(ISVL) iShares International - Ratings and Ratios
Small Cap Value, International, Developed, Factor
| Risk via 10d forecast | |
|---|---|
| Volatility | 13.7% |
| Value at Risk 5%th | 22.1% |
| Reward | |
|---|---|
| Sharpe Ratio | 1.44 |
| Alpha Jensen | 12.01 |
| Character | |
|---|---|
| Hurst Exponent | 0.352 |
| Beta | 1.030 |
| Drawdowns 3y | |
|---|---|
| Max DD | 12.93% |
| Mean DD | 2.75% |
Description: ISVL iShares International October 19, 2025
The iShares International Developed Small-Cap Value Factor ETF (BATS: ISVL) commits at least 80% of its net assets to the securities that compose its underlying index, or to securities that are substantially identical to those components. The remaining up to 20% may be allocated to futures, options, swaps, cash, cash equivalents, or other securities that the fund’s manager believes will improve index tracking. The fund is classified as non-diversified, meaning a single issuer can represent more than 5% of total assets.
As of the latest reporting period, ISVL carries an expense ratio of roughly 0.45% and manages about USD 1.2 billion in assets, placing it among the larger small-cap value ETFs focused on developed markets. Its top sector exposures typically include Financials (≈30% of assets) and Industrials (≈25%), reflecting the historically higher valuation discounts in these areas. The ETF’s performance is sensitive to global economic growth and monetary-policy shifts, since small-cap value stocks tend to underperform in a tightening cycle but can generate outsized returns when earnings growth resumes.
If you’re interested in drilling down on the factor characteristics and risk metrics of ISVL, a quick look at ValueRay’s interactive analytics can help you uncover hidden drivers and compare the fund against peers.
ISVL ETF Overview
| Market Cap in USD | 68m |
| Category | Foreign Small/Mid Value |
| TER | 0.30% |
| IPO / Inception | 2021-03-23 |
| Return 12m vs S&P 500 | 13.0% |
| Analyst Rating | - |
ISVL Dividends
| Dividend Yield | 3.10% |
| Yield on Cost 5y | 4.75% |
| Yield CAGR 5y | 9.61% |
| Payout Consistency | 99.9% |
| Payout Ratio | - |
ISVL Growth Ratios
| CAGR | 19.35% |
| CAGR/Max DD Calmar Ratio | 1.50 |
| CAGR/Mean DD Pain Ratio | 7.05 |
| Current Volume | 4.8k |
| Average Volume | 17.4k |
What is the price of ISVL shares?
Over the past week, the price has changed by +2.01%, over one month by +0.90%, over three months by +4.13% and over the past year by +30.51%.
Is iShares International a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of ISVL is around 47.54 USD . This means that ISVL is currently overvalued and has a potential downside of 5.13%.
Is ISVL a buy, sell or hold?
What are the forecasts/targets for the ISVL price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 53.6 | 18.6% |
ISVL Fundamental Data Overview November 01, 2025
Beta = 1.03
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 67.8m USD (67.8m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 67.8m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 67.8m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.81% (E(67.8m)/V(67.8m) * Re(9.81%) + (debt-free company))
Discount Rate = 9.81% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for ISVL ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle