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ISCB vs. BKSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISCB vs. BKSE

Last updated Aug 2, 2026
Documentation

ISCB (iShares Morningstar Small-Cap ETF) and BKSE (BNY Mellon US Small Cap Core Equity ETF) are both exchange-traded funds - ISCB is a Small Cap Blend Equities fund tracking the Morningstar US Small Cap Extended Index, while BKSE is a Small Cap Growth Equities fund tracking the Morningstar US Small Cap Index. Both are passively managed. Over the past 5 years, ISCB returned 7.13%/yr vs 8.43%/yr for BKSE. Their 0.97 correlation means they have historically moved very closely together. Both charge a 0.04% expense ratio.

Performance

ISCB vs. BKSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Small-Cap ETF (ISCB) and BNY Mellon US Small Cap Core Equity ETF (BKSE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISCB achieves a 14.99% return, which is significantly lower than BKSE's 18.16% return.

ISCB

1D
-0.18%
1M
-0.92%
6M
10.53%
YTD
14.99%
1Y
29.06%
3Y*
14.03%
5Y*
7.13%
10Y*
9.25%
ALL TIME*
8.89%

BKSE

1D
-0.45%
1M
-0.69%
6M
12.42%
YTD
18.16%
1Y
34.85%
3Y*
15.52%
5Y*
8.43%
10Y*
—
ALL TIME*
16.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

BKSE

BNY Mellon US Small Cap Core Equity ETF
$332.93K$229.57K$249.71K

ISCB

iShares Morningstar Small-Cap ETF
$562.81K$433.76K$308.14K

ISCB vs. BKSE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
ISCB
iShares Morningstar Small-Cap ETF		14.99%12.46%10.90%19.51%-19.04%17.46%51.22%
BKSE
BNY Mellon US Small Cap Core Equity ETF		18.16%13.09%9.56%22.37%-18.44%16.18%53.89%

Correlation

The correlation between ISCB and BKSE is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.98

Correlation (3Y)
Balances recent behavior with more history.

0.99

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.99

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2020

0.97

The correlation between ISCB and BKSE has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

ISCB vs. BKSE - Sectors Allocation Comparison

Sectors
ISCB
BKSE

Financial Services

16.6%
16.4%

Industrials

16.3%
14.9%

Technology

15.0%
16.0%

Healthcare

14.9%
14.2%

Consumer Cyclical

11.1%
13.5%

Real Estate

8.3%
7.2%

Basic Materials

4.5%
4.3%

Energy

4.2%
5.9%

Consumer Defensive

3.8%
2.6%

Communication Services

2.6%
2.0%

Utilities

2.5%
3.1%

Financial Services

ISCB
16.6%
BKSE
16.4%

Industrials

ISCB
16.3%
BKSE
14.9%

Technology

ISCB
15.0%
BKSE
16.0%

Healthcare

ISCB
14.9%
BKSE
14.2%

Consumer Cyclical

ISCB
11.1%
BKSE
13.5%

Real Estate

ISCB
8.3%
BKSE
7.2%

Basic Materials

ISCB
4.5%
BKSE
4.3%

Energy

ISCB
4.2%
BKSE
5.9%

Consumer Defensive

ISCB
3.8%
BKSE
2.6%

Communication Services

ISCB
2.6%
BKSE
2.0%

Utilities

ISCB
2.5%
BKSE
3.1%

Compare stocks, funds, or ETFs

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

iShares Morningstar Small-Cap ETF

BNY Mellon US Small Cap Core Equity ETF

Often compared with ISCB:
ISCB vs. VBISCB vs. ISCGISCB vs. IJRISCB vs. SPSMISCB vs. IWMISCB vs. IMCBISCB vs. SCHA
Often compared with BKSE:
BKSE vs. VBBKSE vs. IJRBKSE vs. VIOGBKSE vs. SCHABKSE vs. FESMBKSE vs. PSCDBKSE vs. FSMD

