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IVLU vs. BTMKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVLU vs. BTMKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Value Factor ETF (IVLU) and iShares MSCI EAFE International Index Fund (BTMKX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVLU achieves a 12.64% return, which is significantly higher than BTMKX's 9.65% return. Over the past 10 years, IVLU has outperformed BTMKX with an annualized return of 10.97%, while BTMKX has yielded a comparatively lower 9.42% annualized return.


IVLU

1D
-0.74%
1M
4.72%
YTD
12.64%
6M
16.60%
1Y
35.35%
3Y*
24.56%
5Y*
14.01%
10Y*
10.97%

BTMKX

1D
0.33%
1M
4.17%
YTD
9.65%
6M
12.05%
1Y
22.44%
3Y*
17.20%
5Y*
8.94%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVLU vs. BTMKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVLU
iShares MSCI Intl Value Factor ETF
12.64%46.09%6.76%20.07%-5.73%15.60%-4.50%15.60%-15.10%23.10%
BTMKX
iShares MSCI EAFE International Index Fund
9.65%31.70%3.70%18.37%-14.04%11.30%8.07%21.96%-13.38%25.17%

Correlation

The correlation between IVLU and BTMKX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2015

0.88

The correlation between IVLU and BTMKX has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

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Return for Risk

IVLU vs. BTMKX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IVLU
IVLU Risk / Return Rank: 6666
Overall Rank
IVLU Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IVLU Sortino Ratio Rank: 6969
Sortino Ratio Rank
IVLU Omega Ratio Rank: 6969
Omega Ratio Rank
IVLU Calmar Ratio Rank: 6060
Calmar Ratio Rank
IVLU Martin Ratio Rank: 6363
Martin Ratio Rank

BTMKX
BTMKX Risk / Return Rank: 2626
Overall Rank
BTMKX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BTMKX Sortino Ratio Rank: 2424
Sortino Ratio Rank
BTMKX Omega Ratio Rank: 2525
Omega Ratio Rank
BTMKX Calmar Ratio Rank: 2626
Calmar Ratio Rank
BTMKX Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IVLU vs. BTMKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Value Factor ETF (IVLU) and iShares MSCI EAFE International Index Fund (BTMKX). 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.


IVLUBTMKXDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.42

1.26

+0.17

Calmar ratioReturn relative to maximum drawdown

3.04

1.91

+1.13

Martin ratioReturn relative to average drawdown

11.57

7.15

+4.42

IVLU vs. BTMKX - Sharpe Ratio Comparison

The current IVLU Sharpe Ratio is 2.36, which is higher than the BTMKX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of IVLU and BTMKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IVLUBTMKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

1.43

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.56

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.57

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.39

+0.08

Drawdowns

IVLU vs. BTMKX - Drawdown Comparison

The maximum IVLU drawdown since its inception was -41.85%, which is greater than BTMKX's maximum drawdown of -33.92%. Use the drawdown chart below to compare losses from any high point for IVLU and BTMKX.


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Drawdown Indicators


IVLUBTMKXDifference

Max Drawdown

Largest peak-to-trough decline

-41.85%

-33.92%

-7.93%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-11.30%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-15.48%

-13.66%

-1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-29.23%

+3.19%

Max Drawdown (10Y)

Largest decline over 10 years

-41.85%

-33.92%

-7.93%

Current Drawdown

Current decline from peak

-0.81%

-0.38%

-0.43%

Average Drawdown

Average peak-to-trough decline

-8.59%

-7.77%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

3.01%

+0.05%

Volatility

IVLU vs. BTMKX - Volatility Comparison

iShares MSCI Intl Value Factor ETF (IVLU) and iShares MSCI EAFE International Index Fund (BTMKX) have volatilities of 4.63% and 4.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVLUBTMKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

4.70%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.20%

12.29%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.09%

15.14%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

16.17%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

16.67%

+0.99%

IVLU vs. BTMKX - Expense Ratio Comparison

IVLU has a 0.30% expense ratio, which is higher than BTMKX's 0.05% expense ratio.


Dividends

IVLU vs. BTMKX - Dividend Comparison

IVLU's dividend yield for the trailing twelve months is around 3.29%, less than BTMKX's 3.42% yield.


PositionTTM20252024202320222021202020192018201720162015
BTMKX
iShares MSCI EAFE International Index Fund
3.42%3.74%3.43%3.19%2.80%3.06%1.99%3.34%4.58%2.45%2.85%2.42%
IVLU
iShares MSCI Intl Value Factor ETF
3.29%3.71%4.46%4.69%3.59%3.47%2.05%3.53%2.82%2.87%2.53%0.93%

Frequently Asked Questions


With a correlation of 0.93, IVLU and BTMKX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BTMKX has higher volatility (4.70%) compared to IVLU (4.63%). In terms of maximum drawdown, IVLU dropped -41.85% vs BTMKX's -33.92%.

IVLU currently has the higher Sharpe Ratio (2.36 vs 1.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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