XTL vs. IDV

Last updated Jun 16, 2026

XTL (SPDR S&P Telecom ETF) and IDV (iShares International Select Dividend ETF) are both exchange-traded funds - XTL is a Communications Equities fund tracking the S&P Telecom Select Industry Index, while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. Both are passively managed. Over the past 10 years, XTL returned 16.10%/yr vs 10.65%/yr for IDV. A 0.54 correlation means they provide meaningful diversification when combined. XTL charges 0.35%/yr vs 0.49%/yr for IDV.

Performance

XTL vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Telecom ETF (XTL) 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, XTL achieves a 51.46% return, which is significantly higher than IDV's 12.82% return. Over the past 10 years, XTL has outperformed IDV with an annualized return of 16.10%, while IDV has yielded a comparatively lower 10.65% annualized return.

XTL

• 1D: 0.12%
• 1M: 2.37%
• YTD: 51.46%
• 6M: 55.42%
• 1Y: 120.69%
• 3Y*: 45.66%
• 5Y*: 19.06%
• 10Y*: 16.10%

IDV

• 1D: -0.69%
• 1M: -0.26%
• YTD: 12.82%
• 6M: 14.44%
• 1Y: 35.47%
• 3Y*: 24.42%
• 5Y*: 12.20%
• 10Y*: 10.65%

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

XTL vs. IDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XTL SPDR S&P Telecom ETF	51.46%	44.95%	34.89%	-1.17%	-19.18%	21.58%	22.46%	12.51%	-6.60%	0.56%
IDV iShares International Select Dividend ETF	12.82%	52.16%	4.00%	10.32%	-6.40%	12.00%	-5.94%	23.56%	-10.37%	19.74%

Correlation

The correlation between XTL and IDV is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (10Y) Calculated over the trailing 10-year period	0.54
Correlation (All Time) Calculated using the full available price history since Jan 27, 2011	0.54

The correlation between XTL and IDV shifts across timeframes, from 0.41 (1 year) to 0.54 (10 years), reflecting how their relationship changes across market environments.

XTL vs. IDV - Sectors Allocation Comparison

Sectors	XTL	IDV
Technology	62.7%	0.9%
Communication Services	35.0%	9.9%
Real Estate	2.3%	2.3%
Basic Materials	-	6.3%
Consumer Cyclical	-	9.9%
Consumer Defensive	-	7.2%
Energy	-	14.8%
Financial Services	-	30.6%
Healthcare	-	-
Industrials	-	6.9%
Utilities	-	11.5%

Return for Risk

XTL vs. IDV — Risk / Return Rank

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

XTL

XTL Risk / Return Rank: 95
XTL Sharpe Ratio Rank: 97
XTL Sortino Ratio Rank: 94
XTL Omega Ratio Rank: 93
XTL Calmar Ratio Rank: 96
XTL Martin Ratio Rank: 96

IDV

IDV Risk / Return Rank: 87
IDV Sharpe Ratio Rank: 90
IDV Sortino Ratio Rank: 88
IDV Omega Ratio Rank: 89
IDV Calmar Ratio Rank: 85
IDV Martin Ratio Rank: 84

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.

XTL vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Telecom ETF (XTL) 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.

	XTL	IDV	Difference
Sharpe ratio: Return per unit of total volatility	4.04	2.73	+1.31
Sortino ratio: Return per unit of downside risk	4.39	3.57	+0.82
Omega ratio: Gain probability vs. loss probability	1.58	1.50	+0.09
Calmar ratio: Return relative to maximum drawdown	8.26	4.18	+4.07
Martin ratio: Return relative to average drawdown	34.62	15.48	+19.14

XTL vs. IDV - Sharpe Ratio Comparison

The current XTL Sharpe Ratio is 4.04, which is higher than the IDV Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of XTL 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

XTL vs. IDV - Drawdown Comparison

The maximum XTL drawdown since its inception was -37.01%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for XTL and IDV.

Drawdown Indicators

	XTL	IDV	Difference
Max Drawdown Largest peak-to-trough decline	-37.01%	-70.14%	+33.13%
Max Drawdown (1Y) Largest decline over 1 year	-14.70%	-8.52%	-6.18%
Max Drawdown (3Y) Largest decline over 3 years	-22.79%	-11.86%	-10.93%
Max Drawdown (5Y) Largest decline over 5 years	-37.01%	-29.19%	-7.82%
Max Drawdown (10Y) Largest decline over 10 years	-37.01%	-42.50%	+5.49%
Current Drawdown Current decline from peak	-6.61%	-2.37%	-4.24%
Average Drawdown Average peak-to-trough decline	-9.76%	-15.38%	+5.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.50%	2.30%	+1.20%

Volatility

XTL vs. IDV - Volatility Comparison

SPDR S&P Telecom ETF (XTL) has a higher volatility of 11.24% compared to iShares International Select Dividend ETF (IDV) at 4.28%. This indicates that XTL'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

	XTL	IDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.24%	4.28%	+6.96%
Volatility (6M) Calculated over the trailing 6-month period	24.21%	10.90%	+13.31%
Volatility (1Y) Calculated over the trailing 1-year period	30.10%	13.07%	+17.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.35%	15.59%	+9.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.67%	17.93%	+5.74%

XTL vs. IDV - Expense Ratio Comparison

XTL has a 0.35% expense ratio, which is lower than IDV's 0.49% expense ratio.

Dividends

XTL vs. IDV - Dividend Comparison

XTL's dividend yield for the trailing twelve months is around 0.86%, less than IDV's 7.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDV iShares International Select Dividend ETF	7.09%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%
XTL SPDR S&P Telecom ETF	0.86%	1.05%	0.62%	0.80%	0.74%	1.25%	0.88%	0.92%	1.90%	2.08%	1.11%	1.38%

Frequently Asked Questions

Can I hold both XTL and IDV in my portfolio?

XTL and IDV have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XTL or IDV?

XTL has higher volatility (11.24%) compared to IDV (4.28%). In terms of maximum drawdown, XTL dropped -37.01% vs IDV's -70.14%.

Which ETF is better, XTL or IDV?

On 10-year performance, XTL leads with 16.10% vs 10.65% for IDV. On fees, XTL is cheaper at 0.35% per year. On volatility, IDV has been the lower-risk option at 4.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XTL or IDV?

Over the 10-year period, XTL has performed better with a 16.10% return vs 10.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XTL or IDV?

XTL is cheaper with a 0.35% expense ratio, compared with 0.49% for IDV.

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

IDV has the higher dividend yield at 7.09%, compared with 0.86% for XTL.

What is the main difference between XTL and IDV?

XTL is categorized as Communications Equities, while IDV is Global Equities. XTL tracks S&P Telecom Select Industry Index, while IDV tracks Dow Jones EPAC Select Dividend. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for XTL and 0.49% for IDV.

Which has better risk-adjusted returns?

XTL currently has the higher Sharpe Ratio (4.04 vs 2.73), 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.