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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 Min Vol Factor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
iShares MSCI USA Small-Cap Min Vol Factor ETF (SMMV) has returned 1.14% so far this year and 7.12% over the past 12 months.
iShares MSCI USA Small-Cap Min Vol Factor ETF
- 1D
- 1.18%
- 1M
- -4.92%
- YTD
- 1.14%
- 6M
- 2.18%
- 1Y
- 7.12%
- 3Y*
- 9.91%
- 5Y*
- 5.02%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Sep 9, 2016, SMMV's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, your investment would double in approximately 7.8 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +9.1%, while the worst month was Mar 2020 at -19.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SMMV closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +7.1%, while the worst single day was Mar 12, 2020 at -10.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.83% | 4.45% | -4.92% | 1.14% | |||||||||
| 2025 | 1.78% | -0.55% | -0.74% | -0.75% | 2.11% | 0.41% | -1.34% | 3.99% | 0.41% | -2.60% | 3.70% | 0.03% | 6.42% |
| 2024 | -0.67% | 3.02% | 2.88% | -3.60% | 3.91% | -0.31% | 7.28% | 1.35% | 1.26% | 0.12% | 8.57% | -5.97% | 18.29% |
| 2023 | 4.42% | -0.54% | -2.46% | -0.49% | -4.03% | 3.85% | 2.61% | -2.32% | -3.32% | -1.79% | 5.14% | 5.06% | 5.63% |
| 2022 | -6.60% | -0.77% | 2.93% | -5.06% | -0.34% | -2.85% | 5.37% | -3.45% | -7.49% | 8.62% | 4.41% | -3.85% | -10.00% |
| 2021 | 2.04% | 3.70% | 3.00% | 3.34% | -0.63% | 0.73% | -0.21% | 1.79% | -3.54% | 2.64% | -2.50% | 5.52% | 16.64% |
Benchmark Metrics
iShares MSCI USA Small-Cap Min Vol Factor ETF has an annualized alpha of -0.42%, beta of 0.71, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since September 12, 2016.
- This ETF participated in 77.98% of S&P 500 Index downside but only 66.31% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.42%
- Beta
- 0.71
- R²
- 0.68
- Upside Capture
- 66.31%
- Downside Capture
- 77.98%
Expense Ratio
SMMV has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
SMMV ranks 30 for risk / return — below 30% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI USA Small-Cap Min Vol Factor ETF (SMMV) and compare them to a chosen benchmark (S&P 500 Index).
| SMMV | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.55 | 0.90 | -0.35 |
Sortino ratioReturn per unit of downside risk | 0.87 | 1.39 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.40 | -0.61 |
Martin ratioReturn relative to average drawdown | 3.38 | 6.61 | -3.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SMMV risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
iShares MSCI USA Small-Cap Min Vol Factor ETF provided a 1.76% dividend yield over the last twelve months, with an annual payout of $0.77 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.77 | $0.77 | $0.73 | $0.82 | $0.58 | $0.42 | $0.47 | $0.58 | $0.50 | $0.47 | $0.21 |
Dividend yield | 1.76% | 1.77% | 1.76% | 2.30% | 1.67% | 1.08% | 1.39% | 1.64% | 1.72% | 1.63% | 0.79% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI USA Small-Cap Min Vol Factor 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.21 | $0.21 | |||||||||
| 2025 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.16 | $0.77 |
| 2024 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.25 | $0.73 |
| 2023 | $0.00 | $0.19 | $0.19 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.82 |
| 2022 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.20 | $0.58 |
| 2021 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.06 | $0.42 |
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 MSCI USA Small-Cap Min Vol Factor 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 Min Vol Factor ETF was 38.77%, occurring on Mar 23, 2020. Recovery took 212 trading sessions.
The current iShares MSCI USA Small-Cap Min Vol Factor ETF drawdown is 5.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.77% | Feb 21, 2020 | 22 | Mar 23, 2020 | 212 | Jan 25, 2021 | 234 |
| -18% | Nov 17, 2021 | 219 | Sep 30, 2022 | 408 | May 16, 2024 | 627 |
| -15.2% | Sep 12, 2018 | 72 | Dec 24, 2018 | 82 | Apr 24, 2019 | 154 |
| -13.68% | Dec 2, 2024 | 87 | Apr 8, 2025 | 162 | Nov 28, 2025 | 249 |
| -7.54% | Jan 29, 2018 | 10 | Feb 9, 2018 | 61 | May 9, 2018 | 71 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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