- Issuer
- iShares
- Inception Date
- Oct 27, 2020
- Region
- North America (U.S.)
- Category
- Small Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Russell 2000 Focused Value Select Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
- Assets Under Management
- $193M
Share Price Chart
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Performance
SVAL Performance Chart
iShares US Small Cap Value Factor ETF (SVAL) is up 19.2% since the beginning of the year. SVAL is currently trading at $41 per share. Investors who bought $1,000 worth of SVAL shares 5 years ago would now be looking at an investment worth $1,474.
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Returns By Period
iShares US Small Cap Value Factor ETF (SVAL) has returned 19.19% so far this year and 38.96% over the past 12 months.
iShares US Small Cap Value Factor ETF
- 1D
- 0.07%
- 1M
- 2.76%
- YTD
- 19.19%
- 6M
- 16.40%
- 1Y
- 38.96%
- 3Y*
- 18.73%
- 5Y*
- 8.07%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SVAL Monthly Returns History
Based on dividend-adjusted daily data since Oct 29, 2020, SVAL's average daily return is +0.07%, while the average monthly return is +1.48%. At this rate, an investment would double in approximately 3.9 years.
Historically, 55% of months were positive and 45% were negative. The best month was Nov 2020 with a return of +18.4%, while the worst month was Mar 2023 at -10.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SVAL closed higher 50% of trading days. The best single day was Nov 6, 2024 with a return of +9.2%, while the worst single day was Apr 3, 2025 at -7.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.02% | 1.90% | -3.70% | 8.97% | 1.91% | 2.20% | 19.19% | ||||||
| 2025 | 1.53% | -3.39% | -5.78% | -5.02% | 5.21% | 4.16% | 0.11% | 9.44% | -0.95% | -1.49% | 3.64% | 1.55% | 8.23% |
| 2024 | -4.53% | 0.38% | 4.30% | -6.43% | 3.91% | -1.20% | 15.07% | -2.41% | -1.12% | -0.77% | 11.82% | -9.10% | 7.54% |
| 2023 | 6.23% | -0.40% | -10.01% | -4.28% | -3.26% | 8.86% | 9.29% | -4.61% | -4.43% | -4.06% | 7.86% | 13.45% | 12.27% |
| 2022 | -3.88% | 2.15% | -2.04% | -7.03% | 3.71% | -9.26% | 10.00% | -4.03% | -8.04% | 13.75% | 3.45% | -6.53% | -10.15% |
| 2021 | 2.50% | 13.84% | 6.98% | 1.83% | 3.40% | -4.13% | -2.83% | 2.14% | -1.03% | 4.15% | -1.97% | 5.39% | 33.18% |
Benchmark Metrics
iShares US Small Cap Value Factor ETF has an annualized alpha of 3.05%, beta of 0.96, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since October 29, 2020.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.79%) than losses (93.20%) - typical of diversified or defensive assets.
- R2 of 0.47 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
- 3.05%
- Beta
- 0.96
- R²
- 0.47
- Upside Capture
- 98.79%
- Downside Capture
- 93.20%
Expense Ratio
SVAL has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
SVAL ranks 74 for risk / return — better than 74% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares US Small Cap Value Factor ETF (SVAL) 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.
| SVAL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.38 | 2.78 | +1.59 |
| Martin ratioReturn relative to average drawdown | 13.78 | 12.44 | +1.34 |
Dividends
Dividend History
iShares US Small Cap Value Factor ETF provided a 2.14% dividend yield over the last twelve months, with an annual payout of $0.87 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.87 | $0.80 | $0.59 | $0.69 | $0.59 | $0.75 | $0.07 |
Dividend yield | 2.14% | 2.33% | 1.82% | 2.25% | 2.09% | 2.33% | 0.28% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares US Small Cap Value 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 | $0.11 | $0.00 | $0.00 | $0.14 | $0.26 | ||||||
| 2025 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.42 | $0.80 |
| 2024 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.00 | $0.59 |
| 2023 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.19 | $0.69 |
| 2022 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.10 | $0.59 |
| 2021 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.27 | $0.75 |
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 US Small Cap Value 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 US Small Cap Value Factor ETF was 27.44%, occurring on Apr 8, 2025. Recovery took 187 trading sessions.
The current iShares US Small Cap Value Factor ETF drawdown is 1.71%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -27.44%Apr 2025 | 4mo 13d | 9mo 3d | 1y 1moNov 2024 - Jan 2026 |
2023 bear market2023 | -25.30%May 2023 | 1y 5mo | 1y 2mo | 2y 8moNov 2021 - Jul 2024 |
2021 correction2021 | -13.53%Jul 2021 | 1mo 10d | 3mo 17d | 4mo 27dJun 2021 - Nov 2021 |
2024 correction2024 | -11.04%Aug 2024 | 9d | 3mo 1d | 3mo 10dJul 2024 - Nov 2024 |
2026 pullback2026 | -8.94%Mar 2026 | 25d | 25d | 1mo 20dFeb 2026 - Apr 2026 |
Drawdown Indicators
| SVAL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.44% | -56.78% | +29.34% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -9.10% | +0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -27.44% | -18.90% | -8.54% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -25.43% | -2.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.71% | -1.80% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -8.44% | -10.71% | +2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.03% | +0.80% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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