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iShares International Developed Small Cap Value Factor ETF (ISVL)

ETF · Currency in USD · Last updated Feb 28, 2024

ISVL is a passive ETF by iShares tracking the investment results of the FTSE Developed ex US ex Korea Small Cap Focused Value Index. ISVL launched on Mar 23, 2021 and has a 0.30% expense ratio.

Summary

ETF Info

ISINUS46436E5107
CUSIP46436E510
IssueriShares
Inception DateMar 23, 2021
RegionGlobal ex-U.S. (Broad)
CategorySmall Cap Value Equities
Index TrackedFTSE Developed ex US ex Korea Small Cap Focused Value Index
Asset ClassEquity

Expense Ratio

The iShares International Developed Small Cap Value Factor ETF has a high expense ratio of 0.30%, indicating higher-than-average management fees.


0.30%
0.00%2.15%

Share Price Chart


Loading data...

Performance

The chart shows the growth of an initial investment of $10,000 in iShares International Developed Small Cap Value Factor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2024February
8.20%
12.91%
ISVL (iShares International Developed Small Cap Value Factor ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ISVL

iShares International Developed Small Cap Value Factor ETF

Popular comparisons: ISVL vs. AVDV, ISVL vs. DLS, ISVL vs. SCZ, ISVL vs. VSS, ISVL vs. ISCF, ISVL vs. HSCZ, ISVL vs. DISVX, ISVL vs. TISVX, ISVL vs. VUG, ISVL vs. VOO

Return

iShares International Developed Small Cap Value Factor ETF had a return of -0.76% year-to-date (YTD) and 9.97% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-0.76%6.46%
1 month1.37%3.83%
6 months8.20%12.91%
1 year9.97%27.52%
5 years (annualized)N/A12.80%
10 years (annualized)N/A10.59%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.48%
20234.06%-3.09%-3.67%-3.49%8.82%7.56%

Risk-Adjusted Performance

This table presents risk-adjusted performance metrics for iShares International Developed Small Cap Value Factor ETF (ISVL) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ISVL
iShares International Developed Small Cap Value Factor ETF
0.78
^GSPC
S&P 500
2.27

Sharpe Ratio

The current iShares International Developed Small Cap Value Factor ETF Sharpe ratio is 0.78. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.78
2.27
ISVL (iShares International Developed Small Cap Value Factor ETF)
Benchmark (^GSPC)

Dividend History

iShares International Developed Small Cap Value Factor ETF granted a 3.85% dividend yield in the last twelve months. The annual payout for that period amounted to $1.30 per share.


PeriodTTM202320222021
Dividend$1.30$1.30$1.01$1.02

Dividend yield

3.85%3.82%3.37%2.82%

Monthly Dividends

The table displays the monthly dividend distributions for iShares International Developed Small Cap Value Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.67$0.00$0.00$0.00$0.00$0.00$0.63
2022$0.00$0.00$0.00$0.00$0.00$0.57$0.00$0.00$0.00$0.00$0.00$0.45
2021$0.25$0.00$0.00$0.00$0.00$0.00$0.76

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.32%
-0.21%
ISVL (iShares International Developed Small Cap Value Factor ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares International Developed Small Cap Value Factor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares International Developed Small Cap Value Factor ETF was 30.48%, occurring on Sep 27, 2022. The portfolio has not yet recovered.

The current iShares International Developed Small Cap Value Factor ETF drawdown is 2.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.48%Sep 7, 2021267Sep 27, 2022
-6.13%Jun 7, 202130Jul 19, 202133Sep 2, 202163
-2.86%May 10, 20213May 12, 20218May 24, 202111
-1.71%Apr 27, 20214Apr 30, 20214May 6, 20218
-1.32%Apr 19, 20214Apr 22, 20212Apr 26, 20216

Volatility Chart

The current iShares International Developed Small Cap Value Factor ETF volatility is 3.69%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2024February
3.69%
3.92%
ISVL (iShares International Developed Small Cap Value Factor ETF)
Benchmark (^GSPC)