Summary
ISVL
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 24.40% 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: 17/07/2026

Current price: $50.96

Expense ratio: 0.31%

Assets under management
$312.4M
-0.27% 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

-0.43%

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

0.14%

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

6.09%

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

24.40%

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

49.70%

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

73.24%

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.091%

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
17/07/2026 $51.10 $51.10 $50.86 $50.96 16,500
16/07/2026 $51.17 $51.68 $51.17 $51.48 14,200
15/07/2026 $51.51 $51.75 $51.32 $51.68 13,200
14/07/2026 $51.35 $51.44 $51.12 $51.23 15,200
13/07/2026 $51.00 $51.03 $50.80 $50.81 13,900
10/07/2026 $50.90 $51.25 $50.90 $51.20 20,500
09/07/2026 $50.69 $50.80 $50.57 $50.65 31,600
08/07/2026 $50.63 $50.79 $50.20 $50.74 13,800
07/07/2026 $51.36 $51.36 $50.99 $51.03 9,100
06/07/2026 $51.38 $51.64 $51.33 $51.62 14,700