SVAL vs TUR

Comparison between ISHARES US SMALL CAP VALUE FACTOR ETF (SVAL, ETF) and ISHARES MSCI TURKEY ETF (TUR, ETF).

5-Year PerformanceTUR has outperformed SVAL, delivering a return of +16.3% compared to +10.0%

SVAL vs TUR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SVAL(ETF)	TUR(ETF)
Net Assets	$198M	$198M
Expense Ratio	0.20%	0.59%
Max Drawdown	27.97%	78.28%
Sharpe Ratio	1.65	0.79
5Y Beta	0.92	0.51
P/E Ratio	19.66	N/A
Forward P/E	13.37	N/A
5Y Dividends CAGR	24.55%	7.17%
5Y EPS CAGR	3.77%	N/A
Debt to Equity	32.45%	N/A
P/S Ratio	0.86	N/A
P/B Ratio	1.44	N/A

Net Assets

Winner

SVAL

$198M

TUR

$198M

Expense Ratio

Winner

SVAL

0.20%

TUR

0.59%

Max Drawdown

Winner

SVAL

27.97%

TUR

78.28%

Sharpe Ratio

Winner

SVAL

1.65

TUR

0.79

5Y Beta

SVAL

0.92

Winner

TUR

0.51

P/E Ratio

SVAL

19.66

TUR

N/A

Forward P/E

SVAL

13.37

TUR

N/A

5Y Dividends CAGR

Winner

SVAL

24.55%

TUR

7.17%

5Y EPS CAGR

SVAL

3.77%

TUR

N/A

Debt to Equity

SVAL

32.45%

TUR

N/A

P/S Ratio

SVAL

0.86

TUR

N/A

P/B Ratio

SVAL

1.44

TUR

N/A

SVAL vs TUR - Historical Returns

Returns include dividend reinvestment.

Period	SVAL	TUR
1 month	+4.73%	-2.47%
3 months	+10.53%	-5.50%
6 months	+15.08%	+3.47%
1 year	+36.05%	+19.05%
5 years(CAGR)	+9.97%	+16.35%
10 years(CAGR)	N/A	+4.05%
Max(CAGR)	+17.35%	+1.49%

Winner

SVAL

+4.73%

TUR

-2.47%

Winner

SVAL

+10.53%

TUR

-5.50%

Winner

SVAL

+15.08%

TUR

+3.47%

Winner

SVAL

+36.05%

TUR

+19.05%

5Y(CAGR)

SVAL

+9.97%

Winner

TUR

+16.35%

10Y(CAGR)

SVAL

N/A

TUR

+4.05%

Max(CAGR)

Winner

SVAL

+17.35%

TUR

+1.49%

SVAL vs TUR - Annual Returns (2008 - 2026)

Returns include dividend reinvestment.

Year	SVAL	TUR
2026	+24.51%	+14.49%
2025	+9.24%	-3.14%
2024	+7.72%	+11.63%
2023	+12.71%	-10.50%
2022	-11.05%	+91.30%
2021	+34.68%	-28.08%
2020	+27.93%	-3.20%
2019	N/A	+17.42%
2018	N/A	-43.19%
2017	N/A	+42.27%
2016	N/A	-5.86%
2015	N/A	-30.82%
2014	N/A	+20.09%
2013	N/A	-28.42%
2012	N/A	+58.87%
2011	N/A	-37.01%
2010	N/A	+20.66%
2009	N/A	+98.54%
2008	N/A	-42.15%

SVAL vs TUR Drawdown Comparison

The maximum drawdown for SVAL was -27.44%, occurring on Apr 8, 2025. Recovery took 277 trading sessions.

The maximum drawdown for TUR was -72.38%, occurring on Mar 20, 2020. This drawdown has not yet recovered.

The current SVAL drawdown is -0.70%. The current TUR drawdown is -26.93%.

Rank	SVAL	TUR
#1	-27.44% Nov 25, 2024 - Jan 6, 2026	-72.38% May 8, 2013 - Mar 20, 2020
#2	-25.26% Nov 11, 2021 - Jul 15, 2024	-68.94% Aug 4, 2008 - Jan 5, 2010
#3	-13.52% Jun 8, 2021 - Nov 3, 2021	-48.27% Nov 4, 2010 - May 3, 2013
#4	-11.04% Jul 26, 2024 - Nov 6, 2024	-24.57% May 15, 2008 - Jul 30, 2008
#5	-8.94% Feb 20, 2026 - Apr 14, 2026	-18.54% Apr 14, 2010 - Aug 2, 2010
#6	-8.93% Mar 12, 2021 - May 7, 2021	-16.65% Jan 19, 2010 - Apr 5, 2010
#7	-6.75% Jan 14, 2021 - Feb 5, 2021	-6.50% Aug 2, 2010 - Sep 3, 2010
#8	-5.72% Nov 24, 2020 - Dec 4, 2020	-4.93% Apr 9, 2008 - Apr 24, 2008
#9	-5.08% May 7, 2021 - Jun 1, 2021	-4.38% May 6, 2008 - May 15, 2008
#10	-3.94% Nov 3, 2020 - Nov 9, 2020	-4.38% Oct 18, 2010 - Nov 4, 2010
#11	-3.69% Feb 24, 2021 - Mar 5, 2021	-2.52% Mar 28, 2008 - Apr 1, 2008
#12	-3.61% Nov 10, 2020 - Nov 16, 2020	-2.32% Apr 28, 2008 - May 2, 2008
#13	-3.51% Nov 11, 2024 - Nov 25, 2024	-2.05% Jan 8, 2010 - Jan 13, 2010
#14	-2.94% May 8, 2026 - May 22, 2026	-1.93% Sep 3, 2010 - Sep 10, 2010
#15	-2.74% Jun 12, 2026 - Jun 25, 2026	-1.92% Jan 13, 2010 - Jan 19, 2010

Correlation

Correlation between SVAL and TUR is 0.62 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.62

-101

Dividend Comparison (2008 - 2026)

SVAL vs TUR dividend yield comparison.

Year	SVAL	TUR
2026	0.60%	1.21%
2025	2.33%	2.40%
2024	1.82%	1.79%
2023	2.25%	4.43%
2022	2.09%	1.97%
2021	2.33%	4.22%
2020	0.28%	0.87%
2019	0.00%	3.29%
2018	0.00%	4.05%
2017	0.00%	2.64%
2016	0.00%	2.89%
2015	0.00%	3.04%
2014	0.00%	1.63%
2013	0.00%	2.34%
2012	0.00%	1.52%
2011	0.00%	2.81%
2010	0.00%	1.92%
2009	0.00%	1.57%
2008	0.00%	1.41%