BSVO vs. ISVL
Compare and contrast key facts about EA Bridgeway Omni Small-Cap Value ETF (BSVO) and iShares International Developed Small Cap Value Factor ETF (ISVL).
BSVO and ISVL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BSVO is an actively managed fund by Bridgeway. It was launched on Dec 31, 2010. ISVL is a passively managed fund by iShares that tracks the performance of the FTSE Developed ex US ex Korea Small Cap Focused Value Index. It was launched on Mar 23, 2021.
Performance
BSVO vs. ISVL - Performance Comparison
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BSVO vs. ISVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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*
- —
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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
BSVO
ISVL
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.
| BSVO | ISVL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 1.91 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.98 | 2.63 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.41 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 2.59 | -0.45 |
Martin ratioReturn relative to average drawdown | 7.86 | 10.59 | -2.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BSVO | ISVL | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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
| BSVO | ISVL | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.34% | -8.78% | +4.44% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -6.79% | +0.79% |
Ulcer IndexDepth 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
| BSVO | ISVL | Difference | |
|---|---|---|---|
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% |