PIT vs. IDV
PIT (VanEck Commodity Strategy ETF) and IDV (iShares International Select Dividend ETF) are both exchange-traded funds - PIT is a Commodities fund actively managed by VanEck, while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. PIT is actively managed, while IDV is passively managed. Over the past 3 years, PIT returned 21.53%/yr vs 25.11%/yr for IDV. At a 0.24 correlation, their price movements are largely independent. PIT charges 0.55%/yr vs 0.49%/yr for IDV.
Performance
PIT vs. IDV - Performance Comparison
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Returns By Period
In the year-to-date period, PIT achieves a 32.48% return, which is significantly higher than IDV's 13.60% return.
PIT
- 1D
- -1.00%
- 1M
- -9.34%
- YTD
- 32.48%
- 6M
- 34.12%
- 1Y
- 45.92%
- 3Y*
- 21.53%
- 5Y*
- —
- 10Y*
- —
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%
PIT vs. IDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PIT VanEck Commodity Strategy ETF | 32.48% | 21.63% | 6.77% | -4.54% | 1.67% |
IDV iShares International Select Dividend ETF | 13.60% | 52.16% | 4.00% | 10.32% | -0.37% |
Correlation
The correlation between PIT and IDV is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 2022 | 0.24 |
Over the past year, the correlation between PIT and IDV has dropped to 0.02 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.
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Return for Risk
PIT vs. IDV — Risk / Return Rank
PIT
IDV
PIT vs. IDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Commodity Strategy ETF (PIT) 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.
| PIT | IDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.49 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.66 | 4.13 | +0.52 |
| Martin ratioReturn relative to average drawdown | 15.95 | 15.32 | +0.63 |
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Drawdowns
PIT vs. IDV - Drawdown Comparison
The maximum PIT drawdown since its inception was -12.27%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for PIT and IDV.
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Drawdown Indicators
| PIT | IDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.27% | -70.14% | +57.87% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -8.52% | -2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -12.27% | -11.86% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.19% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.50% | — |
Current DrawdownCurrent decline from peak | -10.56% | -1.70% | -8.86% |
Average DrawdownAverage peak-to-trough decline | -4.02% | -15.38% | +11.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 2.30% | +0.78% |
Volatility
PIT vs. IDV - Volatility Comparison
VanEck Commodity Strategy ETF (PIT) has a higher volatility of 4.99% compared to iShares International Select Dividend ETF (IDV) at 4.24%. This indicates that PIT'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
| PIT | IDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.99% | 4.24% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 19.29% | 10.88% | +8.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.58% | 13.10% | +8.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.50% | 15.58% | +1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.50% | 17.92% | -0.42% |
PIT vs. IDV - Expense Ratio Comparison
PIT has a 0.55% expense ratio, which is higher than IDV's 0.49% expense ratio.
Dividends
PIT vs. IDV - Dividend Comparison
PIT's dividend yield for the trailing twelve months is around 6.73%, more than IDV's 4.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PIT VanEck Commodity Strategy ETF | 6.73% | 8.92% | 3.59% | 6.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PIT and IDV have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PIT has higher volatility (4.99%) compared to IDV (4.24%). In terms of maximum drawdown, PIT dropped -12.27% vs IDV's -70.14%.
On 3-year performance, IDV leads with 25.11% vs 21.53% for PIT. 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 21.53%. 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 0.55% for PIT.
PIT has the higher dividend yield at 6.73%, compared with 4.40% for IDV.
PIT is categorized as Commodities, while IDV is Global Equities. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.55% for PIT and 0.49% for IDV.
IDV currently has the higher Sharpe Ratio (2.69 vs 2.28), 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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