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