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TELFY vs. IDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TELFY vs. IDV

Last updated Jul 21, 2026
Documentation

TELFY (Telefónica, S.A.) is a stock, while IDV (iShares International Select Dividend ETF) is Global Equities fund tracking the Dow Jones EPAC Select Dividend. At a 0.39 correlation, their price movements are largely independent.

Performance

TELFY vs. IDV - Performance Comparison

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

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Returns By Period

TELFY

1D
-1.95%
1M
-5.41%
6M
9.29%
YTD
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
—

IDV

1D
-0.74%
1M
1.31%
6M
8.84%
YTD
11.48%
1Y
29.42%
3Y*
23.21%
5Y*
12.85%
10Y*
10.14%
ALL TIME*
4.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TELFY vs. IDV - Yearly Performance Comparison

2026 (YTD)
TELFY
Telefónica, S.A.		9.29%
IDV
iShares International Select Dividend ETF		8.84%

Correlation

The correlation between TELFY and IDV is 0.39, 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 Jan 20, 2026

0.39

Compare stocks, funds, or ETFs

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Telefónica, S.A.

iShares International Select Dividend ETF

Often compared with TELFY:
TELFY vs. MFICTELFY vs. BHKTELFY vs. DEC.LTELFY vs. INGTELFY vs. PICKTELFY vs. SCHGTELFY vs. JEPQ
Often compared with IDV:
IDV vs. SCHDIDV vs. LVHIIDV vs. VYMIIDV vs. IGROIDV vs. DIVOIDV vs. PIDIDV vs. FIDI

Return for Risk

TELFY vs. IDV — Risk / Return Rank

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

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

IDV
IDV Risk / Return Rank: 8585
Overall Rank
IDV Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8686
Sortino Ratio Rank
IDV Omega Ratio Rank: 8787
Omega Ratio Rank
IDV Calmar Ratio Rank: 8585
Calmar Ratio Rank
IDV Martin Ratio Rank: 7878
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.

TELFY vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Telefónica, S.A. (TELFY) 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.

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.

TELFYIDVDifference
Sharpe ratioReturn per unit of total volatility

—

2.24

—

Sortino ratioReturn per unit of downside risk

—

2.99

—

Omega ratioGain probability vs. loss probability

—

1.40

—

Calmar ratioReturn relative to maximum drawdown

—

3.47

—

Martin ratioReturn relative to average drawdown

—

10.74

—

TELFY vs. IDV - Sharpe Ratio Comparison

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Drawdowns

TELFY vs. IDV - Drawdown Comparison

The maximum TELFY drawdown since its inception was -13.41%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for TELFY and IDV.

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Drawdown Indicators

TELFYIDVDifference

Max Drawdown

Largest peak-to-trough decline

-13.41%

-70.14%

+56.73%

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

-10.75%

-3.52%

-7.23%

Average Drawdown

Average peak-to-trough decline

-4.24%

-15.33%

+11.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

2.75%

—

Volatility

TELFY vs. IDV - Volatility Comparison

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Volatility by Period

TELFYIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

3.29%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

11.19%

—

Volatility (1Y)

Calculated over the trailing 1-year period

29.00%

13.24%

+15.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.00%

15.53%

+13.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.00%

17.61%

+11.39%

Dividends

TELFY vs. IDV - Dividend Comparison

TELFY's dividend yield for the trailing twelve months is around 4.35%, less than IDV's 5.33% yield.

PositionTTM20252024202320222021202020192018201720162015
IDV
iShares International Select Dividend ETF		5.33%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%
TELFY
Telefónica, S.A.		4.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

TELFY and IDV have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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