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ISCV vs. SLYV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ISCVSLYV
YTD Return-2.86%-6.15%
1Y Return13.35%6.51%
3Y Return (Ann)1.77%-0.44%
5Y Return (Ann)6.06%6.31%
10Y Return (Ann)5.95%7.47%
Sharpe Ratio0.670.29
Daily Std Dev19.81%21.35%
Max Drawdown-63.14%-61.32%
Current Drawdown-6.42%-9.26%

Correlation

-0.50.00.51.00.9

The correlation between ISCV and SLYV is 0.95, 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

ISCV vs. SLYV - Performance Comparison

In the year-to-date period, ISCV achieves a -2.86% return, which is significantly higher than SLYV's -6.15% return. Over the past 10 years, ISCV has underperformed SLYV with an annualized return of 5.95%, while SLYV has yielded a comparatively higher 7.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
19.30%
16.01%
ISCV
SLYV

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 Value ETF

SPDR S&P 600 Small Cap Value ETF

ISCV vs. SLYV - Expense Ratio Comparison

ISCV has a 0.06% expense ratio, which is lower than SLYV's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SLYV
SPDR S&P 600 Small Cap Value ETF
Expense ratio chart for SLYV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for ISCV: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

ISCV vs. SLYV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Small Cap Value ETF (ISCV) and SPDR S&P 600 Small Cap Value ETF (SLYV). 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.


ISCV
Sharpe ratio
The chart of Sharpe ratio for ISCV, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.000.67
Sortino ratio
The chart of Sortino ratio for ISCV, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.001.13
Omega ratio
The chart of Omega ratio for ISCV, currently valued at 1.12, compared to the broader market1.001.502.001.12
Calmar ratio
The chart of Calmar ratio for ISCV, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.000.67
Martin ratio
The chart of Martin ratio for ISCV, currently valued at 2.11, compared to the broader market0.0010.0020.0030.0040.0050.0060.002.11
SLYV
Sharpe ratio
The chart of Sharpe ratio for SLYV, currently valued at 0.29, compared to the broader market-1.000.001.002.003.004.000.29
Sortino ratio
The chart of Sortino ratio for SLYV, currently valued at 0.60, compared to the broader market-2.000.002.004.006.008.000.60
Omega ratio
The chart of Omega ratio for SLYV, currently valued at 1.07, compared to the broader market1.001.502.001.07
Calmar ratio
The chart of Calmar ratio for SLYV, currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.000.27
Martin ratio
The chart of Martin ratio for SLYV, currently valued at 0.87, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.87

ISCV vs. SLYV - Sharpe Ratio Comparison

The current ISCV Sharpe Ratio is 0.67, which is higher than the SLYV Sharpe Ratio of 0.29. The chart below compares the 12-month rolling Sharpe Ratio of ISCV and SLYV.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
0.67
0.29
ISCV
SLYV

Dividends

ISCV vs. SLYV - Dividend Comparison

ISCV's dividend yield for the trailing twelve months is around 2.21%, less than SLYV's 2.32% yield.


TTM20232022202120202019201820172016201520142013
ISCV
iShares Morningstar Small Cap Value ETF
2.21%2.21%2.12%1.95%2.01%2.36%2.48%1.74%2.49%2.60%2.40%1.81%
SLYV
SPDR S&P 600 Small Cap Value ETF
2.32%2.11%1.47%1.94%1.40%1.66%2.14%5.53%2.18%6.55%7.50%1.58%

Drawdowns

ISCV vs. SLYV - Drawdown Comparison

The maximum ISCV drawdown since its inception was -63.14%, roughly equal to the maximum SLYV drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for ISCV and SLYV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.42%
-9.26%
ISCV
SLYV

Volatility

ISCV vs. SLYV - Volatility Comparison

The current volatility for iShares Morningstar Small Cap Value ETF (ISCV) is 5.41%, while SPDR S&P 600 Small Cap Value ETF (SLYV) has a volatility of 6.30%. This indicates that ISCV experiences smaller price fluctuations and is considered to be less risky than SLYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2024FebruaryMarchApril
5.41%
6.30%
ISCV
SLYV