TDI vs. USMV
Compare and contrast key facts about Touchstone Dynamic International ETF (TDI) and iShares MSCI USA Minimum Volatility Factor ETF (USMV).
TDI and USMV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TDI is an actively managed fund by Touchstone. It was launched on Dec 11, 2023. USMV is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Index. It was launched on Oct 18, 2011.
Performance
TDI vs. USMV - Performance Comparison
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TDI vs. USMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TDI Touchstone Dynamic International ETF | 6.61% | 43.12% | 6.39% | 4.12% |
USMV iShares MSCI USA Minimum Volatility Factor ETF | -1.10% | 7.65% | 15.74% | 1.49% |
Returns By Period
In the year-to-date period, TDI achieves a 6.61% return, which is significantly higher than USMV's -1.10% return.
TDI
- 1D
- 3.82%
- 1M
- -8.05%
- YTD
- 6.61%
- 6M
- 12.80%
- 1Y
- 40.45%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USMV
- 1D
- 1.15%
- 1M
- -4.79%
- YTD
- -1.10%
- 6M
- -1.72%
- 1Y
- 0.57%
- 3Y*
- 10.28%
- 5Y*
- 7.61%
- 10Y*
- 9.65%
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TDI vs. USMV - Expense Ratio Comparison
TDI has a 0.65% expense ratio, which is higher than USMV's 0.15% expense ratio.
Return for Risk
TDI vs. USMV — Risk / Return Rank
TDI
USMV
TDI vs. USMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Dynamic International ETF (TDI) and iShares MSCI USA Minimum Volatility Factor ETF (USMV). 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.
| TDI | USMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 0.05 | +2.09 |
Sortino ratioReturn per unit of downside risk | 2.74 | 0.15 | +2.59 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.02 | +0.40 |
Calmar ratioReturn relative to maximum drawdown | 3.20 | 0.18 | +3.02 |
Martin ratioReturn relative to average drawdown | 12.78 | 0.79 | +11.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TDI | USMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 0.05 | +2.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.62 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.57 | 0.85 | +0.71 |
Correlation
The correlation between TDI and USMV is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TDI vs. USMV - Dividend Comparison
TDI's dividend yield for the trailing twelve months is around 1.82%, more than USMV's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDI Touchstone Dynamic International ETF | 1.82% | 1.94% | 3.39% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USMV iShares MSCI USA Minimum Volatility Factor ETF | 1.58% | 1.49% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% |
Drawdowns
TDI vs. USMV - Drawdown Comparison
The maximum TDI drawdown since its inception was -14.99%, smaller than the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for TDI and USMV.
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Drawdown Indicators
| TDI | USMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.99% | -33.10% | +18.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -8.91% | -3.50% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.10% | — |
Current DrawdownCurrent decline from peak | -8.36% | -4.79% | -3.57% |
Average DrawdownAverage peak-to-trough decline | -2.20% | -2.88% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.00% | +1.10% |
Volatility
TDI vs. USMV - Volatility Comparison
Touchstone Dynamic International ETF (TDI) has a higher volatility of 9.68% compared to iShares MSCI USA Minimum Volatility Factor ETF (USMV) at 3.03%. This indicates that TDI's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDI | USMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.68% | 3.03% | +6.65% |
Volatility (6M)Calculated over the trailing 6-month period | 13.67% | 6.08% | +7.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.07% | 12.54% | +6.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 12.39% | +4.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 14.51% | +1.97% |