ISVL vs. ISCF
Compare and contrast key facts about iShares International Developed Small Cap Value Factor ETF (ISVL) and iShares MSCI Intl Small-Cap Multifactor ETF (ISCF).
ISVL and ISCF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISVL is a passively managed fund by iShares that tracks the performance of the FTSE Developed ex US ex Korea Small Cap Focused Value Index. It was launched on Mar 23, 2021. ISCF is a passively managed fund by iShares that tracks the performance of the MSCI World exUSA SmallCap Diversified Multi-Factor. It was launched on Apr 28, 2015. Both ISVL and ISCF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ISVL vs. ISCF - Performance Comparison
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ISVL vs. ISCF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ISVL iShares International Developed Small Cap Value Factor ETF | 1.12% | 42.84% | 4.58% | 17.56% | -13.69% | 7.69% |
ISCF iShares MSCI Intl Small-Cap Multifactor ETF | 0.75% | 33.65% | 4.75% | 11.50% | -15.07% | 8.11% |
Returns By Period
In the year-to-date period, ISVL achieves a 1.12% return, which is significantly higher than ISCF's 0.75% return.
ISVL
- 1D
- 3.13%
- 1M
- -8.78%
- YTD
- 1.12%
- 6M
- 7.68%
- 1Y
- 33.57%
- 3Y*
- 19.03%
- 5Y*
- 10.21%
- 10Y*
- —
ISCF
- 1D
- 2.96%
- 1M
- -8.54%
- YTD
- 0.75%
- 6M
- 3.58%
- 1Y
- 29.05%
- 3Y*
- 14.93%
- 5Y*
- 7.24%
- 10Y*
- 9.03%
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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.
Return for Risk
ISVL vs. ISCF — Risk / Return Rank
ISVL
ISCF
ISVL vs. ISCF - 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 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 | ISCF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.91 | 1.72 | +0.19 |
Sortino ratioReturn per unit of downside risk | 2.63 | 2.34 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.35 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.46 | +0.14 |
Martin ratioReturn relative to average drawdown | 10.59 | 9.51 | +1.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ISVL | ISCF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 1.72 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.44 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.46 | +0.17 |
Correlation
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.
Dividends
ISVL vs. ISCF - Dividend Comparison
ISVL's dividend yield for the trailing twelve months is around 2.66%, less than ISCF's 3.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISVL iShares International Developed Small Cap Value Factor ETF | 2.66% | 2.69% | 3.92% | 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 | 3.73% | 3.76% | 4.29% | 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%. Use the drawdown chart below to compare losses from any high point for ISVL and ISCF.
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Drawdown Indicators
| ISVL | ISCF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.48% | -40.79% | +10.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -11.34% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -30.48% | -30.70% | +0.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.79% | — |
Current DrawdownCurrent decline from peak | -8.78% | -8.57% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -8.23% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.93% | +0.13% |
Volatility
ISVL vs. ISCF - Volatility Comparison
iShares International Developed Small Cap Value Factor ETF (ISVL) and iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) have volatilities of 7.55% and 7.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISVL | ISCF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.55% | 7.29% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 10.81% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.65% | 16.95% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 16.52% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 17.32% | -0.58% |