See what your fund actually adds
iShares International Developed Small Cap Value Factor ETF ISVL
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ISVL | Replication |
|---|---|---|
| Annualized growth | 11.1% | 8.0% |
| Annualized volatility | 16.5% | 15.2% |
| Sharpe ratio | 0.72 | 0.59 |
| Maximum drawdown | 29.2% | 28.7% |
| Replication fit (R²) | 0.95 · Tracking error 3.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model ISVL’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VSS | Intl · Small Cap | 56.0% |
| EFV | Intl · Value | 31.1% |
| VEA | Intl · Developed | 4.6% |
| VBR | Small-Cap · Value | 4.5% |
| VNQI | Alternatives · Intl Real Estate | 3.8% |