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VSMV vs. IDLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VSMV vs. IDLV

Last updated Apr 2, 2026

Compare and contrast key facts about VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) and Invesco S&P International Developed Low Volatility ETF (IDLV).

VSMV and IDLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VSMV is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory Multi-Factor Minimum Volatility Index. It was launched on Jun 22, 2017. IDLV is a passively managed fund by Invesco that tracks the performance of the S&P BMI International Developed Low Volatility Index. It was launched on Jan 13, 2012. Both VSMV and IDLV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

VSMV vs. IDLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) and Invesco S&P International Developed Low Volatility ETF (IDLV). The values are adjusted to include any dividend payments, if applicable.

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VSMV vs. IDLV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VSMV
VictoryShares US Multi-Factor Minimum Volatility ETF		2.92%16.77%15.79%12.34%-7.56%25.66%5.05%26.79%-1.12%11.48%
IDLV
Invesco S&P International Developed Low Volatility ETF		3.33%27.77%2.15%9.18%-12.21%9.76%-9.78%20.09%-8.02%6.85%

Returns By Period

In the year-to-date period, VSMV achieves a 2.92% return, which is significantly lower than IDLV's 3.33% return.

VSMV

1D
0.28%
1M
-3.52%
YTD
2.92%
6M
6.10%
1Y
18.74%
3Y*
15.36%
5Y*
11.21%
10Y*
—

IDLV

1D
0.83%
1M
-3.85%
YTD
3.33%
6M
6.50%
1Y
19.67%
3Y*
12.50%
5Y*
6.65%
10Y*
5.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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VictoryShares US Multi-Factor Minimum Volatility ETF

Invesco S&P International Developed Low Volatility ETF

Often compared with VSMV:
VSMV vs. USMVVSMV vs. SPYVSMV vs. FVVSMV vs. LGLVVSMV vs. MGVVSMV vs. FDVVVSMV vs. VOO
Often compared with IDLV:
IDLV vs. XMU.TOIDLV vs. SCHYIDLV vs. SPLVIDLV vs. LVHIIDLV vs. VIGIIDLV vs. ACWVIDLV vs. QLVD

VSMV vs. IDLV - Expense Ratio Comparison

VSMV has a 0.35% expense ratio, which is higher than IDLV's 0.25% expense ratio.

VSMV
VictoryShares US Multi-Factor Minimum Volatility ETF
IDLV
Invesco S&P International Developed Low Volatility ETF

Return for Risk

VSMV vs. IDLV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VSMV
VSMV Risk / Return Rank: 7575
Overall Rank
VSMV Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VSMV Sortino Ratio Rank: 7676
Sortino Ratio Rank
VSMV Omega Ratio Rank: 7575
Omega Ratio Rank
VSMV Calmar Ratio Rank: 6767
Calmar Ratio Rank
VSMV Martin Ratio Rank: 8282
Martin Ratio Rank
IDLV
IDLV Risk / Return Rank: 8181
Overall Rank
IDLV Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IDLV Sortino Ratio Rank: 8282
Sortino Ratio Rank
IDLV Omega Ratio Rank: 8181
Omega Ratio Rank
IDLV Calmar Ratio Rank: 8181
Calmar Ratio Rank
IDLV Martin Ratio Rank: 8080
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.

VSMV vs. IDLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) and Invesco S&P International Developed Low Volatility ETF (IDLV). 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.

VSMVIDLVDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.58

-0.18

Sortino ratio

Return per unit of downside risk

2.02

2.20

-0.18

Omega ratio

Gain probability vs. loss probability

1.29

1.33

-0.03

Calmar ratio

Return relative to maximum drawdown

1.81

2.45

-0.64

Martin ratio

Return relative to average drawdown

9.72

9.22

+0.49

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VSMV vs. IDLV - Sharpe Ratio Comparison

The current VSMV Sharpe Ratio is 1.40, which is comparable to the IDLV Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of VSMV and IDLV, 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

VSMVIDLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.58

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.57

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.41

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.46

+0.33

Correlation

The correlation between VSMV and IDLV 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

VSMV vs. IDLV - Dividend Comparison

VSMV's dividend yield for the trailing twelve months is around 1.39%, less than IDLV's 4.66% yield.

TTM20252024202320222021202020192018201720162015
VSMV
VictoryShares US Multi-Factor Minimum Volatility ETF		1.39%1.35%1.36%1.77%1.99%1.36%2.01%2.00%2.42%1.11%0.00%0.00%
IDLV
Invesco S&P International Developed Low Volatility ETF		4.66%4.63%3.41%3.59%4.69%2.99%2.30%4.92%3.94%3.05%3.92%3.93%

Drawdowns

VSMV vs. IDLV - Drawdown Comparison

The maximum VSMV drawdown since its inception was -31.33%, smaller than the maximum IDLV drawdown of -34.65%. Use the drawdown chart below to compare losses from any high point for VSMV and IDLV.

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Drawdown Indicators

VSMVIDLVDifference

Max Drawdown

Largest peak-to-trough decline

-31.33%

-34.65%

+3.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.43%

-8.26%

-2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-17.96%

-22.52%

+4.56%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.65%

—

Current Drawdown

Current decline from peak

-3.57%

-5.05%

+1.48%

Average Drawdown

Average peak-to-trough decline

-3.46%

-5.97%

+2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.19%

-0.24%

Volatility

VSMV vs. IDLV - Volatility Comparison

The current volatility for VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) is 2.76%, while Invesco S&P International Developed Low Volatility ETF (IDLV) has a volatility of 4.21%. This indicates that VSMV experiences smaller price fluctuations and is considered to be less risky than IDLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VSMVIDLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.76%

4.21%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

6.73%

7.12%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

13.40%

12.50%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.92%

11.73%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.14%

13.38%

+1.76%