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

Key characteristics


ISVLISCF
YTD Return1.97%0.03%
1Y Return10.86%5.42%
3Y Return (Ann)2.42%-0.52%
Sharpe Ratio0.920.52
Daily Std Dev13.78%13.51%
Max Drawdown-30.48%-40.79%
Current Drawdown-2.83%-9.16%

Correlation

0.96
-1.001.00

The correlation between ISVL and ISCF is 0.96, 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. ISCF - Performance Comparison

In the year-to-date period, ISVL achieves a 1.97% return, which is significantly higher than ISCF's 0.03% 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%NovemberDecember2024FebruaryMarchApril
18.04%
14.67%
ISVL
ISCF

Compare stocks, funds, or ETFs


iShares International Developed Small Cap Value Factor ETF

iShares MSCI Intl Small-Cap Multifactor ETF

ISVL vs. ISCF - Expense Ratio Comparison

ISVL has a 0.30% expense ratio, which is lower than ISCF's 0.40% expense ratio.

ISCF
iShares MSCI Intl Small-Cap Multifactor ETF
0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

ISVL vs. ISCF - 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 MSCI Intl Small-Cap Multifactor ETF (ISCF). 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 Sharpe ratio of ISVL compared to the broader market0.002.004.000.92
Sortino ratio
The Sortino ratio of ISVL compared to the broader market-2.000.002.004.006.008.0010.001.42
Omega ratio
The Omega ratio of ISVL compared to the broader market1.001.502.002.501.17
Calmar ratio
The Calmar ratio of ISVL compared to the broader market0.002.004.006.008.0010.0012.000.69
Martin ratio
The Martin ratio of ISVL compared to the broader market0.0020.0040.0060.0080.002.88
ISCF
Sharpe ratio
The Sharpe ratio of ISCF compared to the broader market0.002.004.000.52
Sortino ratio
The Sortino ratio of ISCF compared to the broader market-2.000.002.004.006.008.0010.000.86
Omega ratio
The Omega ratio of ISCF compared to the broader market1.001.502.002.501.10
Calmar ratio
The Calmar ratio of ISCF compared to the broader market0.002.004.006.008.0010.0012.000.30
Martin ratio
The Martin ratio of ISCF compared to the broader market0.0020.0040.0060.0080.001.46

ISVL vs. ISCF - Sharpe Ratio Comparison

The current ISVL Sharpe Ratio is 0.92, which is higher than the ISCF Sharpe Ratio of 0.52. The chart below compares the 12-month rolling Sharpe Ratio of ISVL and ISCF.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.92
0.52
ISVL
ISCF

Dividends

ISVL vs. ISCF - Dividend Comparison

ISVL's dividend yield for the trailing twelve months is around 3.75%, less than ISCF's 3.94% yield.


TTM202320222021202020192018201720162015
ISVL
iShares International Developed Small Cap Value Factor ETF
3.75%3.82%3.37%2.82%0.00%0.00%0.00%0.00%0.00%0.00%
ISCF
iShares MSCI Intl Small-Cap Multifactor ETF
3.94%3.94%2.73%3.93%2.30%2.87%2.14%1.97%2.89%1.46%

Drawdowns

ISVL vs. ISCF - Drawdown Comparison

The maximum ISVL drawdown since its inception was -30.48%, smaller than the maximum ISCF drawdown of -40.79%. The drawdown chart below compares losses from any high point along the way for ISVL and ISCF


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.83%
-9.16%
ISVL
ISCF

Volatility

ISVL vs. ISCF - Volatility Comparison

The current volatility for iShares International Developed Small Cap Value Factor ETF (ISVL) is 3.20%, while iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) has a volatility of 3.39%. This indicates that ISVL experiences smaller price fluctuations and is considered to be less risky than ISCF 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
3.20%
3.39%
ISVL
ISCF