IMFL vs. ISRA
Compare and contrast key facts about Invesco International Developed Dynamic Multifactor ETF (IMFL) and VanEck Vectors Israel ETF (ISRA).
IMFL and ISRA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMFL is a passively managed fund by Invesco that tracks the performance of the FTSE Developed ex US Invesco Dynamic Multifactor Index. It was launched on Feb 24, 2021. ISRA is a passively managed fund by VanEck that tracks the performance of the BlueStar Israel Global Index. It was launched on Jun 25, 2013. Both IMFL and ISRA 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
IMFL vs. ISRA - Performance Comparison
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IMFL vs. ISRA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IMFL Invesco International Developed Dynamic Multifactor ETF | 7.24% | 30.89% | -3.57% | 25.51% | -17.32% | 6.94% |
ISRA VanEck Vectors Israel ETF | 2.82% | 36.98% | 26.03% | -0.08% | -25.76% | 4.54% |
Returns By Period
In the year-to-date period, IMFL achieves a 7.24% return, which is significantly higher than ISRA's 2.82% return.
IMFL
- 1D
- 3.30%
- 1M
- -8.04%
- YTD
- 7.24%
- 6M
- 16.45%
- 1Y
- 33.09%
- 3Y*
- 14.53%
- 5Y*
- 7.85%
- 10Y*
- —
ISRA
- 1D
- 4.70%
- 1M
- -1.45%
- YTD
- 2.82%
- 6M
- 12.36%
- 1Y
- 45.42%
- 3Y*
- 20.81%
- 5Y*
- 7.67%
- 10Y*
- 9.48%
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IMFL vs. ISRA - Expense Ratio Comparison
IMFL has a 0.34% expense ratio, which is lower than ISRA's 0.60% expense ratio.
Return for Risk
IMFL vs. ISRA — Risk / Return Rank
IMFL
ISRA
IMFL vs. ISRA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco International Developed Dynamic Multifactor ETF (IMFL) and VanEck Vectors Israel ETF (ISRA). 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.
| IMFL | ISRA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 1.95 | +0.06 |
Sortino ratioReturn per unit of downside risk | 2.61 | 2.73 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.35 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 4.07 | -1.38 |
Martin ratioReturn relative to average drawdown | 10.54 | 15.07 | -4.53 |
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
| IMFL | ISRA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 1.95 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.35 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.43 | +0.10 |
Correlation
The correlation between IMFL and ISRA is 0.62, 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
IMFL vs. ISRA - Dividend Comparison
IMFL's dividend yield for the trailing twelve months is around 3.15%, more than ISRA's 1.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMFL Invesco International Developed Dynamic Multifactor ETF | 3.15% | 2.88% | 3.56% | 3.85% | 3.35% | 3.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISRA VanEck Vectors Israel ETF | 1.44% | 1.48% | 1.21% | 1.89% | 1.36% | 1.28% | 0.17% | 1.38% | 0.76% | 1.58% | 1.62% | 1.31% |
Drawdowns
IMFL vs. ISRA - Drawdown Comparison
The maximum IMFL drawdown since its inception was -33.26%, smaller than the maximum ISRA drawdown of -45.02%. Use the drawdown chart below to compare losses from any high point for IMFL and ISRA.
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Drawdown Indicators
| IMFL | ISRA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -45.02% | +11.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -11.02% | -0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -33.26% | -45.02% | +11.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.02% | — |
Current DrawdownCurrent decline from peak | -8.70% | -6.83% | -1.87% |
Average DrawdownAverage peak-to-trough decline | -7.37% | -11.32% | +3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.97% | +0.03% |
Volatility
IMFL vs. ISRA - Volatility Comparison
The current volatility for Invesco International Developed Dynamic Multifactor ETF (IMFL) is 7.94%, while VanEck Vectors Israel ETF (ISRA) has a volatility of 8.99%. This indicates that IMFL experiences smaller price fluctuations and is considered to be less risky than ISRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMFL | ISRA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.94% | 8.99% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 15.48% | -3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.63% | 23.44% | -6.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.89% | 21.86% | -5.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 20.87% | -5.01% |