DEEP vs. ISVL
Compare and contrast key facts about Roundhill Acquirers Deep Value ETF (DEEP) and iShares International Developed Small Cap Value Factor ETF (ISVL).
DEEP and ISVL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEEP is a passively managed fund by Exchange Traded Concepts that tracks the performance of the DEEP-US - Acquirers Deep Value Index. It was launched on Sep 23, 2014. 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. Both DEEP and ISVL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DEEP vs. ISVL - Performance Comparison
Loading graphics...
DEEP vs. ISVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DEEP Roundhill Acquirers Deep Value ETF | 2.58% | 5.69% | -2.97% | 22.37% | -17.71% | 12.74% |
ISVL iShares International Developed Small Cap Value Factor ETF | 1.12% | 42.84% | 4.58% | 17.56% | -13.69% | 7.69% |
Returns By Period
In the year-to-date period, DEEP achieves a 2.58% return, which is significantly higher than ISVL's 1.12% return.
DEEP
- 1D
- 1.37%
- 1M
- -3.64%
- YTD
- 2.58%
- 6M
- 2.47%
- 1Y
- 20.09%
- 3Y*
- 6.93%
- 5Y*
- 3.03%
- 10Y*
- 7.15%
ISVL
- 1D
- 3.13%
- 1M
- -8.78%
- YTD
- 1.12%
- 6M
- 7.68%
- 1Y
- 33.57%
- 3Y*
- 19.03%
- 5Y*
- 10.21%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DEEP vs. ISVL - Expense Ratio Comparison
DEEP has a 0.80% expense ratio, which is higher than ISVL's 0.30% expense ratio.
Return for Risk
DEEP vs. ISVL — Risk / Return Rank
DEEP
ISVL
DEEP vs. ISVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Acquirers Deep Value ETF (DEEP) 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.
| DEEP | ISVL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.91 | -1.03 |
Sortino ratioReturn per unit of downside risk | 1.40 | 2.63 | -1.24 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.41 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 2.59 | -1.19 |
Martin ratioReturn relative to average drawdown | 4.13 | 10.59 | -6.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DEEP | ISVL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.91 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.61 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.63 | -0.37 |
Correlation
The correlation between DEEP and ISVL is 0.66, 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
DEEP vs. ISVL - Dividend Comparison
DEEP's dividend yield for the trailing twelve months is around 1.66%, less than ISVL's 2.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEEP Roundhill Acquirers Deep Value ETF | 1.66% | 1.78% | 1.96% | 1.67% | 1.28% | 1.43% | 4.03% | 3.49% | 1.51% | 2.01% | 3.14% | 3.98% |
ISVL iShares International Developed Small Cap Value Factor ETF | 2.66% | 2.69% | 3.92% | 3.82% | 3.37% | 2.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DEEP vs. ISVL - Drawdown Comparison
The maximum DEEP drawdown since its inception was -52.52%, which is greater than ISVL's maximum drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for DEEP and ISVL.
Loading graphics...
Drawdown Indicators
| DEEP | ISVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.52% | -30.48% | -22.04% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -12.48% | -1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -28.40% | -30.48% | +2.08% |
Max Drawdown (10Y)Largest decline over 10 years | -52.52% | — | — |
Current DrawdownCurrent decline from peak | -6.29% | -8.78% | +2.49% |
Average DrawdownAverage peak-to-trough decline | -10.53% | -6.79% | -3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.74% | 3.06% | +1.68% |
Volatility
DEEP vs. ISVL - Volatility Comparison
The current volatility for Roundhill Acquirers Deep Value ETF (DEEP) is 5.23%, while iShares International Developed Small Cap Value Factor ETF (ISVL) has a volatility of 7.55%. This indicates that DEEP 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.
Loading graphics...
Volatility by Period
| DEEP | ISVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 7.55% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 13.45% | 10.84% | +2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.83% | 17.65% | +5.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.71% | 16.75% | +4.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.27% | 16.74% | +7.53% |