ISVL vs. SCZ
Compare and contrast key facts about iShares International Developed Small Cap Value Factor ETF (ISVL) and iShares MSCI EAFE Small-Cap ETF (SCZ).
ISVL and SCZ 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. SCZ is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Small Cap Index. It was launched on Dec 10, 2007. Both ISVL and SCZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISVL or SCZ.
Key characteristics
| ISVL | SCZ | |
|---|---|---|
| YTD Return | 1.39% | -1.36% |
| 1Y Return | 10.84% | 4.68% |
| 3Y Return (Ann) | 2.15% | -3.97% |
| Sharpe Ratio | 0.69 | 0.27 |
| Daily Std Dev | 13.83% | 13.72% |
| Max Drawdown | -30.48% | -61.86% |
| Current Drawdown | -3.38% | -17.27% |
Correlation
The correlation between ISVL and SCZ is 0.97, 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. SCZ - Performance Comparison
In the year-to-date period, ISVL achieves a 1.39% return, which is significantly higher than SCZ's -1.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ISVL vs. SCZ - Expense Ratio Comparison
ISVL has a 0.30% expense ratio, which is lower than SCZ's 0.40% expense ratio.
Risk-Adjusted Performance
ISVL vs. SCZ - 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 EAFE Small-Cap ETF (SCZ). 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.
Dividends
ISVL vs. SCZ - Dividend Comparison
ISVL's dividend yield for the trailing twelve months is around 3.77%, more than SCZ's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISVL iShares International Developed Small Cap Value Factor ETF | 3.77% | 3.82% | 3.37% | 2.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCZ iShares MSCI EAFE Small-Cap ETF | 3.00% | 2.96% | 1.99% | 2.96% | 1.52% | 3.51% | 2.79% | 2.38% | 2.82% | 2.06% | 2.61% | 2.39% |
Drawdowns
ISVL vs. SCZ - Drawdown Comparison
The maximum ISVL drawdown since its inception was -30.48%, smaller than the maximum SCZ drawdown of -61.86%. Use the drawdown chart below to compare losses from any high point for ISVL and SCZ. For additional features, visit the drawdowns tool.
Volatility
ISVL vs. SCZ - Volatility Comparison
iShares International Developed Small Cap Value Factor ETF (ISVL) and iShares MSCI EAFE Small-Cap ETF (SCZ) have volatilities of 3.92% and 3.97%, 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.