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DES vs. IVLU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DES vs. IVLU

Last updated Jun 13, 2026

DES (WisdomTree U.S. SmallCap Dividend Fund) and IVLU (iShares MSCI International Value Factor ETF) are both exchange-traded funds - DES is a Small Cap Blend Equities fund tracking the WisdomTree SmallCap Dividend (TR), while IVLU is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Enhanced Value Index. Both are passively managed. Over the past 10 years, DES returned 8.59%/yr vs 11.63%/yr for IVLU. A 0.65 correlation means they provide meaningful diversification when combined. DES charges 0.38%/yr vs 0.30%/yr for IVLU.

Performance

DES vs. IVLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. SmallCap Dividend Fund (DES) and iShares MSCI International Value Factor ETF (IVLU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DES achieves a 20.48% return, which is significantly higher than IVLU's 12.96% return. Over the past 10 years, DES has underperformed IVLU with an annualized return of 8.59%, while IVLU has yielded a comparatively higher 11.63% annualized return.

DES

1D
0.98%
1M
5.05%
YTD
20.48%
6M
17.29%
1Y
31.80%
3Y*
14.46%
5Y*
6.81%
10Y*
8.59%

IVLU

1D
0.56%
1M
0.66%
YTD
12.96%
6M
14.33%
1Y
35.32%
3Y*
23.53%
5Y*
14.06%
10Y*
11.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DES vs. IVLU - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DES
WisdomTree U.S. SmallCap Dividend Fund		20.48%0.25%9.93%16.50%-10.96%26.51%-4.26%20.26%-12.85%8.64%
IVLU
iShares MSCI International Value Factor ETF		12.96%46.09%6.76%20.07%-5.73%15.60%-4.50%15.60%-15.10%23.10%

Correlation

The correlation between DES and IVLU is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.63

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

0.63

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

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2015

0.65

The correlation between DES and IVLU has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.

DES vs. IVLU - Sectors Allocation Comparison

Sectors
DES
IVLU

Financial Services

23.7%
25.3%

Consumer Cyclical

14.8%
7.4%

Industrials

13.3%
17.2%

Energy

10.7%
5.1%

Real Estate

9.6%
1.5%

Basic Materials

6.0%
7.5%

Technology

5.5%
11.3%

Utilities

4.6%
3.3%

Consumer Defensive

4.3%
6.3%

Communication Services

2.8%
4.0%

Healthcare

1.7%
9.7%

Financial Services

DES
23.7%
IVLU
25.3%

Consumer Cyclical

DES
14.8%
IVLU
7.4%

Industrials

DES
13.3%
IVLU
17.2%

Energy

DES
10.7%
IVLU
5.1%

Real Estate

DES
9.6%
IVLU
1.5%

Basic Materials

DES
6.0%
IVLU
7.5%

Technology

DES
5.5%
IVLU
11.3%

Utilities

DES
4.6%
IVLU
3.3%

Consumer Defensive

DES
4.3%
IVLU
6.3%

Communication Services

DES
2.8%
IVLU
4.0%

Healthcare

DES
1.7%
IVLU
9.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree U.S. SmallCap Dividend Fund

iShares MSCI International Value Factor ETF

Often compared with DES:
DES vs. FDVVDES vs. AVUVDES vs. EESDES vs. IWNDES vs. SCHDDES vs. VBRDES vs. VXUS
Often compared with IVLU:
IVLU vs. DFIVIVLU vs. FIVAIVLU vs. VXUSIVLU vs. IDMOIVLU vs. IEFAIVLU vs. DISVIVLU vs. SFNNX

Return for Risk

DES vs. IVLU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DES
DES Risk / Return Rank: 6868
Overall Rank
DES Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DES Sortino Ratio Rank: 6767
Sortino Ratio Rank
DES Omega Ratio Rank: 6060
Omega Ratio Rank
DES Calmar Ratio Rank: 8383
Calmar Ratio Rank
DES Martin Ratio Rank: 6969
Martin Ratio Rank
IVLU
IVLU Risk / Return Rank: 7373
Overall Rank
IVLU Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IVLU Sortino Ratio Rank: 7777
Sortino Ratio Rank
IVLU Omega Ratio Rank: 7676
Omega Ratio Rank
IVLU Calmar Ratio Rank: 6767
Calmar Ratio Rank
IVLU Martin Ratio Rank: 6969
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.

