ISVL vs. VIOV
Compare and contrast key facts about iShares International Developed Small Cap Value Factor ETF (ISVL) and Vanguard S&P Small-Cap 600 Value ETF (VIOV).
ISVL and VIOV 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. VIOV is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 7, 2010. Both ISVL and VIOV 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. VIOV - Performance Comparison
Loading graphics...
ISVL vs. VIOV - 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% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 4.51% | 6.63% | 7.44% | 15.36% | -11.37% | 6.56% |
Returns By Period
In the year-to-date period, ISVL achieves a 1.12% return, which is significantly lower than VIOV's 4.51% return.
ISVL
- 1D
- 3.13%
- 1M
- -8.78%
- YTD
- 1.12%
- 6M
- 7.68%
- 1Y
- 33.57%
- 3Y*
- 19.03%
- 5Y*
- 10.21%
- 10Y*
- —
VIOV
- 1D
- 2.29%
- 1M
- -3.16%
- YTD
- 4.51%
- 6M
- 7.88%
- 1Y
- 23.53%
- 3Y*
- 10.24%
- 5Y*
- 4.95%
- 10Y*
- 9.51%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ISVL vs. VIOV - Expense Ratio Comparison
ISVL has a 0.30% expense ratio, which is higher than VIOV's 0.10% expense ratio.
Return for Risk
ISVL vs. VIOV — Risk / Return Rank
ISVL
VIOV
ISVL vs. VIOV - 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 Vanguard S&P Small-Cap 600 Value ETF (VIOV). 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 | VIOV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.91 | 1.00 | +0.91 |
Sortino ratioReturn per unit of downside risk | 2.63 | 1.52 | +1.11 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.20 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.59 | 1.55 | +1.04 |
Martin ratioReturn relative to average drawdown | 10.59 | 5.79 | +4.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ISVL | VIOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 1.00 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.23 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.50 | +0.13 |
Correlation
The correlation between ISVL and VIOV 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. VIOV - Dividend Comparison
ISVL's dividend yield for the trailing twelve months is around 2.66%, more than VIOV's 1.76% 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% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 1.76% | 1.69% | 1.78% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% |
Drawdowns
ISVL vs. VIOV - Drawdown Comparison
The maximum ISVL drawdown since its inception was -30.48%, smaller than the maximum VIOV drawdown of -47.36%. Use the drawdown chart below to compare losses from any high point for ISVL and VIOV.
Loading graphics...
Drawdown Indicators
| ISVL | VIOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.48% | -47.36% | +16.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -15.50% | +3.02% |
Max Drawdown (5Y)Largest decline over 5 years | -30.48% | -28.44% | -2.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.36% | — |
Current DrawdownCurrent decline from peak | -8.78% | -6.21% | -2.57% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -7.45% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 4.14% | -1.08% |
Volatility
ISVL vs. VIOV - Volatility Comparison
iShares International Developed Small Cap Value Factor ETF (ISVL) has a higher volatility of 7.55% compared to Vanguard S&P Small-Cap 600 Value ETF (VIOV) at 5.42%. This indicates that ISVL's price experiences larger fluctuations and is considered to be riskier than VIOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ISVL | VIOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.55% | 5.42% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 13.56% | -2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.65% | 23.66% | -6.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 22.11% | -5.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 23.90% | -7.16% |