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DE vs. ISVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DE vs. ISVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deere & Company (DE) 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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Returns By Period

In the year-to-date period, DE achieves a 24.40% return, which is significantly higher than ISVL's 10.51% return.


DE

1D
1.55%
1M
-0.55%
YTD
24.40%
6M
19.88%
1Y
13.19%
3Y*
14.77%
5Y*
12.54%
10Y*
23.07%

ISVL

1D
0.50%
1M
1.31%
YTD
10.51%
6M
13.02%
1Y
28.56%
3Y*
21.36%
5Y*
10.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DE vs. ISVL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DE
Deere & Company
24.40%11.39%7.56%-5.48%26.59%-3.94%
ISVL
iShares International Developed Small Cap Value Factor ETF
10.51%42.84%4.58%17.56%-13.69%8.32%

Correlation

The correlation between DE and ISVL is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2021

0.45

The correlation between DE and ISVL shifts across timeframes, from 0.29 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DE vs. ISVL — Risk / Return Rank

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

DE
DE Risk / Return Rank: 5656
Overall Rank
DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
DE Omega Ratio Rank: 5252
Omega Ratio Rank
DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
DE Martin Ratio Rank: 5757
Martin Ratio Rank

ISVL
ISVL Risk / Return Rank: 6363
Overall Rank
ISVL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ISVL Sortino Ratio Rank: 7070
Sortino Ratio Rank
ISVL Omega Ratio Rank: 6868
Omega Ratio Rank
ISVL Calmar Ratio Rank: 5353
Calmar Ratio Rank
ISVL Martin Ratio Rank: 5858
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.

DE vs. ISVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deere & Company (DE) 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.

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.


DEISVLDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-1.86

Omega ratioGain probability vs. loss probability

1.11

1.35

-0.24

Calmar ratioReturn relative to maximum drawdown

0.67

2.30

-1.63

Martin ratioReturn relative to average drawdown

1.38

8.97

-7.59

DE vs. ISVL - Sharpe Ratio Comparison

The current DE Sharpe Ratio is 0.44, which is lower than the ISVL Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of DE and ISVL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DE vs. ISVL - Drawdown Comparison

The maximum DE drawdown since its inception was -73.27%, which is greater than ISVL's maximum drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for DE and ISVL.


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Drawdown Indicators


DEISVLDifference

Max Drawdown

Largest peak-to-trough decline

-73.27%

-30.48%

-42.79%

Max Drawdown (1Y)

Largest decline over 1 year

-19.90%

-12.48%

-7.42%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

-12.93%

-8.66%

Max Drawdown (5Y)

Largest decline over 5 years

-33.81%

-30.48%

-3.33%

Max Drawdown (10Y)

Largest decline over 10 years

-37.91%

Current Drawdown

Current decline from peak

-12.58%

-0.30%

-12.28%

Average Drawdown

Average peak-to-trough decline

-18.61%

-6.63%

-11.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.58%

3.20%

+6.38%

Volatility

DE vs. ISVL - Volatility Comparison

Deere & Company (DE) has a higher volatility of 10.51% compared to iShares International Developed Small Cap Value Factor ETF (ISVL) at 4.96%. This indicates that DE's price experiences larger fluctuations and is considered to be riskier 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


DEISVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.51%

4.96%

+5.55%

Volatility (6M)

Calculated over the trailing 6-month period

24.42%

12.44%

+11.98%

Volatility (1Y)

Calculated over the trailing 1-year period

30.03%

14.80%

+15.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.39%

16.95%

+12.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.40%

16.79%

+13.61%

Dividends

DE vs. ISVL - Dividend Comparison

DE's dividend yield for the trailing twelve months is around 1.12%, less than ISVL's 2.43% yield.


PositionTTM20252024202320222021202020192018201720162015
DE
Deere & Company
1.12%1.39%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%
ISVL
iShares International Developed Small Cap Value Factor ETF
2.43%2.69%3.92%3.82%3.37%2.82%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DE and ISVL have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DE has higher volatility (10.51%) compared to ISVL (4.96%). In terms of maximum drawdown, DE dropped -73.27% vs ISVL's -30.48%.

ISVL currently has the higher Sharpe Ratio (1.94 vs 0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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