INTF vs. IVLU
Compare and contrast key facts about iShares MSCI Intl Multifactor ETF (INTF) and iShares MSCI Intl Value Factor ETF (IVLU).
INTF and IVLU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. INTF is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Diversified Multi-Factor. It was launched on Apr 28, 2015. IVLU is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Enhanced Value. It was launched on Jun 16, 2015. Both INTF and IVLU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: INTF or IVLU.
Key characteristics
| INTF | IVLU | |
|---|---|---|
| YTD Return | 8.84% | 8.92% |
| 1Y Return | 20.68% | 19.74% |
| 3Y Return (Ann) | 3.70% | 6.89% |
| 5Y Return (Ann) | 5.94% | 6.74% |
| Sharpe Ratio | 1.61 | 1.53 |
| Sortino Ratio | 2.26 | 2.10 |
| Omega Ratio | 1.28 | 1.26 |
| Calmar Ratio | 2.03 | 2.47 |
| Martin Ratio | 9.01 | 8.45 |
| Ulcer Index | 2.33% | 2.35% |
| Daily Std Dev | 13.07% | 12.94% |
| Max Drawdown | -40.39% | -41.86% |
| Current Drawdown | -5.88% | -5.49% |
Correlation
The correlation between INTF and IVLU is 0.87, 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.
Performance
INTF vs. IVLU - Performance Comparison
The year-to-date returns for both investments are quite close, with INTF having a 8.84% return and IVLU slightly higher at 8.92%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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INTF vs. IVLU - Expense Ratio Comparison
Both INTF and IVLU have an expense ratio of 0.30%.
Risk-Adjusted Performance
INTF vs. IVLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Multifactor ETF (INTF) and iShares MSCI Intl 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.
Dividends
INTF vs. IVLU - Dividend Comparison
INTF's dividend yield for the trailing twelve months is around 3.49%, less than IVLU's 4.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
INTF iShares MSCI Intl Multifactor ETF | 3.49% | 3.59% | 2.81% | 5.38% | 2.06% | 3.65% | 2.62% | 3.25% | 1.66% | 0.85% |
IVLU iShares MSCI Intl Value Factor ETF | 4.47% | 4.69% | 3.59% | 3.25% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
Drawdowns
INTF vs. IVLU - Drawdown Comparison
The maximum INTF drawdown since its inception was -40.39%, roughly equal to the maximum IVLU drawdown of -41.86%. Use the drawdown chart below to compare losses from any high point for INTF and IVLU. For additional features, visit the drawdowns tool.
Volatility
INTF vs. IVLU - Volatility Comparison
iShares MSCI Intl Multifactor ETF (INTF) has a higher volatility of 4.19% compared to iShares MSCI Intl Value Factor ETF (IVLU) at 3.81%. This indicates that INTF's price experiences larger fluctuations and is considered to be riskier than IVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.