ISCV
iShares Morningstar Small Cap Value ETF
SMB
HML
Adj. R2
0.970
Rel. Sharpe
0.861
Mkt beta
1.01
AUM
US$631M
MER
0.06%
Valuation
124
ETF comparison
Verified factor-similar pair
ISCV vs VTWV
These two ETFs meet the same FF6 US comparison criteria: US-listed equity ETFs, the same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
HML
Similarity score
83
Verified similar
The score combines exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
Quick Read
- VTWV has the higher backtested relative Sharpe (0.948 vs 0.861).
- VTWV is cheaper on dividend valuation (113 vs 124, where 100 is each fund's historical median).
- VTWV has the stronger regression fit (adjusted R-squared 0.980 vs 0.970).
These are screening signals, not a complete review of portfolio construction, turnover, taxes, or trading quality.
VTWV
Vanguard Russell 2000 Value ETF
SMB
HML
Adj. R2
0.980
Rel. Sharpe
0.948
Mkt beta
0.98
AUM
US$1.1B
MER
0.06%
Valuation
113
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff -0.13
HML
diff +0.01
RMW
diff +0.10
CMA
diff +0.07
UMD
diff -0.11
Why This Pair Matches
Exposure level
79
Exposure shape
99
Mkt beta diff
0.03
Rel. Sharpe diff
0.087
This comparison focuses on measured factor exposure. It does not compare holdings methodology, turnover, tax handling, or issuer process. Backtested relative Sharpe is a secondary signal rather than a stand-alone forecast. See methodology.
Monthly updates
Get the next US ETF leaders update
Get one monthly email when the US leaders table refreshes, plus methodology and comparison-page updates.
Monthly leaders refresh
Download-access updates
Low-volume research notes
One monthly email when the data drop lands. This browser will remember you after signup.