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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

The year-to-date returns for both investments are quite close, with RINT having a 11.48% return and IDEV slightly higher at 11.93%.


RINT

1D
0.14%
1M
1.79%
6M
6.25%
YTD
11.48%
1Y
25.05%
3Y*
5Y*
10Y*
ALL TIME*
23.16%

IDEV

1D
0.51%
1M
1.55%
6M
6.28%
YTD
11.93%
1Y
25.93%
3Y*
17.91%
5Y*
9.20%
10Y*
ALL TIME*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$151.32M$130.93M$128.23M
$631.20K$544.70K$524.60K

RINT vs. IDEV - Yearly Performance Comparison


Correlation

The correlation between RINT and IDEV is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.97

Correlation (All Time)
Calculated using the full available price history since May 14, 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 historical risk-adjusted metric ranks over the past 12 months.

RINT
RINT Risk / Return Rank: 6161
Overall Rank
RINT Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
RINT Sortino Ratio Rank: 6363
Sortino Ratio Rank
RINT Omega Ratio Rank: 6262
Omega Ratio Rank
RINT Calmar Ratio Rank: 5454
Calmar Ratio Rank
RINT Martin Ratio Rank: 6161
Martin Ratio Rank

IDEV
IDEV Risk / Return Rank: 7171
Overall Rank
IDEV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IDEV Sortino Ratio Rank: 7373
Sortino Ratio Rank
IDEV Omega Ratio Rank: 7272
Omega Ratio Rank
IDEV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IDEV Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


RINTIDEVDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratioReturn relative to maximum drawdown

2.11

2.33

-0.21

Martin ratioReturn relative to average drawdown

8.01

9.17

-1.16

RINT vs. IDEV - Sharpe Ratio Comparison

The current RINT Sharpe Ratio is 1.63, which is comparable to the IDEV Sharpe Ratio of 1.72. 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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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

-0.27%

-0.22%

-0.05%

Average Drawdown

Average peak-to-trough decline

-1.73%

-6.47%

+4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.83%

+0.30%

Volatility

RINT vs. IDEV - Volatility Comparison

Russell Investments International Developed Equity ETF (RINT) and iShares Core MSCI International Developed Markets ETF (IDEV) have volatilities of 4.48% and 4.35%, 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


RINTIDEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

4.35%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

13.42%

13.10%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

15.45%

15.21%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.88%

16.36%

-1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

17.25%

-2.37%

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 0.80%, less than IDEV's 3.16% yield.


PositionTTM202520242023202220212020201920182017
IDEV
iShares Core MSCI International Developed Markets ETF
3.16%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
0.80%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.

RINT has higher volatility (4.48%) compared to IDEV (4.35%). In terms of maximum drawdown, RINT dropped -11.91% vs IDEV's -34.77%.

On 1-year performance, IDEV leads with 25.93% vs 25.05% for RINT. On fees, IDEV is cheaper at 0.05% per year. On volatility, IDEV has been the lower-risk option at 4.35%. 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 25.93% return vs 25.05%. 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 3.16%, compared with 0.80% 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 (1.72 vs 1.63), 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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