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VYMI vs. IDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VYMI vs. IDV

Last updated Jun 26, 2026

VYMI (Vanguard International High Dividend Yield ETF) and IDV (iShares International Select Dividend ETF) are both exchange-traded funds - VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index, while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. Both are passively managed. Over the past 10 years, VYMI returned 11.44%/yr vs 10.83%/yr for IDV. Their correlation of 0.93 suggests significant overlap in exposure. VYMI charges 0.07%/yr vs 0.49%/yr for IDV.

Performance

VYMI vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International High Dividend Yield ETF (VYMI) 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

In the year-to-date period, VYMI achieves a 11.22% return, which is significantly higher than IDV's 8.64% return. Over the past 10 years, VYMI has outperformed IDV with an annualized return of 11.44%, while IDV has yielded a comparatively lower 10.83% annualized return.

VYMI

1D
0.46%
1M
-1.32%
YTD
11.22%
6M
10.95%
1Y
29.21%
3Y*
21.59%
5Y*
12.31%
10Y*
11.44%

IDV

1D
0.56%
1M
-5.63%
YTD
8.64%
6M
8.28%
1Y
29.19%
3Y*
24.08%
5Y*
11.62%
10Y*
10.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VYMI vs. IDV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VYMI
Vanguard International High Dividend Yield ETF		11.22%38.05%7.06%17.07%-7.02%15.39%-1.11%18.43%-12.65%22.36%
IDV
iShares International Select Dividend ETF		8.64%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%

Correlation

The correlation between VYMI and IDV is 0.91, 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

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2016

0.93

The correlation between VYMI and IDV has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

VYMI vs. IDV - Sectors Allocation Comparison

Sectors
VYMI
IDV

Financial Services

40.7%
30.6%

Energy

8.6%
14.8%

Basic Materials

6.9%
6.3%

Consumer Defensive

6.7%
7.2%

Healthcare

6.5%

-

Consumer Cyclical

6.4%
9.9%

Industrials

6.2%
6.9%

Technology

5.2%
0.9%

Utilities

5.0%
11.5%

Communication Services

3.7%
9.9%

Real Estate

1.3%
2.3%

Financial Services

VYMI
40.7%
IDV
30.6%

Energy

VYMI
8.6%
IDV
14.8%

Basic Materials

VYMI
6.9%
IDV
6.3%

Consumer Defensive

VYMI
6.7%
IDV
7.2%

Healthcare

VYMI
6.5%
IDV

-

Consumer Cyclical

VYMI
6.4%
IDV
9.9%

Industrials

VYMI
6.2%
IDV
6.9%

Technology

VYMI
5.2%
IDV
0.9%

Utilities

VYMI
5.0%
IDV
11.5%

Communication Services

VYMI
3.7%
IDV
9.9%

Real Estate

VYMI
1.3%
IDV
2.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard International High Dividend Yield ETF

iShares International Select Dividend ETF

Often compared with VYMI:
VYMI vs. VYMVYMI vs. SCHYVYMI vs. SCHDVYMI vs. VIGIVYMI vs. VOOVYMI vs. IDEVVYMI vs. VT
Often compared with IDV:
IDV vs. SCHDIDV vs. LVHIIDV vs. IGROIDV vs. DIVOIDV vs. PIDIDV vs. DVYIDV vs. FIDI

Return for Risk

VYMI vs. IDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VYMI
VYMI Risk / Return Rank: 7575
Overall Rank
VYMI Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 7979
Sortino Ratio Rank
VYMI Omega Ratio Rank: 7979
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6767
Calmar Ratio Rank
VYMI Martin Ratio Rank: 7070
Martin Ratio Rank
IDV
IDV Risk / Return Rank: 7777
Overall Rank
IDV Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 7777
Sortino Ratio Rank
IDV Omega Ratio Rank: 7878
Omega Ratio Rank
IDV Calmar Ratio Rank: 7777
Calmar Ratio Rank
IDV Martin Ratio Rank: 7474
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.

VYMI vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) 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.

VYMIIDVDifference
Sharpe ratioReturn per unit of total volatility
2.22
2.22

-0.01

Sortino ratioReturn per unit of downside risk
3.03
2.95

+0.08

Omega ratioGain probability vs. loss probability

1.40

1.40

0.00

Calmar ratioReturn relative to maximum drawdown

2.89

3.44

-0.55

Martin ratioReturn relative to average drawdown

11.31

12.00

-0.69

VYMI vs. IDV - Sharpe Ratio Comparison

The current VYMI Sharpe Ratio is 2.22, which is comparable to the IDV Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of VYMI 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.

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Drawdowns

VYMI vs. IDV - Drawdown Comparison

The maximum VYMI drawdown since its inception was -40.00%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for VYMI and IDV.

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Drawdown Indicators

VYMIIDVDifference

Max Drawdown

Largest peak-to-trough decline

-40.00%

-70.14%

+30.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.14%

-8.52%

-1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

-11.86%

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

-29.19%

+5.14%

Max Drawdown (10Y)

Largest decline over 10 years

-40.00%

-42.50%

+2.50%

Current Drawdown

Current decline from peak

-2.11%

-5.99%

+3.88%

Average Drawdown

Average peak-to-trough decline

-6.28%

-15.36%

+9.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.44%

+0.15%

Volatility

VYMI vs. IDV - Volatility Comparison

Vanguard International High Dividend Yield ETF (VYMI) and iShares International Select Dividend ETF (IDV) have volatilities of 4.08% and 3.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VYMIIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

3.95%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.21%

11.14%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

13.24%

13.18%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

15.59%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.61%

17.69%

-1.08%

VYMI vs. IDV - Expense Ratio Comparison

VYMI has a 0.07% expense ratio, which is lower than IDV's 0.49% expense ratio.

Dividends

VYMI vs. IDV - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 3.67%, less than IDV's 5.47% yield.

PositionTTM20252024202320222021202020192018201720162015
IDV
iShares International Select Dividend ETF		5.47%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%
VYMI
Vanguard International High Dividend Yield ETF		3.67%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%

Frequently Asked Questions

With a correlation of 0.91, VYMI and IDV 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.

VYMI has higher volatility (4.08%) compared to IDV (3.95%). In terms of maximum drawdown, VYMI dropped -40.00% vs IDV's -70.14%.

On 10-year performance, VYMI leads with 11.44% vs 10.83% for IDV. On fees, VYMI is cheaper at 0.07% per year. On volatility, IDV has been the lower-risk option at 3.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VYMI has performed better with a 11.44% return vs 10.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VYMI is cheaper with a 0.07% expense ratio, compared with 0.49% for IDV.

IDV has the higher dividend yield at 5.47%, compared with 3.67% for VYMI.

VYMI is categorized as Dividend, while IDV is Global Equities. VYMI tracks FTSE All-World ex US High Dividend Yield Index, while IDV tracks Dow Jones EPAC Select Dividend. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VYMI and 0.49% for IDV.

IDV currently has the higher Sharpe Ratio (2.22 vs 2.22), 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.

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