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

Correlation

The correlation between ISVL and DISVX is 0.68, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

ISVL vs. DISVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Developed Small Cap Value Factor ETF (ISVL) and DFA International Small Cap Value Portfolio (DISVX). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
27.40%
39.48%
ISVL
DISVX

Key characteristics

Sharpe Ratio

ISVL:

0.85

DISVX:

1.11

Sortino Ratio

ISVL:

1.29

DISVX:

1.52

Omega Ratio

ISVL:

1.18

DISVX:

1.22

Calmar Ratio

ISVL:

1.22

DISVX:

1.38

Martin Ratio

ISVL:

3.45

DISVX:

4.54

Ulcer Index

ISVL:

4.44%

DISVX:

4.17%

Daily Std Dev

ISVL:

18.04%

DISVX:

17.04%

Max Drawdown

ISVL:

-30.48%

DISVX:

-60.04%

Current Drawdown

ISVL:

0.00%

DISVX:

-0.19%

Returns By Period

In the year-to-date period, ISVL achieves a 11.48% return, which is significantly lower than DISVX's 13.82% return.


ISVL

YTD

11.48%

1M

0.44%

6M

6.97%

1Y

14.70%

5Y*

N/A

10Y*

N/A

DISVX

YTD

13.82%

1M

0.49%

6M

10.83%

1Y

18.23%

5Y*

16.65%

10Y*

6.25%

*Annualized

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ISVL vs. DISVX - Expense Ratio Comparison

ISVL has a 0.30% expense ratio, which is lower than DISVX's 0.46% expense ratio.


Expense ratio chart for DISVX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DISVX: 0.46%
Expense ratio chart for ISVL: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ISVL: 0.30%

Risk-Adjusted Performance

ISVL vs. DISVX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ISVL
The Risk-Adjusted Performance Rank of ISVL is 7979
Overall Rank
The Sharpe Ratio Rank of ISVL is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ISVL is 7777
Sortino Ratio Rank
The Omega Ratio Rank of ISVL is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ISVL is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ISVL is 7777
Martin Ratio Rank

DISVX
The Risk-Adjusted Performance Rank of DISVX is 8383
Overall Rank
The Sharpe Ratio Rank of DISVX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of DISVX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of DISVX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DISVX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of DISVX is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ISVL vs. DISVX - 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 DFA International Small Cap Value Portfolio (DISVX). 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.


The chart of Sharpe ratio for ISVL, currently valued at 0.85, compared to the broader market-1.000.001.002.003.004.00
ISVL: 0.85
DISVX: 1.11
The chart of Sortino ratio for ISVL, currently valued at 1.29, compared to the broader market-2.000.002.004.006.008.00
ISVL: 1.29
DISVX: 1.52
The chart of Omega ratio for ISVL, currently valued at 1.18, compared to the broader market0.501.001.502.002.50
ISVL: 1.18
DISVX: 1.22
The chart of Calmar ratio for ISVL, currently valued at 1.22, compared to the broader market0.002.004.006.008.0010.0012.00
ISVL: 1.22
DISVX: 1.38
The chart of Martin ratio for ISVL, currently valued at 3.45, compared to the broader market0.0020.0040.0060.00
ISVL: 3.45
DISVX: 4.54

The current ISVL Sharpe Ratio is 0.85, which is comparable to the DISVX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of ISVL and DISVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.85
1.11
ISVL
DISVX

Dividends

ISVL vs. DISVX - Dividend Comparison

ISVL's dividend yield for the trailing twelve months is around 3.51%, less than DISVX's 4.06% yield.


TTM20242023202220212020201920182017201620152014
ISVL
iShares International Developed Small Cap Value Factor ETF
3.51%3.91%3.82%3.37%2.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DISVX
DFA International Small Cap Value Portfolio
4.06%4.56%3.87%2.40%3.51%1.84%3.97%5.91%5.75%5.85%3.51%3.94%

Drawdowns

ISVL vs. DISVX - Drawdown Comparison

The maximum ISVL drawdown since its inception was -30.48%, smaller than the maximum DISVX drawdown of -60.04%. Use the drawdown chart below to compare losses from any high point for ISVL and DISVX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril0
-0.19%
ISVL
DISVX

Volatility

ISVL vs. DISVX - Volatility Comparison

iShares International Developed Small Cap Value Factor ETF (ISVL) has a higher volatility of 12.40% compared to DFA International Small Cap Value Portfolio (DISVX) at 10.46%. This indicates that ISVL's price experiences larger fluctuations and is considered to be riskier than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.40%
10.46%
ISVL
DISVX