RW vs. IDV

Last updated Jun 6, 2026

RW (Rainwater Equity ETF) and IDV (iShares International Select Dividend ETF) are both Global Equities funds. At a 0.47 correlation, their price movements are largely independent. RW charges 1.25%/yr vs 0.49%/yr for IDV.

Performance

RW vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rainwater Equity ETF (RW) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RW achieves a -1.17% return, which is significantly lower than IDV's 10.59% return.

RW

• 1D: -2.41%
• 1M: -1.97%
• YTD: -1.17%
• 6M: -2.00%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IDV

• 1D: -1.63%
• 1M: -3.04%
• YTD: 10.59%
• 6M: 13.56%
• 1Y: 33.61%
• 3Y*: 24.40%
• 5Y*: 11.60%
• 10Y*: 9.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RW vs. IDV - Yearly Performance Comparison

	2026 (YTD)	2025
RW Rainwater Equity ETF	-1.17%	-0.05%
IDV iShares International Select Dividend ETF	10.59%	20.26%

Correlation

The correlation between RW and IDV is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 20, 2025	0.47

RW vs. IDV - Sectors Allocation Comparison

Sectors	RW	IDV
Industrials	41.7%	6.7%
Technology	33.4%	0.9%
Financial Services	7.6%	30.1%
Consumer Cyclical	6.7%	9.6%
Communication Services	5.0%	10.0%
Healthcare	2.1%	-
Basic Materials	1.6%	5.8%
Consumer Defensive	1.2%	7.2%
Real Estate	0.3%	2.4%
Utilities	0.3%	11.8%
Energy	0.2%	15.6%

Return for Risk

RW vs. IDV — Risk / Return Rank

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

IDV

IDV Risk / Return Rank: 80
IDV Sharpe Ratio Rank: 82
IDV Sortino Ratio Rank: 78
IDV Omega Ratio Rank: 81
IDV Calmar Ratio Rank: 79
IDV Martin Ratio Rank: 79

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.

RW vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rainwater Equity ETF (RW) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	RW	IDV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.61	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.75	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.08	0.21	-0.29

Drawdowns

RW vs. IDV - Drawdown Comparison

The maximum RW drawdown since its inception was -17.04%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for RW and IDV.

Drawdown Indicators

	RW	IDV	Difference
Max Drawdown Largest peak-to-trough decline	-17.04%	-70.14%	+53.10%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.52%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-11.86%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.19%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.50%	—
Current Drawdown Current decline from peak	-7.11%	-4.30%	-2.81%
Average Drawdown Average peak-to-trough decline	-5.09%	-15.39%	+10.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.25%	—

Volatility

Volatility by Period

	RW	IDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.23%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.71%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.80%	12.94%	+2.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.80%	15.55%	+0.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.80%	17.94%	-2.14%

RW vs. IDV - Expense Ratio Comparison

RW has a 1.25% expense ratio, which is higher than IDV's 0.49% expense ratio.

Dividends

RW vs. IDV - Dividend Comparison

RW's dividend yield for the trailing twelve months is around 0.10%, less than IDV's 4.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDV iShares International Select Dividend ETF	4.52%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%
RW Rainwater Equity ETF	0.10%	0.10%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RW and IDV in my portfolio?

RW and IDV have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RW or IDV?

On fees, IDV is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RW or IDV?

IDV is cheaper with a 0.49% expense ratio, compared with 1.25% for RW.

Which ETF pays a higher dividend yield, RW or IDV?

IDV has the higher dividend yield at 4.52%, compared with 0.10% for RW.

What is the main difference between RW and IDV?

They also come from different issuers: Rainwater Equity and iShares. Their fees differ too: 1.25% for RW and 0.49% for IDV.