ILCV vs. CSTK

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Morningstar Value ETF (ILCV) and Invesco Comstock Contrarian Equity ETF (CSTK).

ILCV and CSTK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ILCV is a passively managed fund by iShares that tracks the performance of the Morningstar US Large-Mid Cap Broad Value Index. It was launched on Jun 28, 2004. CSTK is an actively managed fund by Invesco. It was launched on May 5, 2025.

Performance

ILCV vs. CSTK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Value ETF (ILCV) and Invesco Comstock Contrarian Equity ETF (CSTK). The values are adjusted to include any dividend payments, if applicable.

ILCV vs. CSTK - Yearly Performance Comparison

	2026 (YTD)	2025
ILCV iShares Morningstar Value ETF	-0.92%	21.58%
CSTK Invesco Comstock Contrarian Equity ETF	0.02%	18.33%

Returns By Period

In the year-to-date period, ILCV achieves a -0.92% return, which is significantly lower than CSTK's 0.02% return.

ILCV

• 1D: 1.96%
• 1M: -4.49%
• YTD: -0.92%
• 6M: 4.39%
• 1Y: 16.47%
• 3Y*: 15.74%
• 5Y*: 10.84%
• 10Y*: 10.99%

CSTK

• 1D: 2.30%
• 1M: -5.52%
• YTD: 0.02%
• 6M: 4.52%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ILCV vs. CSTK - Expense Ratio Comparison

ILCV has a 0.04% expense ratio, which is lower than CSTK's 0.35% expense ratio.

CSTK

Invesco Comstock Contrarian Equity ETF

ILCV

iShares Morningstar Value ETF

Return for Risk

ILCV vs. CSTK — Risk / Return Rank

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

ILCV

ILCV Risk / Return Rank: 66
ILCV Sharpe Ratio Rank: 64
ILCV Sortino Ratio Rank: 64
ILCV Omega Ratio Rank: 68
ILCV Calmar Ratio Rank: 61
ILCV Martin Ratio Rank: 72

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.

ILCV vs. CSTK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Value ETF (ILCV) and Invesco Comstock Contrarian Equity ETF (CSTK). 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.

	ILCV	CSTK	Difference
Sharpe ratio Return per unit of total volatility	1.08	—	—
Sortino ratio Return per unit of downside risk	1.57	—	—
Omega ratio Gain probability vs. loss probability	1.24	—	—
Calmar ratio Return relative to maximum drawdown	1.50	—	—
Martin ratio Return relative to average drawdown	7.14	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ILCV	CSTK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.08	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	1.78	-1.34

Correlation

The correlation between ILCV and CSTK is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ILCV vs. CSTK - Dividend Comparison

ILCV's dividend yield for the trailing twelve months is around 1.77%, less than CSTK's 1.97% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ILCV iShares Morningstar Value ETF	1.77%	1.77%	1.99%	2.27%	2.32%	2.01%	2.96%	2.70%	2.93%	2.32%	2.76%	3.01%
CSTK Invesco Comstock Contrarian Equity ETF	1.97%	1.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

ILCV vs. CSTK - Drawdown Comparison

The maximum ILCV drawdown since its inception was -58.63%, which is greater than CSTK's maximum drawdown of -8.87%. Use the drawdown chart below to compare losses from any high point for ILCV and CSTK.

Drawdown Indicators

	ILCV	CSTK	Difference
Max Drawdown Largest peak-to-trough decline	-58.63%	-8.87%	-49.76%
Max Drawdown (1Y) Largest decline over 1 year	-11.82%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.58%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.53%	—	—
Current Drawdown Current decline from peak	-4.72%	-6.78%	+2.06%
Average Drawdown Average peak-to-trough decline	-9.39%	-1.26%	-8.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.48%	—	—

Volatility

Volatility by Period

	ILCV	CSTK	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.81%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.65%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.31%	11.70%	+3.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.26%	11.70%	+2.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.68%	11.70%	+4.98%