IVLU vs. DISV
Compare and contrast key facts about iShares MSCI Intl Value Factor ETF (IVLU) and Dimensional International Small Cap Value ETF (DISV).
IVLU and DISV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVLU is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Enhanced Value. It was launched on Jun 16, 2015. DISV is an actively managed fund by Dimensional Fund Advisors. It was launched on Mar 23, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IVLU or DISV.
Correlation
The correlation between IVLU and DISV is 0.67, 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
IVLU vs. DISV - Performance Comparison
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Key characteristics
IVLU:
0.79
DISV:
0.76
IVLU:
1.28
DISV:
1.18
IVLU:
1.17
DISV:
1.16
IVLU:
0.98
DISV:
1.03
IVLU:
3.43
DISV:
3.09
IVLU:
4.44%
DISV:
4.71%
IVLU:
17.97%
DISV:
18.27%
IVLU:
-41.86%
DISV:
-26.77%
IVLU:
-0.66%
DISV:
-0.13%
Returns By Period
The year-to-date returns for both stocks are quite close, with IVLU having a 17.04% return and DISV slightly lower at 16.99%.
IVLU
17.04%
8.78%
17.35%
14.11%
16.47%
N/A
DISV
16.99%
8.38%
17.61%
13.72%
N/A
N/A
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IVLU vs. DISV - Expense Ratio Comparison
IVLU has a 0.30% expense ratio, which is lower than DISV's 0.42% expense ratio.
Risk-Adjusted Performance
IVLU vs. DISV — Risk-Adjusted Performance Rank
IVLU
DISV
IVLU vs. DISV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Value Factor ETF (IVLU) and Dimensional International Small Cap Value ETF (DISV). 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.
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Dividends
IVLU vs. DISV - Dividend Comparison
IVLU's dividend yield for the trailing twelve months is around 3.81%, more than DISV's 2.44% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
IVLU iShares MSCI Intl Value Factor ETF | 3.81% | 4.46% | 4.69% | 3.59% | 3.25% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
DISV Dimensional International Small Cap Value ETF | 2.44% | 2.77% | 2.73% | 1.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IVLU vs. DISV - Drawdown Comparison
The maximum IVLU drawdown since its inception was -41.86%, which is greater than DISV's maximum drawdown of -26.77%. Use the drawdown chart below to compare losses from any high point for IVLU and DISV. For additional features, visit the drawdowns tool.
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Volatility
IVLU vs. DISV - Volatility Comparison
iShares MSCI Intl Value Factor ETF (IVLU) has a higher volatility of 3.63% compared to Dimensional International Small Cap Value ETF (DISV) at 2.97%. This indicates that IVLU's price experiences larger fluctuations and is considered to be riskier than DISV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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