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iShares MSCI USA Small-Cap Multifactor ETF (SMLF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46434V2907

CUSIP

46434V290

Issuer

iShares

Inception Date

Apr 28, 2015

Region

North America (U.S.)

Leveraged

1x

Index Tracked

MSCI USA Small Cap Diversified Multi-Factor

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

SMLF features an expense ratio of 0.30%, falling within the medium range.


Expense ratio chart for SMLF: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SMLF vs. SMMV SMLF vs. SMLV SMLF vs. FSMD SMLF vs. GSSC SMLF vs. VBR SMLF vs. IWM SMLF vs. OMFL SMLF vs. FNDA SMLF vs. FZIPX SMLF vs. FSSNX
Popular comparisons:
SMLF vs. SMMV SMLF vs. SMLV SMLF vs. FSMD SMLF vs. GSSC SMLF vs. VBR SMLF vs. IWM SMLF vs. OMFL SMLF vs. FNDA SMLF vs. FZIPX SMLF vs. FSSNX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI USA Small-Cap Multifactor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


130.00%140.00%150.00%160.00%170.00%180.00%190.00%JulyAugustSeptemberOctoberNovemberDecember
163.27%
184.38%
SMLF (iShares MSCI USA Small-Cap Multifactor ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI USA Small-Cap Multifactor ETF had a return of 17.60% year-to-date (YTD) and 17.56% in the last 12 months.


SMLF

YTD

17.60%

1M

-4.37%

6M

13.27%

1Y

17.56%

5Y*

11.20%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of SMLF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.90%6.01%4.22%-6.17%4.51%-1.56%7.37%-0.82%2.17%-0.59%11.70%17.60%
20239.48%-1.27%-4.17%-1.68%-2.02%9.08%5.59%-3.39%-5.00%-6.16%9.04%11.17%19.99%
2022-6.99%1.69%0.90%-6.60%3.12%-10.56%10.26%-3.42%-9.95%12.82%5.29%-6.22%-12.18%
20213.31%6.09%4.74%2.33%1.06%1.30%-0.37%2.48%-3.78%5.00%-2.62%4.73%26.53%
2020-2.61%-10.05%-20.43%12.15%5.21%1.84%4.62%2.81%-2.63%1.80%13.47%6.95%8.38%
201910.58%4.22%-2.58%3.62%-8.76%6.65%1.94%-4.73%2.24%2.66%3.79%1.50%21.56%
20182.58%-4.42%1.12%-0.12%7.10%0.17%2.89%4.25%-2.89%-8.67%1.69%-10.90%-8.42%
2017-0.40%1.73%-0.83%1.52%-1.89%2.62%1.16%-1.69%5.93%1.90%3.27%-1.04%12.70%
2016-9.73%3.70%6.22%0.82%0.44%-0.60%5.86%1.21%0.86%-2.76%10.91%3.40%20.61%
20154.36%0.20%1.58%-5.17%-3.61%5.29%1.65%-1.45%2.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SMLF is 60, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SMLF is 6060
Overall Rank
The Sharpe Ratio Rank of SMLF is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of SMLF is 5656
Sortino Ratio Rank
The Omega Ratio Rank of SMLF is 5454
Omega Ratio Rank
The Calmar Ratio Rank of SMLF is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SMLF is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI USA Small-Cap Multifactor ETF (SMLF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SMLF, currently valued at 1.13, compared to the broader market0.002.004.001.132.10
The chart of Sortino ratio for SMLF, currently valued at 1.65, compared to the broader market-2.000.002.004.006.008.0010.001.652.80
The chart of Omega ratio for SMLF, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.39
The chart of Calmar ratio for SMLF, currently valued at 2.31, compared to the broader market0.005.0010.0015.002.313.09
The chart of Martin ratio for SMLF, currently valued at 6.43, compared to the broader market0.0020.0040.0060.0080.00100.006.4313.49
SMLF
^GSPC

The current iShares MSCI USA Small-Cap Multifactor ETF Sharpe ratio is 1.13. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI USA Small-Cap Multifactor ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.13
2.10
SMLF (iShares MSCI USA Small-Cap Multifactor ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI USA Small-Cap Multifactor ETF provided a 1.32% dividend yield over the last twelve months, with an annual payout of $0.90 per share.


0.80%0.90%1.00%1.10%1.20%1.30%1.40%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.70201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$0.90$0.67$0.61$0.62$0.61$0.60$0.42$0.37$0.28$0.23

Dividend yield

1.32%1.13%1.23%1.07%1.32%1.39%1.16%0.93%0.78%0.79%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI USA Small-Cap Multifactor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.24$0.00$0.00$0.32$0.90
2023$0.00$0.00$0.17$0.00$0.00$0.24$0.00$0.00$0.23$0.00$0.00$0.02$0.67
2022$0.00$0.00$0.07$0.00$0.00$0.14$0.00$0.00$0.20$0.00$0.00$0.21$0.61
2021$0.00$0.00$0.08$0.00$0.00$0.10$0.00$0.00$0.14$0.00$0.00$0.31$0.62
2020$0.00$0.00$0.11$0.00$0.00$0.08$0.00$0.00$0.13$0.00$0.00$0.28$0.61
2019$0.00$0.00$0.11$0.00$0.00$0.15$0.00$0.00$0.12$0.00$0.00$0.23$0.60
2018$0.00$0.00$0.07$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.15$0.42
2017$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.16$0.37
2016$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.07$0.00$0.00$0.11$0.28
2015$0.04$0.00$0.00$0.08$0.00$0.00$0.11$0.23

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.56%
-2.62%
SMLF (iShares MSCI USA Small-Cap Multifactor ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI USA Small-Cap Multifactor 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 MSCI USA Small-Cap Multifactor ETF was 41.89%, occurring on Mar 18, 2020. Recovery took 175 trading sessions.

The current iShares MSCI USA Small-Cap Multifactor ETF drawdown is 7.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.89%Jan 17, 202042Mar 18, 2020175Nov 24, 2020217
-25.4%Nov 17, 2021215Sep 26, 2022307Dec 14, 2023522
-24.78%Aug 30, 201880Dec 24, 2018267Jan 16, 2020347
-17.76%Jun 24, 201595Feb 11, 201684Jul 12, 2016179
-9.35%Jan 24, 201813Feb 9, 201869May 21, 201882

Volatility

Volatility Chart

The current iShares MSCI USA Small-Cap Multifactor ETF volatility is 5.98%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.98%
3.79%
SMLF (iShares MSCI USA Small-Cap Multifactor ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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