- ISIN
- US52468L8770
- CUSIP
- 52468L877
- Issuer
- Franklin Templeton
- Inception Date
- Jul 12, 2017
- Region
- North America (U.S.)
- Category
- Small Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
- Assets Under Management
- $27M
Share Price Chart
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Performance
SQLV Performance Chart
Royce Quant Small-Cap Quality Value ETF (SQLV) is up 16.3% since the beginning of the year. SQLV is currently trading at $50 per share. Investors who bought $1,000 worth of SQLV shares 5 years ago would now be looking at an investment worth $1,412.
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Returns By Period
Royce Quant Small-Cap Quality Value ETF (SQLV) has returned 16.34% so far this year and 28.84% over the past 12 months.
Royce Quant Small-Cap Quality Value ETF
- 1D
- 0.83%
- 1M
- 3.63%
- YTD
- 16.34%
- 6M
- 15.01%
- 1Y
- 28.84%
- 3Y*
- 13.42%
- 5Y*
- 7.15%
- 10Y*
- —
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%
SQLV Monthly Returns History
Based on dividend-adjusted daily data since Jul 13, 2017, SQLV's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.
Historically, 58% of months were positive and 42% were negative. The best month was Apr 2020 with a return of +20.4%, while the worst month was Mar 2020 at -24.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SQLV closed higher 43% of trading days. The best single day was May 18, 2020 with a return of +10.1%, while the worst single day was Mar 12, 2020 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.24% | 1.27% | -3.07% | 9.09% | 2.03% | 2.15% | 16.34% | ||||||
| 2025 | 1.48% | -6.86% | -5.84% | -4.25% | 6.15% | 4.48% | -0.53% | 8.99% | -1.33% | -2.32% | 2.33% | 1.42% | 2.50% |
| 2024 | -2.82% | 2.17% | 1.77% | -7.17% | 4.37% | -3.05% | 10.24% | -2.38% | 0.76% | -1.96% | 10.48% | -6.03% | 4.76% |
| 2023 | 11.48% | -1.09% | -6.40% | -2.07% | -1.64% | 7.85% | 6.30% | -3.77% | -3.74% | -5.29% | 7.87% | 12.37% | 21.21% |
| 2022 | -6.81% | -1.22% | 5.26% | -7.21% | 2.87% | -9.03% | 11.92% | -5.27% | -10.21% | 11.86% | 3.75% | -6.25% | -12.86% |
| 2021 | 6.24% | 10.66% | 3.76% | 1.50% | 4.83% | -0.64% | 0.58% | 1.57% | -1.76% | 2.94% | -1.58% | 4.60% | 37.14% |
Benchmark Metrics
Royce Quant Small-Cap Quality Value ETF has an annualized alpha of 0.34%, beta of 0.80, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since July 13, 2017.
- This ETF participated in 115.26% of S&P 500 Index downside but only 100.57% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.42 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 0.34%
- Beta
- 0.80
- R²
- 0.42
- Upside Capture
- 100.57%
- Downside Capture
- 115.26%
Expense Ratio
SQLV has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SQLV ranks 56 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Royce Quant Small-Cap Quality Value ETF (SQLV) 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.
| SQLV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.32 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 2.46 | +0.82 |
| Martin ratioReturn relative to average drawdown | 9.82 | 10.92 | -1.10 |
Dividends
Dividend History
Royce Quant Small-Cap Quality Value ETF provided a 1.01% dividend yield over the last twelve months, with an annual payout of $0.50 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.50 | $0.50 | $0.48 | $0.45 | $0.43 | $0.45 | $0.36 | $0.34 | $0.26 | $0.11 |
Dividend yield | 1.01% | 1.15% | 1.11% | 1.09% | 1.24% | 1.12% | 1.22% | 1.20% | 1.08% | 0.40% |
Monthly Dividends
The table displays the monthly dividend distributions for Royce Quant Small-Cap Quality Value 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 | $0.11 | $0.00 | $0.00 | $0.12 | $0.24 | ||||||
| 2025 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.15 | $0.50 |
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.48 |
| 2023 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.13 | $0.45 |
| 2022 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.14 | $0.43 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.20 | $0.45 |
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 Royce Quant Small-Cap Quality 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 Royce Quant Small-Cap Quality Value ETF was 48.34%, occurring on Mar 18, 2020. Recovery took 195 trading sessions.
The current Royce Quant Small-Cap Quality Value ETF drawdown is 0.96%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -48.34%Mar 2020 | 1y 6mo | 9mo 10d | 2y 3moAug 2018 - Dec 2020 |
2025 selloff2025 | -26.86%Apr 2025 | 4mo 6d | 9mo 12d | 1y 1moDec 2024 - Jan 2026 |
Bear market2022 | -23.81%Sep 2022 | 10mo 18d | 1y 2mo | 2y 1moNov 2021 - Dec 2023 |
2024 pullback2024 | -9.86%Aug 2024 | 6d | 3mo 1d | 3mo 7dAug 2024 - Nov 2024 |
2024 pullback2024 | -8.60%Jul 2024 | 6mo 15d | 7d | 6mo 22dDec 2023 - Jul 2024 |
Drawdown Indicators
| SQLV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.34% | -56.78% | +8.44% |
Max Drawdown (1Y)Largest decline over 1 year | -8.84% | -9.10% | +0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -26.86% | -18.90% | -7.96% |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | -25.43% | -1.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.96% | -3.21% | +2.25% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -10.71% | +1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.04% | +0.91% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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