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RINT vs. IDEV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RINT vs. IDEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments International Developed Equity ETF (RINT) and iShares Core MSCI International Developed Markets ETF (IDEV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RINT achieves a 8.39% return, which is significantly lower than IDEV's 8.92% return.


RINT

1D
-0.77%
1M
3.99%
YTD
8.39%
6M
11.05%
1Y
21.90%
3Y*
5Y*
10Y*

IDEV

1D
-0.90%
1M
3.23%
YTD
8.92%
6M
11.57%
1Y
23.20%
3Y*
17.40%
5Y*
8.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RINT vs. IDEV - Yearly Performance Comparison


Correlation

The correlation between RINT and IDEV is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

Correlation (All Time)
Calculated using the full available price history since May 15, 2025

0.97

The correlation between RINT and IDEV has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

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Return for Risk

RINT vs. IDEV — Risk / Return Rank

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

RINT
RINT Risk / Return Rank: 4242
Overall Rank
RINT Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
RINT Sortino Ratio Rank: 4343
Sortino Ratio Rank
RINT Omega Ratio Rank: 4444
Omega Ratio Rank
RINT Calmar Ratio Rank: 3838
Calmar Ratio Rank
RINT Martin Ratio Rank: 4444
Martin Ratio Rank

IDEV
IDEV Risk / Return Rank: 4545
Overall Rank
IDEV Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IDEV Sortino Ratio Rank: 4545
Sortino Ratio Rank
IDEV Omega Ratio Rank: 4444
Omega Ratio Rank
IDEV Calmar Ratio Rank: 4141
Calmar Ratio Rank
IDEV Martin Ratio Rank: 4848
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.

RINT vs. IDEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments International Developed Equity ETF (RINT) 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.


RINTIDEVDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.27

1.29

-0.02

Calmar ratioReturn relative to maximum drawdown

1.85

2.08

-0.23

Martin ratioReturn relative to average drawdown

6.94

8.16

-1.22

RINT vs. IDEV - Sharpe Ratio Comparison

The current RINT Sharpe Ratio is 1.49, which is comparable to the IDEV Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of RINT and IDEV, 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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Sharpe Ratios by Period


RINTIDEVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

1.61

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

1.72

0.55

+1.17

Drawdowns

RINT vs. IDEV - Drawdown Comparison

The maximum RINT drawdown since its inception was -11.91%, smaller than the maximum IDEV drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for RINT and IDEV.


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Drawdown Indicators


RINTIDEVDifference

Max Drawdown

Largest peak-to-trough decline

-11.91%

-34.77%

+22.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-11.20%

-0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-13.41%

Max Drawdown (5Y)

Largest decline over 5 years

-29.15%

Current Drawdown

Current decline from peak

-0.86%

-0.98%

+0.12%

Average Drawdown

Average peak-to-trough decline

-1.82%

-6.57%

+4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.85%

+0.31%

Volatility

RINT vs. IDEV - Volatility Comparison

The current volatility for Russell Investments International Developed Equity ETF (RINT) is 4.31%, while iShares Core MSCI International Developed Markets ETF (IDEV) has a volatility of 4.60%. This indicates that RINT experiences smaller price fluctuations and is considered to be less risky than IDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RINTIDEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

4.60%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

12.36%

12.10%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.79%

14.51%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

16.26%

-1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.64%

17.27%

-2.63%

RINT vs. IDEV - Expense Ratio Comparison

RINT has a 0.49% expense ratio, which is higher than IDEV's 0.05% expense ratio.


Dividends

RINT vs. IDEV - Dividend Comparison

RINT's dividend yield for the trailing twelve months is around 0.82%, less than IDEV's 3.13% yield.


PositionTTM202520242023202220212020201920182017
IDEV
iShares Core MSCI International Developed Markets ETF
3.13%3.40%3.30%3.07%2.69%3.05%2.00%3.18%3.16%1.54%
RINT
Russell Investments International Developed Equity ETF
0.82%0.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, RINT and IDEV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IDEV has higher volatility (4.60%) compared to RINT (4.31%). In terms of maximum drawdown, RINT dropped -11.91% vs IDEV's -34.77%.

On 1-year performance, IDEV leads with 23.20% vs 21.90% for RINT. On fees, IDEV is cheaper at 0.05% per year. On volatility, RINT has been the lower-risk option at 4.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IDEV has performed better with a 23.20% return vs 21.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDEV is cheaper with a 0.05% expense ratio, compared with 0.49% for RINT.

IDEV has the higher dividend yield at 3.13%, compared with 0.82% for RINT.

They also come from different issuers: Russell and iShares. Their fees differ too: 0.49% for RINT and 0.05% for IDEV.

IDEV currently has the higher Sharpe Ratio (1.61 vs 1.49), 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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