Summary
ISVL
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 28.37% Volatility 17.73% Sharpe 1.73
Official loaded data — not a live quote.

ISHARES INTERNATIONAL DEVELOPED SMALL CAP VALUE FACTOR ETF

Symbol: ISVL

Exchange: BATS

Sector: Industrials

Category: Foreign Small/Mid Value

Inception date: 23/03/2021

Latest date: 02/06/2026

Current price: $52.18

Expense ratio: 0.31%

Assets under management
$318.5M
0.12% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

3.31%

Ann. -49.63% (Sharpe / Sortino numerator)

Volatility

26.06%

Sharpe ratio

-2.044

VaR 95%

-2.97%

CVaR 95%: -3.08%
Max drawdown: -8.29%
Sortino ratio: -3.732
Calmar ratio: -5.99

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.14%

Ann. 5.82% (Sharpe / Sortino numerator)

Volatility

19.24%

Sharpe ratio

0.114

VaR 95%

-2.09%

CVaR 95%: -2.62%
Max drawdown: -12.48%
Sortino ratio: 0.162
Calmar ratio: 0.47

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

14.23%

Ann. 18.27% (Sharpe / Sortino numerator)

Volatility

15.67%

Sharpe ratio

0.934

VaR 95%

-1.46%

CVaR 95%: -2.21%
Max drawdown: -12.48%
Sortino ratio: 1.302
Calmar ratio: 1.46

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

28.37%

Ann. 34.31% (Sharpe / Sortino numerator)

Volatility

17.73%

Sharpe ratio

1.730

VaR 95%

-1.41%

CVaR 95%: -2.48%
Max drawdown: -12.48%
Sortino ratio: 2.124
Calmar ratio: 2.75

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

52.05%

Ann. 21.59% (Sharpe / Sortino numerator)

Volatility

15.86%

Sharpe ratio

1.132

VaR 95%

-1.46%

CVaR 95%: -2.24%
Max drawdown: -12.49%
Sortino ratio: 1.475
Calmar ratio: 1.73

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

80.66%

Ann. 19.40% (Sharpe / Sortino numerator)

Volatility

15.16%

Sharpe ratio

1.040

VaR 95%

-1.45%

CVaR 95%: -2.07%
Max drawdown: -12.93%
Sortino ratio: 1.444
Calmar ratio: 1.50

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.104%

Best day

3.409%

08/04/2026
Worst day

-3.046%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $52.12 $52.22 $51.98 $52.18 15,600
01/06/2026 $52.47 $52.47 $51.72 $51.79 15,700
29/05/2026 $52.50 $52.71 $52.44 $52.47 13,400
28/05/2026 $52.19 $52.41 $51.96 $52.19 15,700
27/05/2026 $52.48 $52.48 $52.23 $52.24 19,600
26/05/2026 $52.38 $52.50 $52.29 $52.42 26,900
22/05/2026 $52.00 $52.00 $51.80 $51.85 9,300
21/05/2026 $51.96 $52.24 $51.65 $52.14 12,000
20/05/2026 $51.32 $52.05 $51.32 $52.05 36,300
19/05/2026 $51.33 $51.48 $51.24 $51.24 8,700