ISVL vs. DISVX
ISVL (iShares International Developed Small Cap Value Factor ETF) and DISVX (DFA International Small Cap Value Portfolio) are both funds - ISVL is a Small Cap Value Equities fund tracking the FTSE Developed ex US ex Korea Small Cap Focused Value Index, while DISVX is a Foreign Small & Mid Cap Equities fund managed by Dimensional. Over the past 5 years, ISVL returned 11.08%/yr vs 14.63%/yr for DISVX. With a 0.95 correlation, they move nearly in lockstep. ISVL charges 0.30%/yr vs 0.46%/yr for DISVX.
Performance
ISVL vs. DISVX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ISVL achieves a 9.12% return, which is significantly lower than DISVX's 9.80% return.
ISVL
- 1D
- 0.28%
- 1M
- 0.13%
- YTD
- 9.12%
- 6M
- 9.39%
- 1Y
- 29.74%
- 3Y*
- 22.30%
- 5Y*
- 11.08%
- 10Y*
- —
DISVX
- 1D
- -0.09%
- 1M
- 0.47%
- YTD
- 9.80%
- 6M
- 10.26%
- 1Y
- 35.59%
- 3Y*
- 24.88%
- 5Y*
- 14.63%
- 10Y*
- 10.71%
ISVL vs. DISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ISVL iShares International Developed Small Cap Value Factor ETF | 9.12% | 42.84% | 4.58% | 17.56% | -13.69% | 8.32% |
DISVX DFA International Small Cap Value Portfolio | 9.80% | 52.17% | 7.88% | 17.58% | -9.80% | 7.89% |
Correlation
The correlation between ISVL and DISVX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2021 | 0.95 |
The correlation between ISVL and DISVX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ISVL vs. DISVX — Risk / Return Rank
ISVL
DISVX
ISVL vs. DISVX - 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 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ISVL | DISVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.43 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 2.66 | -0.27 |
| Martin ratioReturn relative to average drawdown | 9.34 | 9.16 | +0.18 |
Loading charts...
Drawdowns
ISVL vs. DISVX - Drawdown Comparison
The maximum ISVL drawdown since its inception was -30.48%, smaller than the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for ISVL and DISVX.
Loading charts...
Drawdown Indicators
| ISVL | DISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.48% | -61.57% | +31.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -13.26% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -12.93% | -13.69% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -30.48% | -27.43% | -3.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.24% | — |
Current DrawdownCurrent decline from peak | -1.56% | -4.05% | +2.49% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -12.18% | +5.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.83% | -0.64% |
Volatility
ISVL vs. DISVX - Volatility Comparison
The current volatility for iShares International Developed Small Cap Value Factor ETF (ISVL) is 4.43%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 4.75%. This indicates that ISVL experiences smaller price fluctuations and is considered to be less risky than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ISVL | DISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 4.75% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 12.21% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.79% | 14.70% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 16.11% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 16.76% | +0.01% |
ISVL vs. DISVX - Expense Ratio Comparison
ISVL has a 0.30% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Dividends
ISVL vs. DISVX - Dividend Comparison
ISVL's dividend yield for the trailing twelve months is around 3.16%, less than DISVX's 6.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 6.57% | 7.17% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 3.77% | 5.85% | 3.51% |
ISVL iShares International Developed Small Cap Value Factor ETF | 3.16% | 2.69% | 3.92% | 3.82% | 3.37% | 2.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, ISVL and DISVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DISVX has higher volatility (4.75%) compared to ISVL (4.43%). In terms of maximum drawdown, ISVL dropped -30.48% vs DISVX's -61.57%.
DISVX currently has the higher Sharpe Ratio (2.40 vs 2.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ISVL and DISVX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer