatilities of 7.62% and 7.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PABDIDEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

7.65%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

10.90%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

17.11%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

16.12%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

17.26%

-2.13%