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SCAP vs. ISCV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SCAP vs. ISCV

Last updated Aug 2, 2026
Documentation

SCAP (Infracap Small Cap Income ETF) and ISCV (iShares Morningstar Small Cap Value ETF) are both Small Cap Value Equities funds. SCAP is actively managed, while ISCV is passively managed. Over the past year, SCAP returned 21.17% vs 32.31% for ISCV. Their correlation of 0.92 means they have usually moved in the same direction. SCAP charges 0.80%/yr vs 0.06%/yr for ISCV.

Performance

SCAP vs. ISCV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Infracap Small Cap Income ETF (SCAP) and iShares Morningstar Small Cap Value ETF (ISCV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCAP achieves a 9.35% return, which is significantly lower than ISCV's 17.01% return.

SCAP

1D
-0.92%
1M
-2.26%
6M
6.06%
YTD
9.35%
1Y
21.17%
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
17.06%

ISCV

1D
-0.47%
1M
0.89%
6M
11.85%
YTD
17.01%
1Y
32.31%
3Y*
13.72%
5Y*
9.24%
10Y*
9.09%
ALL TIME*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

ISCV

iShares Morningstar Small Cap Value ETF
$725.99K$721.48K$862.94K

SCAP

Infracap Small Cap Income ETF
$115.86K$101.48K$91.47K

SCAP vs. ISCV - Yearly Performance Comparison

2026 (YTD)202520242023
SCAP
Infracap Small Cap Income ETF		9.35%11.85%16.39%6.37%
ISCV
iShares Morningstar Small Cap Value ETF		17.01%10.38%9.31%7.08%

Correlation

The correlation between SCAP and ISCV is 0.86, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.86

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2023

0.92

The correlation between SCAP and ISCV has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

SCAP vs. ISCV - Sectors Allocation Comparison

Sectors
SCAP
ISCV

Industrials

19.6%
12.7%

Financial Services

17.4%
22.4%

Consumer Cyclical

16.9%
14.6%

Technology

9.0%
8.4%

Energy

7.5%
5.0%

Basic Materials

7.4%
3.1%

Healthcare

5.9%
11.4%

Real Estate

5.7%
11.3%

Communication Services

3.8%
2.5%

Consumer Defensive

3.1%
4.7%

Utilities

2.3%
3.9%

Industrials

SCAP
19.6%
ISCV
12.7%

Financial Services

SCAP
17.4%
ISCV
22.4%

Consumer Cyclical

SCAP
16.9%
ISCV
14.6%

Technology

SCAP
9.0%
ISCV
8.4%

Energy

SCAP
7.5%
ISCV
5.0%

Basic Materials

SCAP
7.4%
ISCV
3.1%

Healthcare

SCAP
5.9%
ISCV
11.4%

Real Estate

SCAP
5.7%
ISCV
11.3%

Communication Services

SCAP
3.8%
ISCV
2.5%

Consumer Defensive

SCAP
3.1%
ISCV
4.7%

Utilities

SCAP
2.3%
ISCV
3.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Infracap Small Cap Income ETF

iShares Morningstar Small Cap Value ETF

Often compared with SCAP:
SCAP vs. IWMSCAP vs. IWMISCAP vs. IWCSCAP vs. VALQSCAP vs. SMLVSCAP vs. XITKSCAP vs. RWJ
Often compared with ISCV:
ISCV vs. AVUVISCV vs. IJSISCV vs. VIOVISCV vs. SPSMISCV vs. SLYVISCV vs. VTIISCV vs. SCHD

Return for Risk

SCAP vs. ISCV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
SCAP
SCAP Risk / Return Rank: 4848
Overall Rank
SCAP Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SCAP Sortino Ratio Rank: 4848
Sortino Ratio Rank
SCAP Omega Ratio Rank: 4747
Omega Ratio Rank
SCAP Calmar Ratio Rank: 4848
Calmar Ratio Rank
SCAP Martin Ratio Rank: 4949
Martin Ratio Rank
ISCV
ISCV Risk / Return Rank: 8484
Overall Rank
ISCV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ISCV Sortino Ratio Rank: 8585
Sortino Ratio Rank
ISCV Omega Ratio Rank: 8080
Omega Ratio Rank
ISCV Calmar Ratio Rank: 8585
Calmar Ratio Rank
ISCV Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SCAP vs. ISCV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Infracap Small Cap Income ETF (SCAP) and iShares Morningstar Small Cap Value ETF (ISCV). 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.

SCAPISCVDifference
Sharpe ratioReturn per unit of total volatility
1.21
1.92

-0.71

Sortino ratioReturn per unit of downside risk
1.74
2.84

-1.10

Omega ratioGain probability vs. loss probability

1.21

1.34

-0.12

Calmar ratioReturn relative to maximum drawdown

1.75

3.25

-1.50

Martin ratioReturn relative to average drawdown

5.70

12.04

-6.35

SCAP vs. ISCV - Sharpe Ratio Comparison

The current SCAP Sharpe Ratio is 1.21, which is lower than the ISCV Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of SCAP and ISCV, 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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Drawdowns

SCAP vs. ISCV - Drawdown Comparison

The maximum SCAP drawdown since its inception was -24.13%, smaller than the maximum ISCV drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for SCAP and ISCV.

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Drawdown Indicators

SCAPISCVDifference

Max Drawdown

Largest peak-to-trough decline

-24.13%

-63.14%

+39.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-9.25%

-2.30%

Max Drawdown (3Y)

Largest decline over 3 years

—

-25.35%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-25.35%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-51.56%

—

Current Drawdown

Current decline from peak

-4.02%

-1.36%

-2.66%

Average Drawdown

Average peak-to-trough decline

-4.13%

-9.08%

+4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

2.49%

+1.05%

Volatility

SCAP vs. ISCV - Volatility Comparison

Infracap Small Cap Income ETF (SCAP) has a higher volatility of 4.87% compared to iShares Morningstar Small Cap Value ETF (ISCV) at 3.47%. This indicates that SCAP's price experiences larger fluctuations and is considered to be riskier than ISCV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SCAPISCVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

3.47%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

10.28%

+2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

15.74%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.66%

20.59%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.66%

23.20%

-4.54%

SCAP vs. ISCV - Expense Ratio Comparison

SCAP has a 0.80% expense ratio, which is higher than ISCV's 0.06% expense ratio.

Dividends

SCAP vs. ISCV - Dividend Comparison

SCAP's dividend yield for the trailing twelve months is around 7.35%, more than ISCV's 1.83% yield.

PositionTTM20252024202320222021202020192018201720162015
ISCV
iShares Morningstar Small Cap Value ETF		1.83%2.04%2.01%2.21%2.12%1.95%2.01%2.36%2.48%1.74%2.49%2.60%
SCAP
Infracap Small Cap Income ETF		7.35%6.71%6.89%0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SCAP and ISCV have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCAP has higher volatility (4.87%) compared to ISCV (3.47%). In terms of maximum drawdown, SCAP dropped -24.13% vs ISCV's -63.14%.

On 1-year performance, ISCV leads with 32.31% vs 21.17% for SCAP. On fees, ISCV is cheaper at 0.06% per year. On volatility, ISCV has been the lower-risk option at 3.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ISCV has performed better with a 32.31% return vs 21.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISCV is cheaper with a 0.06% expense ratio, compared with 0.80% for SCAP.

SCAP has the higher dividend yield at 7.35%, compared with 1.83% for ISCV.

They also come from different issuers: InfraCap and iShares. Their fees differ too: 0.80% for SCAP and 0.06% for ISCV.

ISCV currently has the higher Sharpe Ratio (1.92 vs 1.21), 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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