Summary
IDV
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 30.43% Volatility 15.68% Sharpe 2.60
Official loaded data — not a live quote.

ISHARES INTERNATIONAL SELECT DIVIDEND ETF

Symbol: IDV

Exchange: BATS

Sector: Financial_Services

Category: Foreign Large Value

Inception date: 11/06/2007

Latest date: 17/07/2026

Current price: $43.01

Expense ratio: 0.50%

Assets under management
$8.0B
0.21% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

1.01%

Ann. -25.78% (Sharpe / Sortino numerator)

Volatility

22.97%

Sharpe ratio

-1.280

VaR 95%

-2.83%

CVaR 95%: -3.21%
Max drawdown: -4.13%
Sortino ratio: -1.567
Calmar ratio: -6.24

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.02%

Ann. 31.41% (Sharpe / Sortino numerator)

Volatility

17.61%

Sharpe ratio

1.578

VaR 95%

-1.61%

CVaR 95%: -2.46%
Max drawdown: -8.52%
Sortino ratio: 1.955
Calmar ratio: 3.69

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.45%

Ann. 41.94% (Sharpe / Sortino numerator)

Volatility

14.08%

Sharpe ratio

2.720

VaR 95%

-1.38%

CVaR 95%: -2.02%
Max drawdown: -8.52%
Sortino ratio: 3.389
Calmar ratio: 4.92

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

30.43%

Ann. 44.40% (Sharpe / Sortino numerator)

Volatility

15.68%

Sharpe ratio

2.599

VaR 95%

-1.27%

CVaR 95%: -2.28%
Max drawdown: -10.24%
Sortino ratio: 2.919
Calmar ratio: 4.34

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

66.72%

Ann. 30.64% (Sharpe / Sortino numerator)

Volatility

14.43%

Sharpe ratio

1.871

VaR 95%

-1.31%

CVaR 95%: -2.07%
Max drawdown: -11.86%
Sortino ratio: 2.337
Calmar ratio: 2.58

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

84.28%

Ann. 22.97% (Sharpe / Sortino numerator)

Volatility

13.99%

Sharpe ratio

1.383

VaR 95%

-1.35%

CVaR 95%: -1.92%
Max drawdown: -11.86%
Sortino ratio: 1.874
Calmar ratio: 1.94

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.109%

Best day

2.728%

31/03/2026
Worst day

-3.419%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $42.92 $43.04 $42.86 $43.01 511,200
16/07/2026 $42.61 $42.83 $42.56 $42.77 798,200
15/07/2026 $42.73 $42.89 $42.62 $42.84 797,100
14/07/2026 $42.62 $42.80 $42.51 $42.54 681,200
13/07/2026 $42.30 $42.40 $42.13 $42.16 732,800
10/07/2026 $42.12 $42.14 $41.94 $42.08 605,600
09/07/2026 $42.01 $42.02 $41.84 $41.92 725,400
08/07/2026 $41.92 $42.01 $41.67 $41.99 999,300
07/07/2026 $42.27 $42.27 $41.92 $42.01 785,100
06/07/2026 $41.96 $42.11 $41.88 $42.11 1,163,100