ISVL vs. TSCV
ISVL (iShares International Developed Small Cap Value Factor ETF) and TSCV (Thrivent Small Cap Value ETF) are both Small Cap Value Equities funds. ISVL is passively managed, while TSCV is actively managed. A 0.62 correlation means they provide meaningful diversification when combined. ISVL charges 0.30%/yr vs 0.60%/yr for TSCV.
Performance
ISVL vs. TSCV - Performance Comparison
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Returns By Period
In the year-to-date period, ISVL achieves a 7.81% return, which is significantly lower than TSCV's 20.01% return.
ISVL
- 1D
- -1.20%
- 1M
- -1.07%
- YTD
- 7.81%
- 6M
- 7.79%
- 1Y
- 27.75%
- 3Y*
- 21.81%
- 5Y*
- 10.69%
- 10Y*
- —
TSCV
- 1D
- -0.82%
- 1M
- 4.42%
- YTD
- 20.01%
- 6M
- 18.17%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISVL vs. TSCV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ISVL iShares International Developed Small Cap Value Factor ETF | 7.81% | 6.85% |
TSCV Thrivent Small Cap Value ETF | 20.01% | 6.24% |
Correlation
The correlation between ISVL and TSCV is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025 | 0.62 |
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Return for Risk
ISVL vs. TSCV — Risk / Return Rank
ISVL
TSCV
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ISVL vs. TSCV - 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 Thrivent Small Cap Value ETF (TSCV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ISVL | TSCV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.34 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | — | — |
| Martin ratioReturn relative to average drawdown | 8.70 | — | — |
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Drawdowns
ISVL vs. TSCV - Drawdown Comparison
The maximum ISVL drawdown since its inception was -30.48%, which is greater than TSCV's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for ISVL and TSCV.
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Drawdown Indicators
| ISVL | TSCV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.48% | -10.17% | -20.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -12.93% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -30.48% | — | — |
Current DrawdownCurrent decline from peak | -2.74% | -0.82% | -1.92% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -1.95% | -4.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | — | — |
Volatility
ISVL vs. TSCV - Volatility Comparison
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Volatility by Period
| ISVL | TSCV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 16.72% | -1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 16.72% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 16.72% | +0.05% |
ISVL vs. TSCV - Expense Ratio Comparison
ISVL has a 0.30% expense ratio, which is lower than TSCV's 0.60% expense ratio.
Dividends
ISVL vs. TSCV - Dividend Comparison
ISVL's dividend yield for the trailing twelve months is around 3.20%, more than TSCV's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
ISVL iShares International Developed Small Cap Value Factor ETF | 3.20% | 2.69% | 3.92% | 3.82% | 3.37% | 2.82% |
TSCV Thrivent Small Cap Value ETF | 0.24% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ISVL and TSCV have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISVL is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISVL is cheaper with a 0.30% expense ratio, compared with 0.60% for TSCV.
ISVL has the higher dividend yield at 3.20%, compared with 0.24% for TSCV.
They also come from different issuers: iShares and Thrivent. Their fees differ too: 0.30% for ISVL and 0.60% for TSCV.
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