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PID vs. ISRA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PID vs. ISRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco International Dividend Achievers™ ETF (PID) and VanEck Vectors Israel ETF (ISRA). The values are adjusted to include any dividend payments, if applicable.

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PID vs. ISRA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PID
Invesco International Dividend Achievers™ ETF
2.04%24.45%3.08%14.28%-6.48%24.49%-6.56%25.87%-11.46%19.05%
ISRA
VanEck Vectors Israel ETF
2.82%36.98%26.03%-0.08%-25.76%10.06%28.21%26.77%-7.04%15.07%

Returns By Period

In the year-to-date period, PID achieves a 2.04% return, which is significantly lower than ISRA's 2.82% return. Over the past 10 years, PID has underperformed ISRA with an annualized return of 8.98%, while ISRA has yielded a comparatively higher 9.48% annualized return.


PID

1D
2.07%
1M
-5.36%
YTD
2.04%
6M
6.12%
1Y
20.87%
3Y*
11.55%
5Y*
9.53%
10Y*
8.98%

ISRA

1D
4.70%
1M
-1.45%
YTD
2.82%
6M
12.36%
1Y
45.42%
3Y*
20.81%
5Y*
7.67%
10Y*
9.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PID vs. ISRA - Expense Ratio Comparison

PID has a 0.56% expense ratio, which is lower than ISRA's 0.60% expense ratio.


Return for Risk

PID vs. ISRA — Risk / Return Rank

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

PID
PID Risk / Return Rank: 8686
Overall Rank
PID Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PID Sortino Ratio Rank: 8888
Sortino Ratio Rank
PID Omega Ratio Rank: 8686
Omega Ratio Rank
PID Calmar Ratio Rank: 8383
Calmar Ratio Rank
PID Martin Ratio Rank: 8787
Martin Ratio Rank

ISRA
ISRA Risk / Return Rank: 9292
Overall Rank
ISRA Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ISRA Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISRA Omega Ratio Rank: 8888
Omega Ratio Rank
ISRA Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISRA Martin Ratio Rank: 9595
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.

PID vs. ISRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Dividend Achievers™ ETF (PID) and VanEck Vectors Israel ETF (ISRA). 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.


PIDISRADifference

Sharpe ratio

Return per unit of total volatility

1.64

1.95

-0.31

Sortino ratio

Return per unit of downside risk

2.39

2.73

-0.33

Omega ratio

Gain probability vs. loss probability

1.34

1.35

-0.01

Calmar ratio

Return relative to maximum drawdown

2.36

4.07

-1.70

Martin ratio

Return relative to average drawdown

10.33

15.07

-4.73

PID vs. ISRA - Sharpe Ratio Comparison

The current PID Sharpe Ratio is 1.64, which is comparable to the ISRA Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of PID and ISRA, 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


PIDISRADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.95

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.35

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.46

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.43

-0.17

Correlation

The correlation between PID and ISRA is 0.58, 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

PID vs. ISRA - Dividend Comparison

PID's dividend yield for the trailing twelve months is around 3.38%, more than ISRA's 1.44% yield.


TTM20252024202320222021202020192018201720162015
PID
Invesco International Dividend Achievers™ ETF
3.38%3.28%3.88%3.31%3.30%3.30%3.16%3.99%3.87%3.46%3.90%4.48%
ISRA
VanEck Vectors Israel ETF
1.44%1.48%1.21%1.89%1.36%1.28%0.17%1.38%0.76%1.58%1.62%1.31%

Drawdowns

PID vs. ISRA - Drawdown Comparison

The maximum PID drawdown since its inception was -66.34%, which is greater than ISRA's maximum drawdown of -45.02%. Use the drawdown chart below to compare losses from any high point for PID and ISRA.


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Drawdown Indicators


PIDISRADifference

Max Drawdown

Largest peak-to-trough decline

-66.34%

-45.02%

-21.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-11.02%

+2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.97%

-45.02%

+22.05%

Max Drawdown (10Y)

Largest decline over 10 years

-46.07%

-45.02%

-1.05%

Current Drawdown

Current decline from peak

-5.36%

-6.83%

+1.47%

Average Drawdown

Average peak-to-trough decline

-13.12%

-11.32%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.97%

-0.95%

Volatility

PID vs. ISRA - Volatility Comparison

The current volatility for Invesco International Dividend Achievers™ ETF (PID) is 3.80%, while VanEck Vectors Israel ETF (ISRA) has a volatility of 8.99%. This indicates that PID experiences smaller price fluctuations and is considered to be less risky than ISRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIDISRADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

8.99%

-5.19%

Volatility (6M)

Calculated over the trailing 6-month period

7.11%

15.48%

-8.37%

Volatility (1Y)

Calculated over the trailing 1-year period

12.81%

23.44%

-10.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

21.86%

-7.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

20.87%

-2.88%