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TDGB.L vs. IDIN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDGB.L vs. IDIN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) and iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TDGB.L is traded in GBP, while IDIN.L is traded in USD. To make them comparable, the IDIN.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, TDGB.L achieves a 11.82% return, which is significantly lower than IDIN.L's 14.05% return. Over the past 10 years, TDGB.L has outperformed IDIN.L with an annualized return of 10.24%, while IDIN.L has yielded a comparatively lower 6.98% annualized return.


TDGB.L

1D
0.52%
1M
1.79%
6M
9.93%
YTD
11.82%
1Y
29.38%
3Y*
21.17%
5Y*
18.38%
10Y*
10.24%

IDIN.L

1D
0.89%
1M
2.30%
6M
11.95%
YTD
14.05%
1Y
18.67%
3Y*
11.36%
5Y*
7.32%
10Y*
6.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDGB.L vs. IDIN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TDGB.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
11.82%30.90%10.66%9.04%22.49%19.59%-5.61%3.88%-7.98%2.87%
IDIN.L
iShares Global Infrastructure UCITS ETF USD (Dist)
14.05%4.93%10.69%-5.02%5.26%18.27%-4.84%19.26%3.77%4.93%

Correlation

The correlation between TDGB.L and IDIN.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.52

The correlation between TDGB.L and IDIN.L has been stable across timeframes, ranging from 0.49 to 0.54 - a consistent structural relationship.

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Return for Risk

TDGB.L vs. IDIN.L — Risk / Return Rank

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

TDGB.L
TDGB.L Risk / Return Rank: 9595
Overall Rank
TDGB.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TDGB.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
TDGB.L Omega Ratio Rank: 9595
Omega Ratio Rank
TDGB.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
TDGB.L Martin Ratio Rank: 9494
Martin Ratio Rank

IDIN.L
IDIN.L Risk / Return Rank: 7676
Overall Rank
IDIN.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IDIN.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
IDIN.L Omega Ratio Rank: 7070
Omega Ratio Rank
IDIN.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
IDIN.L Martin Ratio Rank: 7272
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.

TDGB.L vs. IDIN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) and iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.L). 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.


TDGB.LIDIN.LDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+2.11

Omega ratioGain probability vs. loss probability

1.59

1.28

+0.31

Calmar ratioReturn relative to maximum drawdown

6.27

3.73

+2.54

Martin ratioReturn relative to average drawdown

20.45

8.41

+12.03

TDGB.L vs. IDIN.L - Sharpe Ratio Comparison

The current TDGB.L Sharpe Ratio is 3.14, which is higher than the IDIN.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of TDGB.L and IDIN.L, 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

TDGB.L vs. IDIN.L - Drawdown Comparison

The maximum TDGB.L drawdown since its inception was -32.94%, smaller than the maximum IDIN.L drawdown of -36.86%. Use the drawdown chart below to compare losses from any high point for TDGB.L and IDIN.L.


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Drawdown Indicators


TDGB.LIDIN.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.94%

-36.86%

+3.92%

Max Drawdown (1Y)

Largest decline over 1 year

-4.66%

-4.98%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-12.42%

-11.31%

-1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-12.42%

-23.50%

+11.08%

Max Drawdown (10Y)

Largest decline over 10 years

-32.94%

-27.06%

-5.88%

Current Drawdown

Current decline from peak

0.00%

-0.04%

+0.04%

Average Drawdown

Average peak-to-trough decline

-4.89%

-7.25%

+2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

2.21%

-0.78%

Volatility

TDGB.L vs. IDIN.L - Volatility Comparison

The current volatility for VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) is 2.44%, while iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.L) has a volatility of 3.41%. This indicates that TDGB.L experiences smaller price fluctuations and is considered to be less risky than IDIN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TDGB.LIDIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.44%

3.41%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

9.64%

-2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

9.30%

11.69%

-2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.44%

13.10%

-1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.66%

14.46%

-0.80%

TDGB.L vs. IDIN.L - Expense Ratio Comparison

TDGB.L has a 0.38% expense ratio, which is lower than IDIN.L's 0.65% expense ratio.


Dividends

TDGB.L vs. IDIN.L - Dividend Comparison

TDGB.L's dividend yield for the trailing twelve months is around 3.11%, more than IDIN.L's 2.01% yield.


PositionTTM20252024202320222021202020192018201720162015
IDIN.L
iShares Global Infrastructure UCITS ETF USD (Dist)
2.01%2.20%2.36%2.37%2.11%1.93%2.08%2.05%2.34%2.60%2.80%3.20%
TDGB.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.11%3.50%4.26%4.93%4.40%4.06%4.16%4.52%4.38%3.48%0.00%0.00%

Frequently Asked Questions


TDGB.L and IDIN.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TDGB.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TDGB.L is cheaper with a 0.38% expense ratio, compared with 0.65% for IDIN.L.

TDGB.L is categorized as Global Equities, while IDIN.L is Mid Cap Value Equities. TDGB.L tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index, while IDIN.L tracks FTSE Global Core Infrastructure Index (USD). They also come from different issuers: VanEck and iShares. Their fees differ too: 0.38% for TDGB.L and 0.65% for IDIN.L.

Portfolio Optimizer

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