ISVL vs. VUG
Compare and contrast key facts about iShares International Developed Small Cap Value Factor ETF (ISVL) and Vanguard Growth ETF (VUG).
ISVL and VUG 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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both ISVL and VUG 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 VUG.
Key characteristics
| ISVL | VUG | |
|---|---|---|
| YTD Return | 3.52% | 8.24% |
| 1Y Return | 11.83% | 34.14% |
| 3Y Return (Ann) | 2.87% | 7.62% |
| Sharpe Ratio | 0.91 | 2.27 |
| Daily Std Dev | 13.74% | 15.49% |
| Max Drawdown | -30.48% | -50.68% |
| Current Drawdown | -1.34% | -2.96% |
Correlation
The correlation between ISVL and VUG is 0.66, 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.
Performance
ISVL vs. VUG - Performance Comparison
In the year-to-date period, ISVL achieves a 3.52% return, which is significantly lower than VUG's 8.24% 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. VUG - Expense Ratio Comparison
ISVL has a 0.30% expense ratio, which is higher than VUG's 0.04% expense ratio.
Risk-Adjusted Performance
ISVL vs. VUG - 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 Vanguard Growth ETF (VUG). 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. VUG - Dividend Comparison
ISVL's dividend yield for the trailing twelve months is around 3.69%, more than VUG's 0.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISVL iShares International Developed Small Cap Value Factor ETF | 3.69% | 3.82% | 3.37% | 2.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.55% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
ISVL vs. VUG - Drawdown Comparison
The maximum ISVL drawdown since its inception was -30.48%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for ISVL and VUG. For additional features, visit the drawdowns tool.
Volatility
ISVL vs. VUG - Volatility Comparison
The current volatility for iShares International Developed Small Cap Value Factor ETF (ISVL) is 3.61%, while Vanguard Growth ETF (VUG) has a volatility of 5.28%. This indicates that ISVL experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.