- ISIN
- US46436E5107
- CUSIP
- 46436E510
- Issuer
- iShares
- Inception Date
- Mar 23, 2021
- Region
- Global ex-U.S. (Broad)
- Category
- Small Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- FTSE Developed ex US ex Korea Small Cap Focused Value Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Assets Under Management
- $316M
Share Price Chart
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Performance
ISVL Performance Chart
iShares International Developed Small Cap Value Factor ETF (ISVL) is up 9.1% since the beginning of the year. ISVL is currently trading at $51 per share. Investors who bought $1,000 worth of ISVL shares 5 years ago would now be looking at an investment worth $1,691.
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Returns By Period
iShares International Developed Small Cap Value Factor ETF (ISVL) has returned 9.12% so far this year and 29.74% over the past 12 months.
iShares International Developed Small Cap Value Factor ETF
- 1D
- 0.28%
- 1M
- 0.13%
- YTD
- 9.12%
- 6M
- 9.39%
- 1Y
- 29.74%
- 3Y*
- 22.30%
- 5Y*
- 11.08%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
ISVL Monthly Returns History
Based on dividend-adjusted daily data since Mar 25, 2021, ISVL's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.
Historically, 63% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +11.8%, while the worst month was Sep 2022 at -10.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ISVL closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Apr 4, 2025 at -6.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.64% | 3.94% | -8.78% | 6.60% | 2.31% | -1.06% | 9.12% | ||||||
| 2025 | 2.67% | 2.07% | 3.19% | 4.21% | 6.51% | 3.78% | -0.33% | 5.72% | 2.20% | -0.51% | 3.22% | 3.70% | 42.84% |
| 2024 | -2.48% | 1.91% | 4.75% | -2.27% | 5.66% | -2.93% | 5.18% | 1.39% | 1.75% | -5.08% | 0.17% | -2.88% | 4.58% |
| 2023 | 8.18% | -2.35% | -0.32% | 3.34% | -4.94% | 3.54% | 4.06% | -3.09% | -3.67% | -3.49% | 8.82% | 7.56% | 17.56% |
| 2022 | -3.92% | -1.75% | 0.41% | -5.46% | 0.95% | -10.49% | 7.77% | -6.35% | -10.77% | 5.88% | 11.75% | 0.03% | -13.69% |
| 2021 | 0.82% | 3.70% | 4.03% | -2.72% | 2.83% | 0.59% | -4.14% | 4.25% | -6.02% | 5.39% | 8.32% |
Benchmark Metrics
iShares International Developed Small Cap Value Factor ETF has an annualized alpha of 2.04%, beta of 0.76, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since March 25, 2021.
- This ETF participated in 80.89% of S&P 500 Index downside but only 78.84% of its upside - more exposed to losses than it benefited from rallies.
- This ETF generated an annualized alpha of 2.04% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.04%
- Beta
- 0.76
- R²
- 0.58
- Upside Capture
- 78.84%
- Downside Capture
- 80.89%
Expense Ratio
ISVL has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ISVL ranks 59 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares International Developed Small Cap Value Factor ETF (ISVL) and compare them to S&P 500 Index.
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.
| ISVL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 2.78 | -0.39 |
| Martin ratioReturn relative to average drawdown | 9.34 | 12.44 | -3.10 |
Dividends
Dividend History
iShares International Developed Small Cap Value Factor ETF provided a 3.16% dividend yield over the last twelve months, with an annual payout of $1.61 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $1.61 | $1.28 | $1.34 | $1.30 | $1.01 | $1.02 |
Dividend yield | 3.16% | 2.69% | 3.92% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.01 | $1.01 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.68 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.60 | $1.28 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.62 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.72 | $1.34 |
| 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 | $1.30 |
| 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 | $1.01 |
| 2021 | $0.25 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.76 | $1.02 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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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. Recovery took 362 trading sessions.
The current iShares International Developed Small Cap Value Factor ETF drawdown is 1.56%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -30.48%Sep 2022 | 1y 20d | 1y 5mo | 2y 6moSep 2021 - Mar 2024 |
2025 selloff2025 | -12.50%Apr 2025 | 18d | 17d | 1mo 5dMar 2025 - Apr 2025 |
2026 correction2026 | -12.48%Mar 2026 | 18d | — | 3mo 23dMar 2026 - now |
2025 correction2025 | -10.07%Jan 2025 | 3mo 18d | 2mo | 5mo 18dSep 2024 - Mar 2025 |
2024 pullback2024 | -7.50%Aug 2024 | 4d | 16d | 20dAug 2024 - Aug 2024 |
Drawdown Indicators
| ISVL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.48% | -56.78% | +26.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -9.10% | -3.38% |
Max Drawdown (3Y)Largest decline over 3 years | -12.93% | -18.90% | +5.97% |
Max Drawdown (5Y)Largest decline over 5 years | -30.48% | -25.43% | -5.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.56% | -1.80% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -10.71% | +4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.03% | +1.16% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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