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ISIN
US4642878791
CUSIP
464287879
Issuer
iShares
Inception Date
Jul 24, 2000
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P SmallCap 600 Value Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value
Assets Under Management
$8B

Share Price Chart


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Performance

IJS Performance Chart

iShares S&P SmallCap 600 Value ETF (IJS) is up 17.4% since the beginning of the year. IJS is currently trading at $133 per share. Investors who bought $1,000 worth of IJS shares 5 years ago would now be looking at an investment worth $1,345.


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S&P 500 Index

Returns By Period

iShares S&P SmallCap 600 Value ETF (IJS) has returned 17.37% so far this year and 37.29% over the past 12 months. Over the last ten years, IJS has returned 10.48% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.


iShares S&P SmallCap 600 Value ETF

1D
-0.23%
1M
2.94%
YTD
17.37%
6M
16.01%
1Y
37.29%
3Y*
15.33%
5Y*
6.10%
10Y*
10.48%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJS Monthly Returns History

Based on dividend-adjusted daily data since Jul 28, 2000, IJS's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +19.2%, while the worst month was Mar 2020 at -25.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IJS closed higher 53% of trading days. The best single day was May 7, 2010 with a return of +19.0%, while the worst single day was May 6, 2010 at -21.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.49%1.40%-3.37%9.15%1.08%1.95%17.37%
20251.71%-5.40%-6.39%-5.81%4.27%4.38%1.38%8.62%1.42%-0.35%2.87%0.79%6.54%
2024-5.45%2.37%3.38%-6.50%4.56%-2.71%11.79%-1.38%0.92%-1.76%10.77%-6.87%7.33%
202311.95%-1.73%-6.49%-2.39%-3.66%8.50%6.03%-5.01%-6.29%-6.36%9.07%13.34%14.68%
2022-4.40%2.28%0.50%-6.38%2.32%-8.97%8.53%-4.16%-10.42%14.40%3.81%-6.49%-11.34%
20216.25%10.80%5.62%1.69%3.89%-0.71%-4.36%1.82%-1.45%2.86%-2.62%4.11%30.53%

Benchmark Metrics

iShares S&P SmallCap 600 Value ETF has an annualized alpha of 3.95%, beta of 1.05, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since July 28, 2000.

  • This ETF captured 123.00% of S&P 500 Index gains and 105.52% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 3.95% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.05 and R2 of 0.68, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.95%
Beta
1.05
0.68
Upside Capture
123.00%
Downside Capture
105.52%

Expense Ratio

IJS has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

IJS ranks 69 for risk / return — better than 69% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


IJS Risk / Return Rank: 6969
Overall Rank
IJS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 6767
Sortino Ratio Rank
IJS Omega Ratio Rank: 6060
Omega Ratio Rank
IJS Calmar Ratio Rank: 8080
Calmar Ratio Rank
IJS Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IJSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.35

1.32

+0.03

Calmar ratioReturn relative to maximum drawdown

4.04

2.46

+1.58

Martin ratioReturn relative to average drawdown

13.28

10.92

+2.36

Dividends

Dividend History

iShares S&P SmallCap 600 Value ETF provided a 1.36% dividend yield over the last twelve months, with an annual payout of $1.80 per share.


1.00%1.20%1.40%1.60%1.80%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.80$1.84$1.93$1.47$1.34$1.59$0.81$1.34$1.15$1.08$0.85$0.86

Dividend yield

1.36%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%

Monthly Dividends

The table displays the monthly dividend distributions for iShares S&P SmallCap 600 Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.20$0.00$0.00$0.54$0.74
2025$0.00$0.00$0.36$0.00$0.00$0.43$0.00$0.00$0.51$0.00$0.00$0.54$1.84
2024$0.00$0.00$0.36$0.00$0.00$0.47$0.00$0.00$0.56$0.00$0.00$0.54$1.93
2023$0.00$0.00$0.33$0.00$0.00$0.39$0.00$0.00$0.52$0.00$0.00$0.22$1.47
2022$0.00$0.00$0.29$0.00$0.00$0.28$0.00$0.00$0.51$0.00$0.00$0.26$1.34
2021$0.00$0.00$0.34$0.00$0.00$0.25$0.00$0.00$0.51$0.00$0.00$0.49$1.59

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares S&P SmallCap 600 Value ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares S&P SmallCap 600 Value ETF was 60.11%, occurring on Mar 9, 2009. Recovery took 732 trading sessions.

The current iShares S&P SmallCap 600 Value ETF drawdown is 1.64%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.11%Mar 2009
1y 9mo2y 10mo
4y 8moJun 2007 - Feb 2012
COVID crash2020
-47.68%Mar 2020
1y 7mo9mo 19d
2y 4moAug 2018 - Jan 2021
Dot-com crash2000–2002
-36.41%Oct 2002
5mo 6d1y 1mo
1y 6moMay 2002 - Nov 2003
2025 selloff2025
-28.65%Apr 2025
4mo 13d8mo 6d
1y 14dNov 2024 - Dec 2025
Bear market2022
-24.32%Sep 2022
10mo 26d1y 9mo
2y 8moNov 2021 - Jul 2024

Drawdown Indicators


IJSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-56.78%

-3.33%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-9.10%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-28.65%

-18.90%

-9.75%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-25.43%

-3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-47.68%

-33.92%

-13.76%

Current Drawdown

Current decline from peak

-1.64%

-3.21%

+1.57%

Average Drawdown

Average peak-to-trough decline

-9.87%

-10.71%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.04%

+0.78%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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