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VNQI vs. IDV

Last updated Sep 30, 2023

Compare and contrast key facts about Vanguard Global ex-U.S. Real Estate ETF (VNQI) and iShares International Select Dividend ETF (IDV).

VNQI and IDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VNQI is a passively managed fund by Vanguard that tracks the performance of the S&P Global ex-U.S. Property Index. It was launched on Nov 1, 2010. IDV is a passively managed fund by iShares that tracks the performance of the Dow Jones EPAC Select Dividend. It was launched on Jun 11, 2007. Both VNQI and IDV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VNQI or IDV.

Key characteristics


VNQIIDV
YTD Return-5.83%-1.22%
1Y Return4.44%20.21%
5Y Return (Ann)-3.65%1.48%
10Y Return (Ann)0.06%2.01%
Sharpe Ratio0.141.10
Daily Std Dev17.21%16.82%
Max Drawdown-38.35%-70.14%

Correlation

0.79
-1.001.00

The correlation between VNQI and IDV is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

VNQI vs. IDV - Performance Comparison

In the year-to-date period, VNQI achieves a -5.83% return, which is significantly lower than IDV's -1.22% return. Over the past 10 years, VNQI has underperformed IDV with an annualized return of 0.06%, while IDV has yielded a comparatively higher 2.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%MayJuneJulyAugustSeptember
-5.09%
-3.98%
VNQI
IDV

Compare stocks, funds, or ETFs


Vanguard Global ex-U.S. Real Estate ETF

iShares International Select Dividend ETF

VNQI vs. IDV - Dividend Comparison

VNQI's dividend yield for the trailing twelve months is around 0.60%, less than IDV's 7.15% yield.


TTM20222021202020192018201720162015201420132012
VNQI
Vanguard Global ex-U.S. Real Estate ETF
0.60%0.57%6.52%1.00%8.20%5.40%4.71%6.58%3.82%5.63%4.67%8.24%
IDV
iShares International Select Dividend ETF
7.15%7.74%6.56%6.57%6.63%8.07%6.49%7.05%8.00%9.96%7.80%8.87%

VNQI vs. IDV - Expense Ratio Comparison

VNQI has a 0.12% expense ratio, which is lower than IDV's 0.49% expense ratio.

0.49%
0.00%2.15%
0.12%
0.00%2.15%

VNQI vs. IDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ex-U.S. Real Estate ETF (VNQI) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VNQI
Vanguard Global ex-U.S. Real Estate ETF
0.14
IDV
iShares International Select Dividend ETF
1.10

VNQI vs. IDV - Sharpe Ratio Comparison

The current VNQI Sharpe Ratio is 0.14, which is lower than the IDV Sharpe Ratio of 1.10. The chart below compares the 12-month rolling Sharpe Ratio of VNQI and IDV.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00MayJuneJulyAugustSeptember
0.14
1.10
VNQI
IDV

VNQI vs. IDV - Drawdown Comparison

The maximum VNQI drawdown for the period was -31.86%, lower than the maximum IDV drawdown of -14.76%. The drawdown chart below compares losses from any high point along the way for VNQI and IDV


-30.00%-25.00%-20.00%-15.00%-10.00%MayJuneJulyAugustSeptember
-31.38%
-13.51%
VNQI
IDV

VNQI vs. IDV - Volatility Comparison

The current volatility for Vanguard Global ex-U.S. Real Estate ETF (VNQI) is 3.11%, while iShares International Select Dividend ETF (IDV) has a volatility of 3.78%. This indicates that VNQI 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.


3.00%3.50%4.00%4.50%5.00%5.50%MayJuneJulyAugustSeptember
3.11%
3.78%
VNQI
IDV