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

Key characteristics


ISVLHSCZ
YTD Return1.12%5.64%
1Y Return10.23%14.63%
3Y Return (Ann)1.69%4.90%
Sharpe Ratio0.771.42
Daily Std Dev13.77%10.65%
Max Drawdown-30.48%-34.89%
Current Drawdown-3.64%-1.92%

Correlation

-0.50.00.51.00.9

The correlation between ISVL and HSCZ is 0.87, 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. HSCZ - Performance Comparison

In the year-to-date period, ISVL achieves a 1.12% return, which is significantly lower than HSCZ's 5.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
19.76%
19.47%
ISVL
HSCZ

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

iShares Currency Hedged MSCI EAFE Small Cap ETF

ISVL vs. HSCZ - Expense Ratio Comparison

ISVL has a 0.30% expense ratio, which is lower than HSCZ's 0.43% expense ratio.


HSCZ
iShares Currency Hedged MSCI EAFE Small Cap ETF
Expense ratio chart for HSCZ: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
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. HSCZ - 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 iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ). 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
HSCZ
Sharpe ratio
The chart of Sharpe ratio for HSCZ, currently valued at 1.42, compared to the broader market-1.000.001.002.003.004.001.42
Sortino ratio
The chart of Sortino ratio for HSCZ, currently valued at 2.11, compared to the broader market-2.000.002.004.006.008.002.11
Omega ratio
The chart of Omega ratio for HSCZ, currently valued at 1.25, compared to the broader market1.001.502.001.25
Calmar ratio
The chart of Calmar ratio for HSCZ, currently valued at 1.40, compared to the broader market0.002.004.006.008.0010.001.40
Martin ratio
The chart of Martin ratio for HSCZ, currently valued at 5.94, compared to the broader market0.0010.0020.0030.0040.0050.0060.005.94

ISVL vs. HSCZ - Sharpe Ratio Comparison

The current ISVL Sharpe Ratio is 0.77, which is lower than the HSCZ Sharpe Ratio of 1.42. The chart below compares the 12-month rolling Sharpe Ratio of ISVL and HSCZ.


Rolling 12-month Sharpe Ratio0.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.77
1.42
ISVL
HSCZ

Dividends

ISVL vs. HSCZ - Dividend Comparison

ISVL's dividend yield for the trailing twelve months is around 3.78%, more than HSCZ's 2.82% yield.


TTM202320222021202020192018201720162015
ISVL
iShares International Developed Small Cap Value Factor ETF
3.78%3.82%3.37%2.82%0.00%0.00%0.00%0.00%0.00%0.00%
HSCZ
iShares Currency Hedged MSCI EAFE Small Cap ETF
2.82%2.98%26.91%2.90%1.46%4.51%6.15%2.52%2.57%1.75%

Drawdowns

ISVL vs. HSCZ - Drawdown Comparison

The maximum ISVL drawdown since its inception was -30.48%, smaller than the maximum HSCZ drawdown of -34.89%. Use the drawdown chart below to compare losses from any high point for ISVL and HSCZ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.64%
-1.92%
ISVL
HSCZ

Volatility

ISVL vs. HSCZ - Volatility Comparison

iShares International Developed Small Cap Value Factor ETF (ISVL) has a higher volatility of 3.19% compared to iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) at 2.65%. This indicates that ISVL's price experiences larger fluctuations and is considered to be riskier than HSCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.19%
2.65%
ISVL
HSCZ