ISVL vs. DGRO
Compare and contrast key facts about iShares International Developed Small Cap Value Factor ETF (ISVL) and iShares Core Dividend Growth ETF (DGRO).
ISVL and DGRO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISVL is a passively managed fund by iShares that tracks the performance of the FTSE Developed ex US ex Korea Small Cap Focused Value Index. It was launched on Mar 23, 2021. DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014. Both ISVL and DGRO 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
ISVL vs. DGRO - Performance Comparison
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ISVL vs. DGRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ISVL iShares International Developed Small Cap Value Factor ETF | 2.94% | 42.84% | 4.58% | 17.56% | -13.69% | 7.69% |
DGRO iShares Core Dividend Growth ETF | 1.60% | 15.69% | 16.62% | 10.47% | -7.91% | 18.49% |
Returns By Period
In the year-to-date period, ISVL achieves a 2.94% return, which is significantly higher than DGRO's 1.60% return.
ISVL
- 1D
- 1.80%
- 1M
- -5.06%
- YTD
- 2.94%
- 6M
- 9.67%
- 1Y
- 35.81%
- 3Y*
- 19.74%
- 5Y*
- 10.61%
- 10Y*
- —
DGRO
- 1D
- 0.03%
- 1M
- -4.46%
- YTD
- 1.60%
- 6M
- 3.88%
- 1Y
- 16.44%
- 3Y*
- 14.60%
- 5Y*
- 10.14%
- 10Y*
- 12.81%
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ISVL vs. DGRO - Expense Ratio Comparison
ISVL has a 0.30% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Return for Risk
ISVL vs. DGRO — Risk / Return Rank
ISVL
DGRO
ISVL vs. DGRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Small Cap Value Factor ETF (ISVL) and iShares Core Dividend Growth ETF (DGRO). 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 | DGRO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 1.14 | +0.89 |
Sortino ratioReturn per unit of downside risk | 2.78 | 1.66 | +1.12 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.25 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.88 | 1.48 | +1.41 |
Martin ratioReturn relative to average drawdown | 11.65 | 6.80 | +4.84 |
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
| ISVL | DGRO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 1.14 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.74 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.73 | -0.08 |
Correlation
The correlation between ISVL and DGRO is 0.70, 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.
Dividends
ISVL vs. DGRO - Dividend Comparison
ISVL's dividend yield for the trailing twelve months is around 2.61%, more than DGRO's 2.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISVL iShares International Developed Small Cap Value Factor ETF | 2.61% | 2.69% | 3.92% | 3.82% | 3.37% | 2.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRO iShares Core Dividend Growth ETF | 2.10% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
Drawdowns
ISVL vs. DGRO - Drawdown Comparison
The maximum ISVL drawdown since its inception was -30.48%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for ISVL and DGRO.
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Drawdown Indicators
| ISVL | DGRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.48% | -35.10% | +4.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -10.92% | -1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -30.48% | -19.31% | -11.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.10% | — |
Current DrawdownCurrent decline from peak | -7.13% | -4.70% | -2.43% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -3.48% | -3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.37% | +0.72% |
Volatility
ISVL vs. DGRO - Volatility Comparison
iShares International Developed Small Cap Value Factor ETF (ISVL) has a higher volatility of 7.26% compared to iShares Core Dividend Growth ETF (DGRO) at 3.57%. This indicates that ISVL's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISVL | DGRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.26% | 3.57% | +3.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 7.21% | +3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.70% | 14.47% | +3.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 13.84% | +2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 16.63% | +0.13% |