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

Correlation

The correlation between ISVL and ISCF is 0.72, 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. ISCF - 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 iShares MSCI Intl Small-Cap Multifactor ETF (ISCF). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
27.40%
16.19%
ISVL
ISCF

Key characteristics

Sharpe Ratio

ISVL:

0.85

ISCF:

0.81

Sortino Ratio

ISVL:

1.29

ISCF:

1.25

Omega Ratio

ISVL:

1.18

ISCF:

1.16

Calmar Ratio

ISVL:

1.22

ISCF:

1.10

Martin Ratio

ISVL:

3.45

ISCF:

3.58

Ulcer Index

ISVL:

4.44%

ISCF:

4.06%

Daily Std Dev

ISVL:

18.04%

ISCF:

17.85%

Max Drawdown

ISVL:

-30.48%

ISCF:

-40.79%

Current Drawdown

ISVL:

0.00%

ISCF:

0.00%

Returns By Period

In the year-to-date period, ISVL achieves a 11.48% return, which is significantly higher than ISCF's 8.33% return.


ISVL

YTD

11.48%

1M

0.44%

6M

6.97%

1Y

14.70%

5Y*

N/A

10Y*

N/A

ISCF

YTD

8.33%

1M

1.15%

6M

6.45%

1Y

13.83%

5Y*

11.10%

10Y*

N/A

*Annualized

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ISVL vs. ISCF - Expense Ratio Comparison

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


Expense ratio chart for ISCF: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ISCF: 0.40%
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. ISCF — 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

ISCF
The Risk-Adjusted Performance Rank of ISCF is 7777
Overall Rank
The Sharpe Ratio Rank of ISCF is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of ISCF is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ISCF is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ISCF is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ISCF is 7878
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. 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.


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
ISCF: 0.81
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
ISCF: 1.25
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
ISCF: 1.16
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
ISCF: 1.10
The chart of Martin ratio for ISVL, currently valued at 3.45, compared to the broader market0.0020.0040.0060.00
ISVL: 3.45
ISCF: 3.58

The current ISVL Sharpe Ratio is 0.85, which is comparable to the ISCF Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of ISVL and ISCF, 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
0.81
ISVL
ISCF

Dividends

ISVL vs. ISCF - Dividend Comparison

ISVL's dividend yield for the trailing twelve months is around 3.51%, less than ISCF's 3.96% yield.


TTM2024202320222021202020192018201720162015
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%
ISCF
iShares MSCI Intl Small-Cap Multifactor ETF
3.96%4.29%3.94%2.73%3.93%2.31%2.87%2.13%1.98%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%. Use the drawdown chart below to compare losses from any high point for ISVL and ISCF. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril00
ISVL
ISCF

Volatility

ISVL vs. ISCF - Volatility Comparison

iShares International Developed Small Cap Value Factor ETF (ISVL) has a higher volatility of 12.40% compared to iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) at 11.38%. This indicates that ISVL's price experiences larger fluctuations and is considered to be riskier than ISCF 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%
11.38%
ISVL
ISCF