SMIG vs. ISVL
Compare and contrast key facts about Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) and iShares International Developed Small Cap Value Factor ETF (ISVL).
SMIG and ISVL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMIG is an actively managed fund by Bahl & Gaynor. It was launched on Aug 25, 2021. 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.
Performance
SMIG vs. ISVL - Performance Comparison
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SMIG vs. ISVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SMIG Bahl & Gaynor Small/Mid Cap Income Growth ETF | 2.67% | 0.78% | 17.63% | 13.62% | -11.83% | 5.51% |
ISVL iShares International Developed Small Cap Value Factor ETF | 2.94% | 42.84% | 4.58% | 17.56% | -13.69% | 0.40% |
Returns By Period
In the year-to-date period, SMIG achieves a 2.67% return, which is significantly lower than ISVL's 2.94% return.
SMIG
- 1D
- 0.27%
- 1M
- -5.91%
- YTD
- 2.67%
- 6M
- 0.67%
- 1Y
- 4.18%
- 3Y*
- 10.28%
- 5Y*
- —
- 10Y*
- —
ISVL
- 1D
- 1.80%
- 1M
- -5.06%
- YTD
- 2.94%
- 6M
- 9.67%
- 1Y
- 35.81%
- 3Y*
- 19.74%
- 5Y*
- 10.61%
- 10Y*
- —
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SMIG vs. ISVL - Expense Ratio Comparison
SMIG has a 0.60% expense ratio, which is higher than ISVL's 0.30% expense ratio.
Return for Risk
SMIG vs. ISVL — Risk / Return Rank
SMIG
ISVL
SMIG vs. ISVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) and iShares International Developed Small Cap Value Factor ETF (ISVL). 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.
| SMIG | ISVL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 2.03 | -1.77 |
Sortino ratioReturn per unit of downside risk | 0.49 | 2.78 | -2.29 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.43 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 2.88 | -2.46 |
Martin ratioReturn relative to average drawdown | 1.38 | 11.65 | -10.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SMIG | ISVL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 2.03 | -1.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.65 | -0.31 |
Correlation
The correlation between SMIG and ISVL 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
SMIG vs. ISVL - Dividend Comparison
SMIG's dividend yield for the trailing twelve months is around 1.85%, less than ISVL's 2.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SMIG Bahl & Gaynor Small/Mid Cap Income Growth ETF | 1.85% | 1.82% | 1.75% | 1.91% | 2.00% | 0.50% |
ISVL iShares International Developed Small Cap Value Factor ETF | 2.61% | 2.69% | 3.92% | 3.82% | 3.37% | 2.82% |
Drawdowns
SMIG vs. ISVL - Drawdown Comparison
The maximum SMIG drawdown since its inception was -19.65%, smaller than the maximum ISVL drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for SMIG and ISVL.
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Drawdown Indicators
| SMIG | ISVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.65% | -30.48% | +10.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -12.48% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.48% | — |
Current DrawdownCurrent decline from peak | -6.76% | -7.13% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -6.72% | -6.79% | +0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 3.09% | +0.60% |
Volatility
SMIG vs. ISVL - Volatility Comparison
The current volatility for Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) is 4.01%, while iShares International Developed Small Cap Value Factor ETF (ISVL) has a volatility of 7.26%. This indicates that SMIG experiences smaller price fluctuations and is considered to be less risky than ISVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMIG | ISVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 7.26% | -3.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 10.98% | -2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 17.70% | -1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 16.76% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 16.76% | -0.44% |