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iShares Core MSCI International Developed Markets ETF (IDEV)

65.80 +0.16 (+0.24%)
As of 10:20 AM EDT. Market Open.

ETF Summary

The fund generally will invest at least 80% of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index. The underlying index is free float adjusted, market cap weighted, and is designed to measure large-, mid- and small-capitalization equity market performance and includes stocks from North America, Europe, Australasia and the Far East.

Risk Overview

Performance & Risk

YTD Return 4.88%
5y Average Return 6.72%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.07
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
IDEVCategory AverageIDEVCategory AverageIDEVCategory Average
Alpha 2.59 1.3 1.26 0.76 0 0.54
BETA 1.07 1.01 1.05 1 0 0.98
Mean Annual Return 0.34 0.24 0.81 0.74 0 0.46
R-squared 95.84 92.52 96.51 93.06 0 92.39
Standard Deviation 17.83 17.24 18.63 18.07 0 15.42
Sharpe Ratio 0.05 -0.02 0.4 0.37 0 0.26
Treynor Ratio -0.69 -1.7 5.7 5.28 0 3.01

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