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iShares US Small Cap Value Factor ETF (SVAL)

ETF · Currency in USD · Last updated Feb 27, 2024

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.

Summary

ETF Info

IssueriShares
Inception DateOct 27, 2020
RegionNorth America (U.S.)
CategorySmall Cap Value Equities
Index TrackedRussell 2000 Focused Value Select Index
Asset ClassEquity

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.


0.20%
0.00%2.15%

Share Price Chart


Loading data...

Performance

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.


-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
7.70%
14.35%
SVAL (iShares US Small Cap Value Factor ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with SVAL

iShares US Small Cap Value Factor ETF

Popular comparisons: SVAL vs. SPYV, SVAL vs. XSVM, SVAL vs. SPGP, SVAL vs. VDC, SVAL vs. SLYV, SVAL vs. VWO, SVAL vs. IJS, SVAL vs. AVUV, SVAL vs. SCHD, SVAL vs. IWO

Return

iShares US Small Cap Value Factor ETF had a return of -5.20% year-to-date (YTD) and 0.60% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-5.20%6.28%
1 month-2.95%3.65%
6 months7.70%14.35%
1 year0.60%27.69%
5 years (annualized)N/A12.70%
10 years (annualized)N/A10.58%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.53%
20239.29%-4.61%-4.43%-4.06%7.86%13.45%

Risk-Adjusted Performance

This table presents risk-adjusted performance metrics for iShares US Small Cap Value Factor ETF (SVAL) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SVAL
iShares US Small Cap Value Factor ETF
-0.00
^GSPC
S&P 500
2.13

Sharpe Ratio

The current iShares US Small Cap Value Factor ETF Sharpe ratio is -0.00. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
-0.00
2.13
SVAL (iShares US Small Cap Value Factor ETF)
Benchmark (^GSPC)

Dividend History

iShares US Small Cap Value Factor ETF granted a 2.38% dividend yield in the last twelve months. The annual payout for that period amounted to $0.69 per share.


PeriodTTM2023202220212020
Dividend$0.69$0.69$0.59$0.75$0.07

Dividend yield

2.38%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00
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 Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-7.46%
-0.38%
SVAL (iShares US Small Cap Value Factor ETF)
Benchmark (^GSPC)

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 7.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.29%Nov 12, 2021370May 4, 2023
-13.53%Jun 9, 202128Jul 19, 202176Nov 3, 2021104
-8.93%Mar 15, 20218Mar 24, 202131May 7, 202139
-6.75%Jan 15, 202110Jan 29, 20215Feb 5, 202115
-5.72%Nov 25, 20203Nov 30, 20204Dec 4, 20207

Volatility Chart

The current iShares US Small Cap Value Factor ETF volatility is 7.95%, 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%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2024February
7.95%
3.93%
SVAL (iShares US Small Cap Value Factor ETF)
Benchmark (^GSPC)