- ISIN
- US52468L8770
- CUSIP
- 52468L877
- Issuer
- Franklin Templeton
- Inception Date
- Jul 12, 2017
- Region
- North America (U.S.)
- Category
- Quality Factor, 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
- $29M
Highlights
- Avg. Volume (1M)
- 12K
- Avg. Volume Value (1M)
- $614.27K
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
SQLV Performance Chart
Royce Quant Small-Cap Quality Value ETF (SQLV) is up 23.6% since the beginning of the year. SQLV is currently trading at $53 per share. Investors who bought $1,000 worth of SQLV shares 5 years ago would now be looking at an investment worth $1,482.
Loading charts...
Compare this symbol against anything
Returns By Period
Royce Quant Small-Cap Quality Value ETF (SQLV) has returned 23.57% so far this year and 37.64% over the past 12 months.
Royce Quant Small-Cap Quality Value ETF
- 1D
- -0.45%
- 1M
- 1.00%
- 6M
- 18.55%
- YTD
- 23.57%
- 1Y
- 37.64%
- 3Y*
- 12.11%
- 5Y*
- 8.18%
- 10Y*
- —
- ALL TIME*
- 9.92%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
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 +1.00%. At this rate, an investment would double in approximately 5.8 years.
Historically, 59% of months were positive and 41% 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% | 6.51% | 1.88% | 23.57% | |||||
| 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 0.91%, beta of 0.80, and R2 of 0.41 versus S&P 500 Index. Calculated based on daily prices since July 13, 2017.
- This ETF participated in 113.59% of S&P 500 Index downside but only 100.57% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.41 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
- 0.91%
- Beta
- 0.80
- R²
- 0.41
- Upside Capture
- 100.57%
- Downside Capture
- 113.59%
Expense Ratio
SQLV has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SQLV ranks 86 for risk / return — above 86% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return 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 | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.25 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.95 | 2.00 | +1.94 |
| Martin ratioReturn relative to average drawdown | 12.39 | 8.49 | +3.90 |
Dividends
Dividend History
Royce Quant Small-Cap Quality Value ETF provided a 0.95% 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 | 0.95% | 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 | $0.00 | $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.
Loading charts...
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 1.74%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-48.34%Mar 2020 | 1y 6mo | 9mo 10d | 2y 3moAug 2018 - Dec 2020 | COVID crash2020 |
-26.86%Apr 2025 | 4mo 6d | 9mo 12d | 1y 1moDec 2024 - Jan 2026 | 2025 selloff2025 |
-23.81%Sep 2022 | 10mo 18d | 1y 2mo | 2y 1moNov 2021 - Dec 2023 | Bear market2022 |
-9.86%Aug 2024 | 6d | 3mo 1d | 3mo 7dAug 2024 - Nov 2024 | — |
-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 | -1.74% | -1.58% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -10.70% | +1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.14% | +0.67% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with SQLV
Add Royce Quant Small-Cap Quality Value ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with SQLV