ISCF vs CHW

Comparison between ISHARES INTERNATIONAL SMALL-CAP EQUITY FACTOR ETF (ISCF, ETF) and Calamos Global Dynamic Income Fund (CHW, ETF).

5-Year PerformanceISCF has outperformed CHW, delivering a return of +7.8% compared to +5.1%

ISCF vs CHW - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ISCF(ETF)	CHW(ETF)
Net Assets	$652M	$650M
Expense Ratio	0.24%	N/A
Max Drawdown	43.64%	72.87%
Sharpe Ratio	1.08	1.79
5Y Beta	0.71	0.88
5Y Dividends CAGR	14.89%	-5.00%

Net Assets

Winner

ISCF

$652M

CHW

$650M

Expense Ratio

ISCF

0.24%

CHW

N/A

Max Drawdown

Winner

ISCF

43.64%

CHW

72.87%

Sharpe Ratio

ISCF

1.08

Winner

CHW

1.79

5Y Beta

Winner

ISCF

0.71

CHW

0.88

5Y Dividends CAGR

Winner

ISCF

14.89%

CHW

-5.00%

ISCF vs CHW - Historical Returns

Returns include dividend reinvestment.

Period	ISCF	CHW
1 month	+0.12%	+4.32%
3 months	+4.88%	+18.43%
6 months	+9.91%	+27.62%
1 year	+21.65%	+38.74%
5 years(CAGR)	+7.83%	+5.10%
10 years(CAGR)	+9.59%	+12.86%
Max(CAGR)	+8.50%	+7.26%

ISCF

+0.12%

Winner

CHW

+4.32%

ISCF

+4.88%

Winner

CHW

+18.43%

ISCF

+9.91%

Winner

CHW

+27.62%

ISCF

+21.65%

Winner

CHW

+38.74%

5Y(CAGR)

Winner

ISCF

+7.83%

CHW

+5.10%

10Y(CAGR)

ISCF

+9.59%

Winner

CHW

+12.86%

Max(CAGR)

Winner

ISCF

+8.50%

CHW

+7.26%

ISCF vs CHW - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	ISCF	CHW
2026	+6.73%	+21.17%
2025	+34.44%	+20.25%
2024	+6.29%	+29.15%
2023	+11.76%	+13.92%
2022	-15.12%	-37.66%
2021	+12.61%	+16.61%
2020	+6.63%	+22.85%
2019	+26.29%	+42.73%
2018	-19.49%	-20.91%
2017	+37.47%	+44.00%
2016	-1.26%	+9.71%
2015	+1.67%	-11.37%
2014	N/A	+13.84%
2013	N/A	+14.81%
2012	N/A	+22.73%
2011	N/A	-7.00%
2010	N/A	+13.76%
2009	N/A	+45.50%
2008	N/A	-47.92%
2007	N/A	-11.08%

ISCF vs CHW Drawdown Comparison

The maximum drawdown for ISCF was -40.80%, occurring on Mar 23, 2020. Recovery took 720 trading sessions.

The maximum drawdown for CHW was -66.81%, occurring on Nov 20, 2008. Recovery took 1371 trading sessions.

The current ISCF drawdown is -2.34%. The current CHW drawdown is -3.49%.

Rank	ISCF	CHW
#1	-40.80% Jan 26, 2018 - Dec 4, 2020	-66.81% Jul 26, 2007 - Jan 4, 2013
#2	-30.65% Sep 3, 2021 - Sep 19, 2024	-53.47% Feb 20, 2020 - Aug 31, 2020
#3	-17.18% Jul 9, 2015 - Sep 26, 2016	-46.07% Jul 29, 2021 - Sep 19, 2025
#4	-13.25% Mar 19, 2025 - Apr 24, 2025	-31.90% Sep 12, 2018 - Nov 4, 2019
#5	-11.34% Feb 26, 2026 - Mar 27, 2026	-29.24% Jul 24, 2014 - Feb 7, 2017
#6	-9.19% Sep 26, 2024 - Mar 17, 2025	-15.50% Feb 25, 2026 - Apr 27, 2026
#7	-7.97% Sep 28, 2016 - Feb 3, 2017	-11.96% Oct 13, 2020 - Nov 11, 2020
#8	-6.33% Oct 6, 2025 - Dec 11, 2025	-11.53% May 14, 2013 - Oct 22, 2013
#9	-6.17% May 22, 2015 - Jul 9, 2015	-10.79% Jan 26, 2018 - Sep 12, 2018
#10	-4.82% Feb 16, 2021 - Mar 17, 2021	-7.74% Oct 9, 2025 - Jan 9, 2026
#11	-4.11% Jun 14, 2021 - Jul 26, 2021	-7.11% Aug 31, 2020 - Oct 7, 2020
#12	-3.92% May 7, 2021 - May 28, 2021	-6.63% May 14, 2026 - May 27, 2026
#13	-3.53% Jul 23, 2025 - Aug 12, 2025	-6.56% Apr 12, 2021 - Jun 8, 2021
#14	-3.10% Jan 21, 2021 - Feb 5, 2021	-6.34% Jun 2, 2026 - Jun 10, 2026
#15	-3.09% Aug 3, 2021 - Aug 30, 2021	-6.30% Aug 7, 2017 - Sep 19, 2017

Correlation

Correlation between ISCF and CHW is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2007 - 2026)

ISCF vs CHW dividend yield comparison.

Year	ISCF	CHW
2026	1.87%	2.85%
2025	3.76%	8.10%
2024	4.29%	8.89%
2023	3.94%	10.40%
2022	2.73%	13.62%
2021	3.93%	8.43%
2020	2.30%	8.79%
2019	2.87%	9.67%
2018	2.14%	12.82%
2017	1.97%	9.25%
2016	2.89%	12.05%
2015	1.46%	11.73%
2014	0.00%	8.93%
2013	0.00%	8.29%
2012	0.00%	8.91%
2011	0.00%	8.22%
2010	0.00%	7.17%
2009	0.00%	10.05%
2008	0.00%	21.28%
2007	0.00%	5.21%