WDC vs. IDV
WDC (Western Digital Corporation) is a stock, while IDV (iShares International Select Dividend ETF) is Global Equities fund tracking the Dow Jones EPAC Select Dividend. Over the past 10 years, WDC returned 33.87%/yr vs 10.92%/yr for IDV. At a 0.46 correlation, their price movements are largely independent.
Performance
WDC vs. IDV - Performance Comparison
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Returns By Period
In the year-to-date period, WDC achieves a 227.01% return, which is significantly higher than IDV's 13.60% return. Over the past 10 years, WDC has outperformed IDV with an annualized return of 33.87%, while IDV has yielded a comparatively lower 10.92% annualized return.
WDC
- 1D
- 6.35%
- 1M
- 16.82%
- YTD
- 227.01%
- 6M
- 219.46%
- 1Y
- 913.38%
- 3Y*
- 164.18%
- 5Y*
- 58.50%
- 10Y*
- 33.87%
IDV
- 1D
- 0.31%
- 1M
- 0.43%
- YTD
- 13.60%
- 6M
- 15.83%
- 1Y
- 36.40%
- 3Y*
- 25.11%
- 5Y*
- 12.17%
- 10Y*
- 10.92%
WDC vs. IDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WDC Western Digital Corporation | 227.01% | 283.68% | 13.86% | 65.99% | -51.62% | 17.73% | -10.89% | 77.14% | -51.90% | 19.83% |
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 WDC and IDV is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2007 | 0.46 |
The correlation between WDC and IDV shifts across timeframes, from 0.31 (3 years) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WDC vs. IDV — Risk / Return Rank
WDC
IDV
WDC vs. IDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Digital Corporation (WDC) 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.
| WDC | IDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +11.38 | ||
| Sortino ratioReturn per unit of downside risk | +3.37 | ||
| Omega ratioGain probability vs. loss probability | 1.95 | 1.49 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 44.74 | 4.13 | +40.61 |
| Martin ratioReturn relative to average drawdown | 151.81 | 15.32 | +136.49 |
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Drawdowns
WDC vs. IDV - Drawdown Comparison
The maximum WDC drawdown since its inception was -96.20%, which is greater than IDV's maximum drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for WDC and IDV.
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Drawdown Indicators
| WDC | IDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.20% | -70.14% | -26.06% |
Max Drawdown (1Y)Largest decline over 1 year | -20.59% | -8.52% | -12.07% |
Max Drawdown (3Y)Largest decline over 3 years | -49.65% | -11.86% | -37.79% |
Max Drawdown (5Y)Largest decline over 5 years | -58.77% | -29.19% | -29.58% |
Max Drawdown (10Y)Largest decline over 10 years | -70.49% | -42.50% | -27.99% |
Current DrawdownCurrent decline from peak | -5.22% | -1.70% | -3.52% |
Average DrawdownAverage peak-to-trough decline | -52.07% | -15.38% | -36.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.06% | 2.30% | +3.76% |
Volatility
WDC vs. IDV - Volatility Comparison
Western Digital Corporation (WDC) has a higher volatility of 21.76% compared to iShares International Select Dividend ETF (IDV) at 4.24%. This indicates that WDC'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.
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Volatility by Period
| WDC | IDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.76% | 4.24% | +17.52% |
Volatility (6M)Calculated over the trailing 6-month period | 53.55% | 10.88% | +42.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.47% | 13.10% | +52.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.86% | 15.58% | +33.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.62% | 17.92% | +30.70% |
Dividends
WDC vs. IDV - Dividend Comparison
WDC's dividend yield for the trailing twelve months is around 0.09%, 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% |
WDC Western Digital Corporation | 0.09% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 1.81% | 2.36% | 5.41% | 2.51% | 2.94% | 3.33% |
Frequently Asked Questions
WDC and IDV have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDC has higher volatility (21.76%) compared to IDV (4.24%). In terms of maximum drawdown, WDC dropped -96.20% vs IDV's -70.14%.
WDC currently has the higher Sharpe Ratio (14.07 vs 2.69), 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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