ISVL vs. TLT
Compare and contrast key facts about iShares International Developed Small Cap Value Factor ETF (ISVL) and iShares 20+ Year Treasury Bond ETF (TLT).
ISVL and TLT 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. TLT is a passively managed fund by iShares that tracks the performance of the ICE U.S. Treasury 20+ Year Bond Index. It was launched on Jul 22, 2002. Both ISVL and TLT 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. TLT - Performance Comparison
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ISVL vs. TLT - 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% |
TLT iShares 20+ Year Treasury Bond ETF | 0.17% | 4.25% | -8.05% | 2.77% | -31.23% | 9.47% |
Returns By Period
In the year-to-date period, ISVL achieves a 1.12% return, which is significantly higher than TLT's 0.17% return.
ISVL
- 1D
- 3.13%
- 1M
- -8.78%
- YTD
- 1.12%
- 6M
- 7.68%
- 1Y
- 33.57%
- 3Y*
- 19.03%
- 5Y*
- 10.21%
- 10Y*
- —
TLT
- 1D
- -0.10%
- 1M
- -4.23%
- YTD
- 0.17%
- 6M
- -0.87%
- 1Y
- -0.49%
- 3Y*
- -2.78%
- 5Y*
- -5.85%
- 10Y*
- -1.38%
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ISVL vs. TLT - Expense Ratio Comparison
ISVL has a 0.30% expense ratio, which is higher than TLT's 0.15% expense ratio.
Return for Risk
ISVL vs. TLT — Risk / Return Rank
ISVL
TLT
ISVL vs. TLT - 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 20+ Year Treasury Bond ETF (TLT). 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 | TLT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.91 | -0.04 | +1.96 |
Sortino ratioReturn per unit of downside risk | 2.63 | 0.02 | +2.61 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.00 | +0.41 |
Calmar ratioReturn relative to maximum drawdown | 2.59 | 0.05 | +2.54 |
Martin ratioReturn relative to average drawdown | 10.59 | 0.11 | +10.48 |
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 | TLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | -0.04 | +1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | -0.37 | +0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.26 | +0.37 |
Correlation
The correlation between ISVL and TLT is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ISVL vs. TLT - Dividend Comparison
ISVL's dividend yield for the trailing twelve months is around 2.66%, less than TLT's 4.49% 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% |
TLT iShares 20+ Year Treasury Bond ETF | 4.49% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
Drawdowns
ISVL vs. TLT - Drawdown Comparison
The maximum ISVL drawdown since its inception was -30.48%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for ISVL and TLT.
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Drawdown Indicators
| ISVL | TLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.48% | -48.35% | +17.87% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -9.23% | -3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -30.48% | -43.70% | +13.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.35% | — |
Current DrawdownCurrent decline from peak | -8.78% | -40.17% | +31.39% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -13.62% | +6.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 4.38% | -1.32% |
Volatility
ISVL vs. TLT - Volatility Comparison
iShares International Developed Small Cap Value Factor ETF (ISVL) has a higher volatility of 7.55% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 3.71%. This indicates that ISVL's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISVL | TLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.55% | 3.71% | +3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 6.61% | +4.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.65% | 11.44% | +6.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 15.90% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 14.93% | +1.81% |