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VEFA vs. IDEV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEFA vs. IDEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck MSCI EAFE Analyst Sentiment ETF (VEFA) 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


VEFA

1D
1.06%
1M
0.16%
YTD
6M
1Y
3Y*
5Y*
10Y*

IDEV

1D
0.73%
1M
-0.38%
YTD
9.20%
6M
8.78%
1Y
21.01%
3Y*
16.91%
5Y*
9.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEFA vs. IDEV - Yearly Performance Comparison


Correlation

The correlation between VEFA and IDEV is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 2, 2026

0.95

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Return for Risk

VEFA vs. IDEV — Risk / Return Rank

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

VEFA

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


IDEV
IDEV Risk / Return Rank: 4545
Overall Rank
IDEV Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IDEV Sortino Ratio Rank: 4545
Sortino Ratio Rank
IDEV Omega Ratio Rank: 4444
Omega Ratio Rank
IDEV Calmar Ratio Rank: 4242
Calmar Ratio Rank
IDEV Martin Ratio Rank: 5050
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.

VEFA vs. IDEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck MSCI EAFE Analyst Sentiment ETF (VEFA) 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.


VEFAIDEVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

1.88

Martin ratioReturn relative to average drawdown

7.34

VEFA vs. IDEV - Sharpe Ratio Comparison


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Drawdowns

VEFA vs. IDEV - Drawdown Comparison

The maximum VEFA drawdown since its inception was -5.08%, smaller than the maximum IDEV drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for VEFA and IDEV.


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Drawdown Indicators


VEFAIDEVDifference

Max Drawdown

Largest peak-to-trough decline

-5.08%

-34.77%

+29.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.20%

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

-1.36%

-1.20%

-0.16%

Average Drawdown

Average peak-to-trough decline

-1.25%

-6.52%

+5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

Volatility

VEFA vs. IDEV - Volatility Comparison


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Volatility by Period


VEFAIDEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

Volatility (1Y)

Calculated over the trailing 1-year period

20.47%

15.03%

+5.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.47%

16.35%

+4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.47%

17.27%

+3.20%

Dividends

VEFA vs. IDEV - Dividend Comparison

VEFA has not paid dividends to shareholders, while IDEV's dividend yield for the trailing twelve months is around 3.24%.


PositionTTM202520242023202220212020201920182017
IDEV
iShares Core MSCI International Developed Markets ETF
3.24%3.40%3.30%3.07%2.69%3.05%2.00%3.18%3.16%1.54%
VEFA
VanEck MSCI EAFE Analyst Sentiment ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, VEFA 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.

IDEV has the higher dividend yield at 3.24%, compared with 0.00% for VEFA.

They also come from different issuers: VanEck and iShares.

Portfolio Optimizer

Find the right allocation for VEFA and IDEV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer