iShares US Small Cap Value Factor ETF (SVAL)
SVAL is a passive ETF by iShares tracking the investment results of the Russell 2000 Focused Value Select Index. SVAL launched on Oct 27, 2020 and has a 0.20% expense ratio.
ETF Info
| Issuer | iShares |
|---|---|
| Inception Date | Oct 27, 2020 |
| Region | North America (U.S.) |
| Category | Small Cap Value Equities |
| Index Tracked | Russell 2000 Focused Value Select Index |
| Asset Class | Equity |
Asset Class Size | Small-Cap |
Asset Class Style | Value |
Expense Ratio
The iShares US Small Cap Value Factor ETF has a high expense ratio of 0.20%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares US Small Cap Value 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.
Returns By Period
iShares US Small Cap Value Factor ETF had a return of -4.78% year-to-date (YTD) and 20.17% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -4.78% | 5.84% |
| 1 month | -1.39% | -2.98% |
| 6 months | 16.54% | 22.02% |
| 1 year | 20.17% | 24.47% |
| 5 years (annualized) | N/A | 11.44% |
| 10 years (annualized) | N/A | 10.46% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -4.53% | 0.38% | 4.30% | |||||||||
| 2023 | -4.43% | -4.06% | 7.86% | 13.45% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
iShares US Small Cap Value Factor ETF(SVAL)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares US Small Cap Value Factor ETF (SVAL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares US Small Cap Value Factor ETF granted a 2.33% dividend yield in the last twelve months. The annual payout for that period amounted to $0.68 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|
| Dividend | $0.68 | $0.69 | $0.59 | $0.75 | $0.07 |
Dividend yield | 2.33% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.16 | |||||||||
| 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 |
| 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 |
| 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 |
| 2020 | $0.07 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 25.29%, occurring on May 4, 2023. The portfolio has not yet recovered.
The current iShares US Small Cap Value Factor ETF drawdown is 7.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.29% | Nov 12, 2021 | 370 | May 4, 2023 | — | — | — |
| -13.53% | Jun 9, 2021 | 28 | Jul 19, 2021 | 76 | Nov 3, 2021 | 104 |
| -8.93% | Mar 15, 2021 | 8 | Mar 24, 2021 | 31 | May 7, 2021 | 39 |
| -6.75% | Jan 15, 2021 | 10 | Jan 29, 2021 | 5 | Feb 5, 2021 | 15 |
| -5.72% | Nov 25, 2020 | 3 | Nov 30, 2020 | 4 | Dec 4, 2020 | 7 |
Volatility
Volatility Chart
The current iShares US Small Cap Value Factor ETF volatility is 6.15%, 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.