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BSVO vs. ISVL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSVO vs. ISVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EA Bridgeway Omni Small-Cap Value ETF (BSVO) and iShares International Developed Small Cap Value Factor ETF (ISVL). The values are adjusted to include any dividend payments, if applicable.

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BSVO vs. ISVL - Yearly Performance Comparison


2026 (YTD)202520242023
BSVO
EA Bridgeway Omni Small-Cap Value ETF
8.88%9.21%4.68%22.38%
ISVL
iShares International Developed Small Cap Value Factor ETF
1.12%42.84%4.58%14.87%

Returns By Period

In the year-to-date period, BSVO achieves a 8.88% return, which is significantly higher than ISVL's 1.12% return.


BSVO

1D
1.76%
1M
-2.02%
YTD
8.88%
6M
13.66%
1Y
32.43%
3Y*
14.82%
5Y*
10Y*

ISVL

1D
3.13%
1M
-8.78%
YTD
1.12%
6M
7.68%
1Y
33.57%
3Y*
19.03%
5Y*
10.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSVO vs. ISVL - Expense Ratio Comparison

BSVO has a 0.47% expense ratio, which is higher than ISVL's 0.30% expense ratio.


Return for Risk

BSVO vs. ISVL — Risk / Return Rank

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

BSVO
BSVO Risk / Return Rank: 7676
Overall Rank
BSVO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BSVO Sortino Ratio Rank: 7878
Sortino Ratio Rank
BSVO Omega Ratio Rank: 7373
Omega Ratio Rank
BSVO Calmar Ratio Rank: 7979
Calmar Ratio Rank
BSVO Martin Ratio Rank: 7575
Martin Ratio Rank

ISVL
ISVL Risk / Return Rank: 9090
Overall Rank
ISVL Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ISVL Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISVL Omega Ratio Rank: 9393
Omega Ratio Rank
ISVL Calmar Ratio Rank: 8787
Calmar Ratio Rank
ISVL Martin Ratio Rank: 8888
Martin Ratio Rank
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.

BSVO vs. ISVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EA Bridgeway Omni Small-Cap Value ETF (BSVO) and iShares International Developed Small Cap Value Factor ETF (ISVL). 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.


BSVOISVLDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.91

-0.54

Sortino ratio

Return per unit of downside risk

1.98

2.63

-0.65

Omega ratio

Gain probability vs. loss probability

1.27

1.41

-0.14

Calmar ratio

Return relative to maximum drawdown

2.15

2.59

-0.45

Martin ratio

Return relative to average drawdown

7.86

10.59

-2.72

BSVO vs. ISVL - Sharpe Ratio Comparison

The current BSVO Sharpe Ratio is 1.37, which is comparable to the ISVL Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of BSVO and ISVL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSVOISVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.91

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.63

+0.05

Correlation

The correlation between BSVO and ISVL is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BSVO vs. ISVL - Dividend Comparison

BSVO's dividend yield for the trailing twelve months is around 1.40%, less than ISVL's 2.66% yield.


TTM20252024202320222021
BSVO
EA Bridgeway Omni Small-Cap Value ETF
1.40%1.52%1.61%1.43%0.00%0.00%
ISVL
iShares International Developed Small Cap Value Factor ETF
2.66%2.69%3.92%3.82%3.37%2.82%

Drawdowns

BSVO vs. ISVL - Drawdown Comparison

The maximum BSVO drawdown since its inception was -28.67%, smaller than the maximum ISVL drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for BSVO and ISVL.


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Drawdown Indicators


BSVOISVLDifference

Max Drawdown

Largest peak-to-trough decline

-28.67%

-30.48%

+1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-14.92%

-12.48%

-2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-30.48%

Current Drawdown

Current decline from peak

-4.34%

-8.78%

+4.44%

Average Drawdown

Average peak-to-trough decline

-6.00%

-6.79%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

3.06%

+1.01%

Volatility

BSVO vs. ISVL - Volatility Comparison

The current volatility for EA Bridgeway Omni Small-Cap Value ETF (BSVO) is 5.59%, while iShares International Developed Small Cap Value Factor ETF (ISVL) has a volatility of 7.55%. This indicates that BSVO experiences smaller price fluctuations and is considered to be less risky than ISVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSVOISVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

7.55%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

10.84%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

23.76%

17.65%

+6.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.04%

16.75%

+5.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.04%

16.74%

+5.30%