VXUS vs. IDV

Last updated Jun 13, 2026

VXUS (Vanguard Total International Stock ETF) and IDV (iShares International Select Dividend ETF) are both Global Equities funds - VXUS tracks the FTSE Global All Cap ex US Index while IDV tracks the Dow Jones EPAC Select Dividend. Both are passively managed. Over the past 10 years, VXUS returned 10.22%/yr vs 10.92%/yr for IDV. Their correlation of 0.90 suggests significant overlap in exposure. VXUS charges 0.05%/yr vs 0.49%/yr for IDV.

Performance

VXUS vs. IDV - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with VXUS having a 13.69% return and IDV slightly lower at 13.60%. Over the past 10 years, VXUS has underperformed IDV with an annualized return of 10.22%, while IDV has yielded a comparatively higher 10.92% annualized return.

VXUS

• 1D: 0.40%
• 1M: 0.71%
• YTD: 13.69%
• 6M: 15.52%
• 1Y: 28.39%
• 3Y*: 18.37%
• 5Y*: 8.32%
• 10Y*: 10.22%

IDV

• 1D: 0.31%
• 1M: -0.71%
• YTD: 13.60%
• 6M: 15.83%
• 1Y: 35.03%
• 3Y*: 25.11%
• 5Y*: 12.17%
• 10Y*: 10.92%

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

VXUS vs. IDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VXUS Vanguard Total International Stock ETF	13.69%	32.35%	5.08%	15.86%	-16.08%	8.98%	10.66%	21.75%	-14.43%	27.46%
IDV iShares International Select Dividend ETF	13.60%	52.16%	4.00%	10.32%	-6.40%	12.00%	-5.94%	23.56%	-10.37%	19.74%

Correlation

The correlation between VXUS and IDV is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011	0.90

The correlation between VXUS and IDV has been stable across timeframes, ranging from 0.82 to 0.90 - a consistent structural relationship.

VXUS vs. IDV - Sectors Allocation Comparison

Sectors	VXUS	IDV
Financial Services	22.3%	30.1%
Technology	18.1%	0.9%
Industrials	16.1%	6.7%
Consumer Cyclical	8.4%	9.6%
Basic Materials	7.6%	5.8%
Healthcare	7.1%	-
Energy	5.2%	15.6%
Consumer Defensive	5.0%	7.2%
Communication Services	4.4%	10.0%
Utilities	3.2%	11.8%
Real Estate	2.6%	2.4%

Return for Risk

VXUS vs. IDV — Risk / Return Rank

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

VXUS

VXUS Risk / Return Rank: 61
VXUS Sharpe Ratio Rank: 61
VXUS Sortino Ratio Rank: 60
VXUS Omega Ratio Rank: 63
VXUS Calmar Ratio Rank: 58
VXUS Martin Ratio Rank: 62

IDV

IDV Risk / Return Rank: 88
IDV Sharpe Ratio Rank: 91
IDV Sortino Ratio Rank: 88
IDV Omega Ratio Rank: 89
IDV Calmar Ratio Rank: 85
IDV Martin Ratio Rank: 85

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.

VXUS vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) 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.

	VXUS	IDV	Difference
Sharpe ratio: Return per unit of total volatility	1.77	2.69	-0.92
Sortino ratio: Return per unit of downside risk	2.44	3.52	-1.08
Omega ratio: Gain probability vs. loss probability	1.33	1.49	-0.16
Calmar ratio: Return relative to maximum drawdown	2.53	4.13	-1.60
Martin ratio: Return relative to average drawdown	9.72	15.32	-5.59

VXUS vs. IDV - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 1.77, which is lower than the IDV Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of VXUS 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.

Drawdowns

VXUS vs. IDV - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for VXUS and IDV.

Drawdown Indicators

	VXUS	IDV	Difference
Max Drawdown Largest peak-to-trough decline	-35.97%	-70.14%	+34.17%
Max Drawdown (1Y) Largest decline over 1 year	-11.27%	-8.52%	-2.75%
Max Drawdown (3Y) Largest decline over 3 years	-13.58%	-11.86%	-1.72%
Max Drawdown (5Y) Largest decline over 5 years	-29.44%	-29.19%	-0.25%
Max Drawdown (10Y) Largest decline over 10 years	-35.97%	-42.50%	+6.53%
Current Drawdown Current decline from peak	-1.47%	-1.70%	+0.23%
Average Drawdown Average peak-to-trough decline	-8.21%	-15.38%	+7.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	2.30%	+0.63%

Volatility

VXUS vs. IDV - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) has a higher volatility of 6.71% compared to iShares International Select Dividend ETF (IDV) at 4.24%. This indicates that VXUS's price experiences larger fluctuations and is considered to be riskier than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VXUS	IDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.71%	4.24%	+2.47%
Volatility (6M) Calculated over the trailing 6-month period	14.02%	10.88%	+3.14%
Volatility (1Y) Calculated over the trailing 1-year period	16.09%	13.10%	+2.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.21%	15.58%	+0.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.20%	17.92%	-0.72%

VXUS vs. IDV - Expense Ratio Comparison

VXUS has a 0.05% expense ratio, which is lower than IDV's 0.49% expense ratio.

Dividends

VXUS vs. IDV - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.67%, less than IDV's 4.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDV iShares International Select Dividend ETF	4.40%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%
VXUS Vanguard Total International Stock ETF	2.67%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both VXUS and IDV in my portfolio?

VXUS and IDV have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VXUS or IDV?

VXUS has higher volatility (6.71%) compared to IDV (4.24%). In terms of maximum drawdown, VXUS dropped -35.97% vs IDV's -70.14%.

Which ETF is better, VXUS or IDV?

On 10-year performance, IDV leads with 10.92% vs 10.22% for VXUS. On fees, VXUS is cheaper at 0.05% per year. On volatility, IDV has been the lower-risk option at 4.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VXUS or IDV?

Over the 10-year period, IDV has performed better with a 10.92% return vs 10.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VXUS or IDV?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.49% for IDV.

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

IDV has the higher dividend yield at 4.40%, compared with 2.67% for VXUS.

What is the main difference between VXUS and IDV?

VXUS tracks FTSE Global All Cap ex US Index, while IDV tracks Dow Jones EPAC Select Dividend. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VXUS and 0.49% for IDV.

Which has better risk-adjusted returns?

IDV currently has the higher Sharpe Ratio (2.69 vs 1.77), 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.