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ISVL vs. AVDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ISVLAVDV
YTD Return1.12%3.06%
1Y Return10.23%11.67%
3Y Return (Ann)1.69%2.73%
Sharpe Ratio0.770.85
Daily Std Dev13.77%13.85%
Max Drawdown-30.48%-43.01%
Current Drawdown-3.64%-3.11%

Correlation

-0.50.00.51.01.0

The correlation between ISVL and AVDV is 0.97, 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

ISVL vs. AVDV - Performance Comparison

In the year-to-date period, ISVL achieves a 1.12% return, which is significantly lower than AVDV's 3.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
10.49%
13.74%
ISVL
AVDV

Compare stocks, funds, or ETFs

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


iShares International Developed Small Cap Value Factor ETF

Avantis International Small Cap Value ETF

ISVL vs. AVDV - Expense Ratio Comparison

ISVL has a 0.30% expense ratio, which is lower than AVDV's 0.36% expense ratio.


AVDV
Avantis International Small Cap Value ETF
Expense ratio chart for AVDV: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for ISVL: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

ISVL vs. AVDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Small Cap Value Factor ETF (ISVL) and Avantis International Small Cap Value ETF (AVDV). 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.


ISVL
Sharpe ratio
The chart of Sharpe ratio for ISVL, currently valued at 0.77, compared to the broader market-1.000.001.002.003.004.000.77
Sortino ratio
The chart of Sortino ratio for ISVL, currently valued at 1.21, compared to the broader market-2.000.002.004.006.008.001.21
Omega ratio
The chart of Omega ratio for ISVL, currently valued at 1.14, compared to the broader market1.001.502.001.14
Calmar ratio
The chart of Calmar ratio for ISVL, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.000.58
Martin ratio
The chart of Martin ratio for ISVL, currently valued at 2.38, compared to the broader market0.0010.0020.0030.0040.0050.0060.002.38
AVDV
Sharpe ratio
The chart of Sharpe ratio for AVDV, currently valued at 0.85, compared to the broader market-1.000.001.002.003.004.000.85
Sortino ratio
The chart of Sortino ratio for AVDV, currently valued at 1.30, compared to the broader market-2.000.002.004.006.008.001.30
Omega ratio
The chart of Omega ratio for AVDV, currently valued at 1.15, compared to the broader market1.001.502.001.15
Calmar ratio
The chart of Calmar ratio for AVDV, currently valued at 0.84, compared to the broader market0.002.004.006.008.0010.000.84
Martin ratio
The chart of Martin ratio for AVDV, currently valued at 3.19, compared to the broader market0.0010.0020.0030.0040.0050.0060.003.19

ISVL vs. AVDV - Sharpe Ratio Comparison

The current ISVL Sharpe Ratio is 0.77, which roughly equals the AVDV Sharpe Ratio of 0.85. The chart below compares the 12-month rolling Sharpe Ratio of ISVL and AVDV.


Rolling 12-month Sharpe Ratio0.200.400.600.801.001.201.40NovemberDecember2024FebruaryMarchApril
0.77
0.85
ISVL
AVDV

Dividends

ISVL vs. AVDV - Dividend Comparison

ISVL's dividend yield for the trailing twelve months is around 3.78%, more than AVDV's 3.19% yield.


TTM20232022202120202019
ISVL
iShares International Developed Small Cap Value Factor ETF
3.78%3.82%3.37%2.82%0.00%0.00%
AVDV
Avantis International Small Cap Value ETF
3.19%3.29%3.17%2.39%1.67%0.37%

Drawdowns

ISVL vs. AVDV - Drawdown Comparison

The maximum ISVL drawdown since its inception was -30.48%, smaller than the maximum AVDV drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for ISVL and AVDV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.64%
-3.11%
ISVL
AVDV

Volatility

ISVL vs. AVDV - Volatility Comparison

iShares International Developed Small Cap Value Factor ETF (ISVL) and Avantis International Small Cap Value ETF (AVDV) have volatilities of 3.19% and 3.33%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%NovemberDecember2024FebruaryMarchApril
3.19%
3.33%
ISVL
AVDV