ISVL vs. SMIG
Compare and contrast key facts about iShares International Developed Small Cap Value Factor ETF (ISVL) and Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG).
ISVL and SMIG 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. SMIG is an actively managed fund by Bahl & Gaynor. It was launched on Aug 25, 2021.
Performance
ISVL vs. SMIG - Performance Comparison
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ISVL vs. SMIG - 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% | 0.40% |
SMIG Bahl & Gaynor Small/Mid Cap Income Growth ETF | 2.39% | 0.78% | 17.63% | 13.62% | -11.83% | 5.51% |
Returns By Period
In the year-to-date period, ISVL achieves a 1.12% return, which is significantly lower than SMIG's 2.39% return.
ISVL
- 1D
- 3.13%
- 1M
- -8.78%
- YTD
- 1.12%
- 6M
- 7.68%
- 1Y
- 33.57%
- 3Y*
- 19.03%
- 5Y*
- 10.21%
- 10Y*
- —
SMIG
- 1D
- 1.38%
- 1M
- -6.05%
- YTD
- 2.39%
- 6M
- 0.02%
- 1Y
- 4.80%
- 3Y*
- 10.18%
- 5Y*
- —
- 10Y*
- —
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ISVL vs. SMIG - Expense Ratio Comparison
ISVL has a 0.30% expense ratio, which is lower than SMIG's 0.60% expense ratio.
Return for Risk
ISVL vs. SMIG — Risk / Return Rank
ISVL
SMIG
ISVL vs. SMIG - 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 Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG). 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 | SMIG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.91 | 0.30 | +1.61 |
Sortino ratioReturn per unit of downside risk | 2.63 | 0.54 | +2.09 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.07 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 2.59 | 0.44 | +2.15 |
Martin ratioReturn relative to average drawdown | 10.59 | 1.44 | +9.15 |
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 | SMIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 0.30 | +1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.34 | +0.29 |
Correlation
The correlation between ISVL and SMIG is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ISVL vs. SMIG - Dividend Comparison
ISVL's dividend yield for the trailing twelve months is around 2.66%, more than SMIG's 1.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ISVL iShares International Developed Small Cap Value Factor ETF | 2.66% | 2.69% | 3.92% | 3.82% | 3.37% | 2.82% |
SMIG Bahl & Gaynor Small/Mid Cap Income Growth ETF | 1.85% | 1.82% | 1.75% | 1.91% | 2.00% | 0.50% |
Drawdowns
ISVL vs. SMIG - Drawdown Comparison
The maximum ISVL drawdown since its inception was -30.48%, which is greater than SMIG's maximum drawdown of -19.65%. Use the drawdown chart below to compare losses from any high point for ISVL and SMIG.
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Drawdown Indicators
| ISVL | SMIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.48% | -19.65% | -10.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -11.92% | -0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -30.48% | — | — |
Current DrawdownCurrent decline from peak | -8.78% | -7.01% | -1.77% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -6.72% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 3.67% | -0.61% |
Volatility
ISVL vs. SMIG - Volatility Comparison
iShares International Developed Small Cap Value Factor ETF (ISVL) has a higher volatility of 7.55% compared to Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) at 4.02%. This indicates that ISVL's price experiences larger fluctuations and is considered to be riskier than SMIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISVL | SMIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.55% | 4.02% | +3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 8.36% | +2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.65% | 15.98% | +1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 16.33% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 16.33% | +0.41% |