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SQLV vs. ISVL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SQLV vs. ISVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Quant Small-Cap Quality Value ETF (SQLV) and iShares International Developed Small Cap Value Factor ETF (ISVL). The values are adjusted to include any dividend payments, if applicable.

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SQLV vs. ISVL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SQLV
Royce Quant Small-Cap Quality Value ETF
2.33%2.50%4.76%21.21%-12.86%14.27%
ISVL
iShares International Developed Small Cap Value Factor ETF
1.12%42.84%4.58%17.56%-13.69%7.69%

Returns By Period

In the year-to-date period, SQLV achieves a 2.33% return, which is significantly higher than ISVL's 1.12% return.


SQLV

1D
1.41%
1M
-3.07%
YTD
2.33%
6M
3.74%
1Y
17.85%
3Y*
8.87%
5Y*
5.25%
10Y*

ISVL

1D
3.13%
1M
-8.78%
YTD
1.12%
6M
7.68%
1Y
33.57%
3Y*
19.03%
5Y*
10.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SQLV vs. ISVL - Expense Ratio Comparison

SQLV has a 0.60% expense ratio, which is higher than ISVL's 0.30% expense ratio.


Return for Risk

SQLV vs. ISVL — Risk / Return Rank

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

SQLV
SQLV Risk / Return Rank: 4848
Overall Rank
SQLV Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SQLV Sortino Ratio Rank: 4848
Sortino Ratio Rank
SQLV Omega Ratio Rank: 4242
Omega Ratio Rank
SQLV Calmar Ratio Rank: 5454
Calmar Ratio Rank
SQLV Martin Ratio Rank: 4949
Martin Ratio Rank

ISVL
ISVL Risk / Return Rank: 9090
Overall Rank
ISVL Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ISVL Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISVL Omega Ratio Rank: 9393
Omega Ratio Rank
ISVL Calmar Ratio Rank: 8787
Calmar Ratio Rank
ISVL Martin Ratio Rank: 8888
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.

SQLV vs. ISVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Quant Small-Cap Quality Value ETF (SQLV) 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.


SQLVISVLDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.91

-1.10

Sortino ratio

Return per unit of downside risk

1.29

2.63

-1.35

Omega ratio

Gain probability vs. loss probability

1.16

1.41

-0.25

Calmar ratio

Return relative to maximum drawdown

1.37

2.59

-1.22

Martin ratio

Return relative to average drawdown

4.69

10.59

-5.90

SQLV vs. ISVL - Sharpe Ratio Comparison

The current SQLV Sharpe Ratio is 0.81, which is lower than the ISVL Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of SQLV and ISVL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SQLVISVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.91

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.61

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.63

-0.29

Correlation

The correlation between SQLV and ISVL is 0.63, 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

SQLV vs. ISVL - Dividend Comparison

SQLV's dividend yield for the trailing twelve months is around 1.11%, less than ISVL's 2.66% yield.


TTM202520242023202220212020201920182017
SQLV
Royce Quant Small-Cap Quality Value ETF
1.11%1.15%1.11%1.09%1.24%1.12%1.22%1.20%1.08%0.40%
ISVL
iShares International Developed Small Cap Value Factor ETF
2.66%2.69%3.92%3.82%3.37%2.82%0.00%0.00%0.00%0.00%

Drawdowns

SQLV vs. ISVL - Drawdown Comparison

The maximum SQLV drawdown since its inception was -48.34%, which is greater than ISVL's maximum drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for SQLV and ISVL.


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Drawdown Indicators


SQLVISVLDifference

Max Drawdown

Largest peak-to-trough decline

-48.34%

-30.48%

-17.86%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-12.48%

-0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-26.86%

-30.48%

+3.62%

Current Drawdown

Current decline from peak

-5.16%

-8.78%

+3.62%

Average Drawdown

Average peak-to-trough decline

-9.10%

-6.79%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

3.06%

+0.73%

Volatility

SQLV vs. ISVL - Volatility Comparison

The current volatility for Royce Quant Small-Cap Quality Value ETF (SQLV) is 5.25%, while iShares International Developed Small Cap Value Factor ETF (ISVL) has a volatility of 7.55%. This indicates that SQLV 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


SQLVISVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

7.55%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

10.84%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

22.07%

17.65%

+4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.04%

16.75%

+4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.50%

16.74%

+6.76%