WELL vs. ISVL
WELL (Welltower Inc.) is a stock, while ISVL (iShares International Developed Small Cap Value Factor ETF) is Small Cap Value Equities fund tracking the FTSE Developed ex US ex Korea Small Cap Focused Value Index. Over the past 5 years, WELL returned 24.91%/yr vs 10.55%/yr for ISVL. At a 0.36 correlation, their price movements are largely independent.
Performance
WELL vs. ISVL - Performance Comparison
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Returns By Period
In the year-to-date period, WELL achieves a 16.22% return, which is significantly higher than ISVL's 10.51% return.
WELL
- 1D
- 1.69%
- 1M
- -2.68%
- YTD
- 16.22%
- 6M
- 15.53%
- 1Y
- 43.19%
- 3Y*
- 40.64%
- 5Y*
- 24.91%
- 10Y*
- 15.50%
ISVL
- 1D
- 0.50%
- 1M
- 1.31%
- YTD
- 10.51%
- 6M
- 13.02%
- 1Y
- 28.56%
- 3Y*
- 21.36%
- 5Y*
- 10.55%
- 10Y*
- —
WELL vs. ISVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WELL Welltower Inc. | 16.22% | 49.86% | 43.07% | 41.79% | -21.18% | 23.25% |
ISVL iShares International Developed Small Cap Value Factor ETF | 10.51% | 42.84% | 4.58% | 17.56% | -13.69% | 8.32% |
Correlation
The correlation between WELL and ISVL is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2021 | 0.36 |
Over the past year, the correlation between WELL and ISVL has dropped to 0.10 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
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Return for Risk
WELL vs. ISVL — Risk / Return Rank
WELL
ISVL
WELL vs. ISVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Welltower Inc. (WELL) 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.
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.
| WELL | ISVL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.35 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.44 | 2.30 | +1.14 |
| Martin ratioReturn relative to average drawdown | 8.47 | 8.97 | -0.50 |
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Drawdowns
WELL vs. ISVL - Drawdown Comparison
The maximum WELL drawdown since its inception was -63.33%, which is greater than ISVL's maximum drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for WELL and ISVL.
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Drawdown Indicators
| WELL | ISVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.33% | -30.48% | -32.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.61% | -12.48% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -12.99% | -12.93% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -40.78% | -30.48% | -10.30% |
Max Drawdown (10Y)Largest decline over 10 years | -63.33% | — | — |
Current DrawdownCurrent decline from peak | -2.68% | -0.30% | -2.38% |
Average DrawdownAverage peak-to-trough decline | -10.31% | -6.63% | -3.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.11% | 3.20% | +1.91% |
Volatility
WELL vs. ISVL - Volatility Comparison
Welltower Inc. (WELL) has a higher volatility of 9.54% compared to iShares International Developed Small Cap Value Factor ETF (ISVL) at 4.96%. This indicates that WELL's price experiences larger fluctuations and is considered to be riskier 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
| WELL | ISVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.54% | 4.96% | +4.58% |
Volatility (6M)Calculated over the trailing 6-month period | 17.14% | 12.44% | +4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.65% | 14.80% | +6.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.82% | 16.95% | +6.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.90% | 16.79% | +15.11% |
Dividends
WELL vs. ISVL - Dividend Comparison
WELL's dividend yield for the trailing twelve months is around 1.38%, less than ISVL's 2.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISVL iShares International Developed Small Cap Value Factor ETF | 2.43% | 2.69% | 3.92% | 3.82% | 3.37% | 2.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WELL Welltower Inc. | 1.38% | 1.52% | 2.03% | 2.71% | 3.72% | 2.84% | 4.18% | 4.26% | 5.01% | 5.46% | 5.14% | 4.85% |
Frequently Asked Questions
WELL and ISVL have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WELL has higher volatility (9.54%) compared to ISVL (4.96%). In terms of maximum drawdown, WELL dropped -63.33% vs ISVL's -30.48%.
WELL currently has the higher Sharpe Ratio (2.01 vs 1.94), 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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