iShares MSCI USA Small-Cap Multifactor ETF (SMLF)
SMLF is a passive ETF by iShares tracking the investment results of the MSCI USA Small Cap Diversified Multi-Factor. SMLF launched on Apr 28, 2015 and has a 0.30% expense ratio.
ETF Info
| ISIN | US46434V2907 |
|---|---|
| CUSIP | 46434V290 |
| Issuer | iShares |
| Inception Date | Apr 28, 2015 |
| Region | North America (U.S.) |
| Category | Small Cap Blend Equities |
| Index Tracked | MSCI USA Small Cap Diversified Multi-Factor |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
SMLF has a high expense ratio of 0.30%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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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.
Returns By Period
iShares MSCI USA Small-Cap Multifactor ETF had a return of 8.42% year-to-date (YTD) and 31.36% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 8.42% | 11.29% |
| 1 month | 6.73% | 4.87% |
| 6 months | 21.54% | 17.88% |
| 1 year | 31.36% | 29.16% |
| 5 years (annualized) | 11.34% | 13.20% |
| 10 years (annualized) | N/A | 10.97% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.90% | 6.01% | 4.22% | -6.17% | 8.42% | ||||||||
| 2023 | 9.48% | -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% | -12.19% |
| 2021 | 3.31% | 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% | 6.96% | 8.38% |
| 2019 | 10.58% | 4.22% | -2.58% | 3.61% | -8.76% | 6.65% | 1.94% | -4.73% | 2.24% | 2.66% | 3.79% | 1.50% | 21.56% |
| 2018 | 2.58% | -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% | 2.63% | 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% | 1.22% | 0.86% | -2.76% | 10.91% | 3.40% | 20.61% |
| 2015 | 4.36% | 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 67, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
SMLF (iShares MSCI USA Small-Cap Multifactor ETF)
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.
Dividends
Dividend History
iShares MSCI USA Small-Cap Multifactor ETF granted a 1.04% dividend yield in the last twelve months. The annual payout for that period amounted to $0.66 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.66 | $0.67 | $0.61 | $0.61 | $0.61 | $0.60 | $0.42 | $0.37 | $0.28 | $0.24 |
Dividend yield | 1.04% | 1.13% | 1.23% | 1.07% | 1.33% | 1.39% | 1.17% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | |||||||
| 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 | $0.07 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.30 | $0.61 |
| 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 | $0.15 | $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 | $0.24 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.89% | Jan 17, 2020 | 42 | Mar 18, 2020 | 175 | Nov 24, 2020 | 217 |
| -25.4% | Nov 17, 2021 | 215 | Sep 26, 2022 | 307 | Dec 14, 2023 | 522 |
| -24.78% | Aug 30, 2018 | 80 | Dec 24, 2018 | 267 | Jan 16, 2020 | 347 |
| -17.76% | Jun 24, 2015 | 95 | Feb 11, 2016 | 84 | Jul 12, 2016 | 179 |
| -9.35% | Jan 24, 2018 | 13 | Feb 9, 2018 | 69 | May 21, 2018 | 82 |
Volatility
Volatility Chart
The current iShares MSCI USA Small-Cap Multifactor ETF volatility is 4.11%, 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.