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

Correlation

The correlation between ISVL and DLS is 0.71, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

ISVL vs. DLS - 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 WisdomTree International SmallCap Dividend (DLS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
29.29%
15.41%
ISVL
DLS

Key characteristics

Sharpe Ratio

ISVL:

0.91

DLS:

0.86

Sortino Ratio

ISVL:

1.37

DLS:

1.27

Omega Ratio

ISVL:

1.20

DLS:

1.17

Calmar Ratio

ISVL:

1.30

DLS:

1.12

Martin Ratio

ISVL:

3.67

DLS:

2.99

Ulcer Index

ISVL:

4.43%

DLS:

4.76%

Daily Std Dev

ISVL:

17.93%

DLS:

16.61%

Max Drawdown

ISVL:

-30.48%

DLS:

-63.09%

Current Drawdown

ISVL:

0.00%

DLS:

0.00%

Returns By Period

In the year-to-date period, ISVL achieves a 13.14% return, which is significantly higher than DLS's 11.53% return.


ISVL

YTD

13.14%

1M

6.27%

6M

10.45%

1Y

14.21%

5Y*

N/A

10Y*

N/A

DLS

YTD

11.53%

1M

7.29%

6M

10.18%

1Y

12.20%

5Y*

10.92%

10Y*

4.95%

*Annualized

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ISVL vs. DLS - Expense Ratio Comparison

ISVL has a 0.30% expense ratio, which is lower than DLS's 0.58% expense ratio.


Expense ratio chart for DLS: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DLS: 0.58%
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. DLS — 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 7777
Overall Rank
The Sharpe Ratio Rank of ISVL is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ISVL is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ISVL is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ISVL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ISVL is 7575
Martin Ratio Rank

DLS
The Risk-Adjusted Performance Rank of DLS is 7272
Overall Rank
The Sharpe Ratio Rank of DLS is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of DLS is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DLS is 6969
Omega Ratio Rank
The Calmar Ratio Rank of DLS is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DLS is 6868
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. DLS - 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 WisdomTree International SmallCap Dividend (DLS). 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 0.91, compared to the broader market-1.000.001.002.003.004.00
ISVL: 0.91
DLS: 0.86
The chart of Sortino ratio for ISVL, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.00
ISVL: 1.37
DLS: 1.27
The chart of Omega ratio for ISVL, currently valued at 1.20, compared to the broader market0.501.001.502.002.50
ISVL: 1.20
DLS: 1.17
The chart of Calmar ratio for ISVL, currently valued at 1.30, compared to the broader market0.002.004.006.008.0010.0012.00
ISVL: 1.30
DLS: 1.12
The chart of Martin ratio for ISVL, currently valued at 3.67, compared to the broader market0.0020.0040.0060.00
ISVL: 3.67
DLS: 2.99

The current ISVL Sharpe Ratio is 0.91, which is comparable to the DLS Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of ISVL and DLS, 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 Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.91
0.86
ISVL
DLS

Dividends

ISVL vs. DLS - Dividend Comparison

ISVL's dividend yield for the trailing twelve months is around 3.46%, less than DLS's 3.86% yield.


TTM20242023202220212020201920182017201620152014
ISVL
iShares International Developed Small Cap Value Factor ETF
3.46%3.92%3.82%3.37%2.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DLS
WisdomTree International SmallCap Dividend
3.86%4.56%4.29%4.96%3.29%2.50%3.37%3.66%2.79%3.29%2.72%3.61%

Drawdowns

ISVL vs. DLS - Drawdown Comparison

The maximum ISVL drawdown since its inception was -30.48%, smaller than the maximum DLS drawdown of -63.09%. Use the drawdown chart below to compare losses from any high point for ISVL and DLS. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay00
ISVL
DLS

Volatility

ISVL vs. DLS - Volatility Comparison

iShares International Developed Small Cap Value Factor ETF (ISVL) has a higher volatility of 12.34% compared to WisdomTree International SmallCap Dividend (DLS) at 10.19%. This indicates that ISVL's price experiences larger fluctuations and is considered to be riskier than DLS 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%December2025FebruaryMarchAprilMay
12.34%
10.19%
ISVL
DLS