ENVA vs. ISVL
ENVA (Enova International, Inc.) is a stock, while ISVL (iShares International Developed Small Cap Value Factor ETF) is Small Cap Value Equities fund tracking the FTSE Developed ex US ex Korea Small Cap Focused Value Index. Over the past 5 years, ENVA returned 34.17%/yr vs 10.07%/yr for ISVL. At a 0.49 correlation, their price movements are largely independent.
Performance
ENVA vs. ISVL - Performance Comparison
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Returns By Period
In the year-to-date period, ENVA achieves a 1.08% return, which is significantly lower than ISVL's 8.45% return.
ENVA
- 1D
- -2.86%
- 1M
- -3.06%
- YTD
- 1.08%
- 6M
- 17.36%
- 1Y
- 69.06%
- 3Y*
- 48.21%
- 5Y*
- 34.17%
- 10Y*
- 35.93%
ISVL
- 1D
- -1.11%
- 1M
- 2.16%
- YTD
- 8.45%
- 6M
- 12.58%
- 1Y
- 28.37%
- 3Y*
- 21.34%
- 5Y*
- 10.07%
- 10Y*
- —
ENVA vs. ISVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ENVA Enova International, Inc. | 1.08% | 63.95% | 73.19% | 44.28% | -6.32% | 16.76% |
ISVL iShares International Developed Small Cap Value Factor ETF | 8.45% | 42.84% | 4.58% | 17.56% | -13.69% | 7.69% |
Correlation
The correlation between ENVA and ISVL is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2021 | 0.49 |
The correlation between ENVA and ISVL shifts across timeframes, from 0.33 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ENVA vs. ISVL — Risk / Return Rank
ENVA
ISVL
ENVA vs. ISVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enova International, Inc. (ENVA) 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.
| ENVA | ISVL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.36 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 2.28 | +0.52 |
| Martin ratioReturn relative to average drawdown | 7.24 | 8.95 | -1.71 |
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
| ENVA | ISVL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.98 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.60 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.70 | -0.37 |
Drawdowns
ENVA vs. ISVL - Drawdown Comparison
The maximum ENVA drawdown since its inception was -81.56%, which is greater than ISVL's maximum drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for ENVA and ISVL.
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Drawdown Indicators
| ENVA | ISVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.56% | -30.48% | -51.08% |
Max Drawdown (1Y)Largest decline over 1 year | -24.75% | -12.48% | -12.27% |
Max Drawdown (3Y)Largest decline over 3 years | -37.01% | -12.93% | -24.08% |
Max Drawdown (5Y)Largest decline over 5 years | -42.84% | -30.48% | -12.36% |
Max Drawdown (10Y)Largest decline over 10 years | -77.57% | — | — |
Current DrawdownCurrent decline from peak | -9.15% | -2.16% | -6.99% |
Average DrawdownAverage peak-to-trough decline | -29.63% | -6.66% | -22.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.57% | 3.18% | +6.39% |
Volatility
ENVA vs. ISVL - Volatility Comparison
Enova International, Inc. (ENVA) has a higher volatility of 9.43% compared to iShares International Developed Small Cap Value Factor ETF (ISVL) at 4.54%. This indicates that ENVA'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
| ENVA | ISVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.43% | 4.54% | +4.89% |
Volatility (6M)Calculated over the trailing 6-month period | 27.80% | 12.01% | +15.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.72% | 14.47% | +23.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.23% | 16.90% | +23.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.30% | 16.78% | +32.52% |
Dividends
ENVA vs. ISVL - Dividend Comparison
ENVA has not paid dividends to shareholders, while ISVL's dividend yield for the trailing twelve months is around 2.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
ENVA Enova International, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISVL iShares International Developed Small Cap Value Factor ETF | 2.48% | 2.69% | 3.92% | 3.82% | 3.37% | 2.82% |
Frequently Asked Questions
ENVA and ISVL have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENVA has higher volatility (9.43%) compared to ISVL (4.54%). In terms of maximum drawdown, ENVA dropped -81.56% vs ISVL's -30.48%.
ISVL currently has the higher Sharpe Ratio (1.98 vs 1.84), 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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