Return for Risk

ISCB vs. BKSE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
ISCB
ISCB Risk / Return Rank: 7575
Overall Rank
ISCB Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ISCB Sortino Ratio Rank: 7575
Sortino Ratio Rank
ISCB Omega Ratio Rank: 6868
Omega Ratio Rank
ISCB Calmar Ratio Rank: 8080
Calmar Ratio Rank
ISCB Martin Ratio Rank: 8080
Martin Ratio Rank
BKSE
BKSE Risk / Return Rank: 8383
Overall Rank
BKSE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BKSE Sortino Ratio Rank: 8383
Sortino Ratio Rank
BKSE Omega Ratio Rank: 7777
Omega Ratio Rank
BKSE Calmar Ratio Rank: 8787
Calmar Ratio Rank
BKSE Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ISCB vs. BKSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Small-Cap ETF (ISCB) and BNY Mellon US Small Cap Core Equity ETF (BKSE). 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.

ISCBBKSEDifference
Sharpe ratioReturn per unit of total volatility
1.65
1.88

-0.23

Sortino ratioReturn per unit of downside risk
2.41
2.74

-0.34

Omega ratioGain probability vs. loss probability

1.29

1.32

-0.04

Calmar ratioReturn relative to maximum drawdown

2.88

3.47

-0.59

Martin ratioReturn relative to average drawdown

10.43

12.47

-2.03

ISCB vs. BKSE - Sharpe Ratio Comparison

The current ISCB Sharpe Ratio is 1.65, which is comparable to the BKSE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of ISCB and BKSE, 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

ISCB vs. BKSE - Drawdown Comparison

The maximum ISCB drawdown since its inception was -61.25%, which is greater than BKSE's maximum drawdown of -29.08%. Use the drawdown chart below to compare losses from any high point for ISCB and BKSE.

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Drawdown Indicators

ISCBBKSEDifference

Max Drawdown

Largest peak-to-trough decline

-61.25%

-29.08%

-32.17%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-9.40%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-26.22%

-26.76%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-29.94%

-29.08%

-0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-44.18%

—

—

Current Drawdown

Current decline from peak

-1.57%

-1.42%

-0.15%

Average Drawdown

Average peak-to-trough decline

-9.74%

-8.85%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.62%

-0.03%

Volatility

ISCB vs. BKSE - Volatility Comparison

iShares Morningstar Small-Cap ETF (ISCB) and BNY Mellon US Small Cap Core Equity ETF (BKSE) have volatilities of 3.32% and 3.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISCBBKSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

3.37%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.48%

11.92%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

17.42%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.27%

21.34%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.61%

22.12%

+0.49%

ISCB vs. BKSE - Expense Ratio Comparison

Both ISCB and BKSE have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

ISCB vs. BKSE - Dividend Comparison

ISCB's dividend yield for the trailing twelve months is around 1.28%, more than BKSE's 1.21% yield.

PositionTTM20252024202320222021202020192018201720162015
BKSE
BNY Mellon US Small Cap Core Equity ETF		1.21%1.26%1.55%1.38%1.50%1.17%0.82%0.00%0.00%0.00%0.00%0.00%
ISCB
iShares Morningstar Small-Cap ETF		1.28%1.38%1.31%1.49%1.63%1.26%1.26%1.25%1.60%1.24%1.58%1.40%

Frequently Asked Questions

With a correlation of 0.98, ISCB and BKSE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BKSE has higher volatility (3.37%) compared to ISCB (3.32%). In terms of maximum drawdown, ISCB dropped -61.25% vs BKSE's -29.08%.

On 5-year performance, BKSE leads with 8.43% vs 7.13% for ISCB. Both ETFs have the same 0.04% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BKSE has performed better with a 8.43% return vs 7.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISCB and BKSE have the same expense ratio: 0.04% per year.

ISCB has the higher dividend yield at 1.28%, compared with 1.21% for BKSE.

ISCB is categorized as Small Cap Blend Equities, while BKSE is Small Cap Growth Equities. ISCB tracks Morningstar US Small Cap Extended Index, while BKSE tracks Morningstar US Small Cap Index. They also come from different issuers: iShares and BNY Mellon.

BKSE currently has the higher Sharpe Ratio (1.88 vs 1.65), 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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