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iShares MSCI USA Small-Cap Min Vol Factor ETF (SMM...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46435G4331
CUSIP46435G433
IssueriShares
Inception DateSep 7, 2016
RegionNorth America (U.S.)
CategorySmall Cap Growth Equities
Leveraged1x
Index TrackedMSCI USA Small Cap Minimum Volatility (USD) Index
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

SMMV has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for SMMV: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

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: SMMV vs. SMLF, SMMV vs. IVV, SMMV vs. IJS, SMMV vs. JPST, SMMV vs. USMV, SMMV vs. SMLV, SMMV vs. XMU.TO, SMMV vs. IWM, SMMV vs. vbr, SMMV vs. VB

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.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.10%
12.74%
SMMV (iShares MSCI USA Small-Cap Min Vol Factor ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI USA Small-Cap Min Vol Factor ETF had a return of 23.85% year-to-date (YTD) and 34.28% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date23.85%25.45%
1 month6.57%2.91%
6 months17.57%14.05%
1 year34.28%35.64%
5 years (annualized)6.37%14.13%
10 years (annualized)N/A11.39%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.67%3.02%2.88%-3.60%3.91%-0.31%7.28%1.35%1.26%0.12%23.85%
20234.42%-1.05%-2.46%-0.49%-4.03%3.85%2.61%-2.32%-3.32%-1.78%5.14%5.06%5.09%
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%
20212.04%3.70%3.00%3.34%-0.63%0.73%-0.21%1.79%-3.54%2.64%-2.50%5.52%16.64%
2020-0.39%-8.55%-19.63%8.78%3.84%-0.42%3.28%2.51%-4.42%0.99%9.08%5.82%-2.88%
20197.16%3.25%0.58%2.62%-3.01%4.26%2.58%-0.09%0.84%0.82%1.99%1.22%24.21%
20181.30%-3.75%1.09%2.81%3.81%2.30%1.22%4.31%-0.47%-5.22%1.74%-7.24%1.15%
2017-0.00%3.00%0.68%2.79%-0.65%0.85%0.94%0.14%2.16%0.88%3.31%-0.56%14.31%
20160.73%-2.03%5.78%2.97%7.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SMMV is 81, placing it in the top 19% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SMMV is 8181
Combined Rank
The Sharpe Ratio Rank of SMMV is 8282Sharpe Ratio Rank
The Sortino Ratio Rank of SMMV is 8787Sortino Ratio Rank
The Omega Ratio Rank of SMMV is 8181Omega Ratio Rank
The Calmar Ratio Rank of SMMV is 6868Calmar Ratio Rank
The Martin Ratio Rank of SMMV is 8989Martin 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 Min Vol Factor ETF (SMMV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SMMV
Sharpe ratio
The chart of Sharpe ratio for SMMV, currently valued at 2.84, compared to the broader market-2.000.002.004.006.002.84
Sortino ratio
The chart of Sortino ratio for SMMV, currently valued at 4.20, compared to the broader market-2.000.002.004.006.008.0010.0012.004.20
Omega ratio
The chart of Omega ratio for SMMV, currently valued at 1.53, compared to the broader market1.001.502.002.503.001.53
Calmar ratio
The chart of Calmar ratio for SMMV, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59
Martin ratio
The chart of Martin ratio for SMMV, currently valued at 21.55, compared to the broader market0.0020.0040.0060.0080.00100.00120.0021.55
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market-2.000.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.008.0010.0012.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.72

Sharpe Ratio

The current iShares MSCI USA Small-Cap Min Vol Factor ETF Sharpe ratio is 2.84. 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 Min Vol Factor 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.84
2.90
SMMV (iShares MSCI USA Small-Cap Min Vol Factor ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI USA Small-Cap Min Vol Factor ETF provided a 1.48% dividend yield over the last twelve months, with an annual payout of $0.65 per share. The fund has been increasing its distributions for 2 consecutive years.


0.80%1.00%1.20%1.40%1.60%1.80%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.65$0.64$0.58$0.42$0.47$0.58$0.50$0.47$0.21

Dividend yield

1.48%1.78%1.67%1.07%1.39%1.65%1.72%1.62%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.12$0.00$0.00$0.10$0.00$0.00$0.26$0.00$0.00$0.48
2023$0.00$0.00$0.19$0.00$0.00$0.11$0.00$0.00$0.17$0.00$0.00$0.17$0.64
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$0.09$0.00$0.00$0.08$0.00$0.00$0.20$0.00$0.00$0.06$0.42
2020$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.17$0.47
2019$0.00$0.00$0.09$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.26$0.58
2018$0.00$0.00$0.08$0.00$0.00$0.12$0.00$0.00$0.11$0.00$0.00$0.19$0.50
2017$0.00$0.00$0.06$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.14$0.47
2016$0.21$0.21

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%JuneJulyAugustSeptemberOctoberNovember
-0.80%
-0.29%
SMMV (iShares MSCI USA Small-Cap Min Vol Factor ETF)
Benchmark (^GSPC)

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 0.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.77%Feb 21, 202022Mar 23, 2020212Jan 25, 2021234
-18%Nov 17, 2021219Sep 30, 2022445Jul 11, 2024664
-15.2%Sep 12, 201872Dec 24, 201882Apr 24, 2019154
-7.54%Jan 29, 20189Feb 9, 201861May 9, 201870
-5.54%Feb 16, 202113Mar 4, 20215Mar 11, 202118

Volatility

Volatility Chart

The current iShares MSCI USA Small-Cap Min Vol Factor ETF volatility is 4.72%, 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%JuneJulyAugustSeptemberOctoberNovember
4.72%
3.86%
SMMV (iShares MSCI USA Small-Cap Min Vol Factor ETF)
Benchmark (^GSPC)