DES vs. IVLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Dividend Fund (DES) and iShares MSCI International Value Factor ETF (IVLU). 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.

DESIVLUDifference
Sharpe ratioReturn per unit of total volatility
1.79
2.17

-0.38

Sortino ratioReturn per unit of downside risk
2.66
2.98

-0.32

Omega ratioGain probability vs. loss probability

1.32

1.39

-0.07

Calmar ratioReturn relative to maximum drawdown

3.87

2.90

+0.97

Martin ratioReturn relative to average drawdown

11.13

11.01

+0.12

DES vs. IVLU - Sharpe Ratio Comparison

The current DES Sharpe Ratio is 1.79, which is comparable to the IVLU Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of DES and IVLU, 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

DES vs. IVLU - Drawdown Comparison

The maximum DES drawdown since its inception was -65.48%, which is greater than IVLU's maximum drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for DES and IVLU.

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Drawdown Indicators

DESIVLUDifference

Max Drawdown

Largest peak-to-trough decline

-65.48%

-41.85%

-23.63%

Max Drawdown (1Y)

Largest decline over 1 year

-7.64%

-11.69%

+4.05%

Max Drawdown (3Y)

Largest decline over 3 years

-25.16%

-15.48%

-9.68%

Max Drawdown (5Y)

Largest decline over 5 years

-25.16%

-26.04%

+0.88%

Max Drawdown (10Y)

Largest decline over 10 years

-45.65%

-41.85%

-3.80%

Current Drawdown

Current decline from peak

0.00%

-0.53%

+0.53%

Average Drawdown

Average peak-to-trough decline

-9.67%

-8.57%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

3.09%

-0.43%

Volatility

DES vs. IVLU - Volatility Comparison

The current volatility for WisdomTree U.S. SmallCap Dividend Fund (DES) is 4.28%, while iShares MSCI International Value Factor ETF (IVLU) has a volatility of 5.44%. This indicates that DES experiences smaller price fluctuations and is considered to be less risky than IVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DESIVLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

5.44%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.97%

12.85%

-1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

16.48%

15.65%

+0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.58%

16.58%

+3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.97%

17.66%

+4.31%

DES vs. IVLU - Expense Ratio Comparison

DES has a 0.38% expense ratio, which is higher than IVLU's 0.30% expense ratio.

Dividends

DES vs. IVLU - Dividend Comparison

DES's dividend yield for the trailing twelve months is around 2.29%, less than IVLU's 3.28% yield.

PositionTTM20252024202320222021202020192018201720162015
DES
WisdomTree U.S. SmallCap Dividend Fund		2.29%2.85%2.81%2.65%2.89%2.31%2.75%2.68%3.65%2.89%2.70%3.09%
IVLU
iShares MSCI International Value Factor ETF		3.28%3.71%4.46%4.69%3.59%3.47%2.05%3.53%2.82%2.87%2.53%0.93%

Frequently Asked Questions

DES and IVLU have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVLU has higher volatility (5.44%) compared to DES (4.28%). In terms of maximum drawdown, DES dropped -65.48% vs IVLU's -41.85%.

On 10-year performance, IVLU leads with 11.63% vs 8.59% for DES. On fees, IVLU is cheaper at 0.30% per year. On volatility, DES has been the lower-risk option at 4.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IVLU has performed better with a 11.63% return vs 8.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVLU is cheaper with a 0.30% expense ratio, compared with 0.38% for DES.

IVLU has the higher dividend yield at 3.28%, compared with 2.29% for DES.

DES is categorized as Small Cap Blend Equities, while IVLU is Foreign Large Cap Equities. DES tracks WisdomTree SmallCap Dividend (TR), while IVLU tracks MSCI World ex USA Enhanced Value Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for DES and 0.30% for IVLU.

IVLU currently has the higher Sharpe Ratio (2.17 vs 1.79), 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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