VIG vs. IDV

Last updated Jun 9, 2026

VIG (Vanguard Dividend Appreciation ETF) and IDV (iShares International Select Dividend ETF) are both exchange-traded funds - VIG is a Dividend fund tracking the S&P U.S. Dividend Growers Index, while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. Both are passively managed. Over the past 10 years, VIG returned 13.05%/yr vs 10.33%/yr for IDV. A 0.71 correlation means they provide meaningful diversification when combined. VIG charges 0.04%/yr vs 0.49%/yr for IDV.

Performance

VIG vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Appreciation ETF (VIG) 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, VIG achieves a 6.58% return, which is significantly lower than IDV's 10.84% return. Over the past 10 years, VIG has outperformed IDV with an annualized return of 13.05%, while IDV has yielded a comparatively lower 10.33% annualized return.

VIG

• 1D: 0.03%
• 1M: 2.32%
• YTD: 6.58%
• 6M: 6.47%
• 1Y: 18.31%
• 3Y*: 16.04%
• 5Y*: 10.62%
• 10Y*: 13.05%

IDV

• 1D: 0.23%
• 1M: -2.36%
• YTD: 10.84%
• 6M: 14.01%
• 1Y: 33.84%
• 3Y*: 24.24%
• 5Y*: 11.70%
• 10Y*: 10.33%

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

VIG vs. IDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VIG Vanguard Dividend Appreciation ETF	6.58%	14.17%	16.99%	14.51%	-9.80%	23.76%	15.43%	29.62%	-2.08%	22.22%
IDV iShares International Select Dividend ETF	10.84%	52.16%	4.00%	10.32%	-6.40%	12.00%	-5.94%	23.56%	-10.37%	19.74%

Correlation

The correlation between VIG and IDV is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.65
Correlation (All Time) Calculated using the full available price history since Jun 22, 2007	0.71

The correlation between VIG and IDV shifts across timeframes, from 0.57 (3 years) to 0.71 (all time), reflecting how their relationship changes across market environments.

VIG vs. IDV - Sectors Allocation Comparison

Sectors	VIG	IDV
Technology	26.2%	0.9%
Financial Services	20.6%	30.1%
Healthcare	16.5%	-
Industrials	11.8%	6.7%
Consumer Defensive	10.1%	7.2%
Consumer Cyclical	4.7%	9.6%
Energy	3.5%	15.6%
Basic Materials	3.5%	5.8%
Utilities	3.2%	11.8%
Communication Services	0.5%	10.0%
Real Estate	-	2.4%

Return for Risk

VIG vs. IDV — Risk / Return Rank

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

VIG

VIG Risk / Return Rank: 58
VIG Sharpe Ratio Rank: 60
VIG Sortino Ratio Rank: 64
VIG Omega Ratio Rank: 58
VIG Calmar Ratio Rank: 52
VIG Martin Ratio Rank: 58

IDV

IDV Risk / Return Rank: 84
IDV Sharpe Ratio Rank: 88
IDV Sortino Ratio Rank: 84
IDV Omega Ratio Rank: 86
IDV Calmar Ratio Rank: 83
IDV Martin Ratio Rank: 82

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.

VIG vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) 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.

	VIG	IDV	Difference
Sharpe ratio: Return per unit of total volatility	1.82	2.63	-0.80
Sortino ratio: Return per unit of downside risk	2.65	3.42	-0.77
Omega ratio: Gain probability vs. loss probability	1.33	1.47	-0.15
Calmar ratio: Return relative to maximum drawdown	2.33	3.99	-1.67
Martin ratio: Return relative to average drawdown	9.37	15.00	-5.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VIG vs. IDV - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 1.82, which is lower than the IDV Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of VIG and IDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VIG	IDV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.82	2.63	-0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.76	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.82	0.58	+0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.21	+0.38

Drawdowns

VIG vs. IDV - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for VIG and IDV.

Drawdown Indicators

	VIG	IDV	Difference
Max Drawdown Largest peak-to-trough decline	-46.81%	-70.14%	+23.33%
Max Drawdown (1Y) Largest decline over 1 year	-7.91%	-8.52%	+0.61%
Max Drawdown (3Y) Largest decline over 3 years	-14.95%	-11.86%	-3.09%
Max Drawdown (5Y) Largest decline over 5 years	-20.39%	-29.19%	+8.80%
Max Drawdown (10Y) Largest decline over 10 years	-31.72%	-42.50%	+10.78%
Current Drawdown Current decline from peak	-1.34%	-4.08%	+2.74%
Average Drawdown Average peak-to-trough decline	-5.51%	-15.39%	+9.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	2.26%	-0.30%

Volatility

VIG vs. IDV - Volatility Comparison

The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 2.42%, while iShares International Select Dividend ETF (IDV) has a volatility of 3.91%. This indicates that VIG experiences smaller price fluctuations and is considered to be less risky than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VIG	IDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.42%	3.91%	-1.49%
Volatility (6M) Calculated over the trailing 6-month period	7.68%	10.71%	-3.03%
Volatility (1Y) Calculated over the trailing 1-year period	10.10%	12.96%	-2.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.24%	15.56%	-1.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.06%	17.94%	-1.88%

VIG vs. IDV - Expense Ratio Comparison

VIG has a 0.04% expense ratio, which is lower than IDV's 0.49% expense ratio.

Dividends

VIG vs. IDV - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.48%, less than IDV's 4.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDV iShares International Select Dividend ETF	4.51%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%
VIG Vanguard Dividend Appreciation ETF	1.48%	1.62%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%

Frequently Asked Questions

Can I hold both VIG and IDV in my portfolio?

VIG and IDV have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VIG or IDV?

IDV has higher volatility (3.91%) compared to VIG (2.42%). In terms of maximum drawdown, VIG dropped -46.81% vs IDV's -70.14%.

Which ETF is better, VIG or IDV?

On 10-year performance, VIG leads with 13.05% vs 10.33% for IDV. On fees, VIG is cheaper at 0.04% per year. On volatility, VIG has been the lower-risk option at 2.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VIG or IDV?

Over the 10-year period, VIG has performed better with a 13.05% return vs 10.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VIG or IDV?

VIG is cheaper with a 0.04% expense ratio, compared with 0.49% for IDV.

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

IDV has the higher dividend yield at 4.51%, compared with 1.48% for VIG.

What is the main difference between VIG and IDV?

VIG is categorized as Dividend, while IDV is Global Equities. VIG tracks S&P U.S. Dividend Growers Index, while IDV tracks Dow Jones EPAC Select Dividend. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.04% for VIG and 0.49% for IDV.

Which has better risk-adjusted returns?

IDV currently has the higher Sharpe Ratio (2.63 vs 1.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.