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
Oct 27, 2020
North America (U.S.)
1x
Russell 2000 Focused Value Select Index
Small-Cap
Value
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 14.89% year-to-date (YTD) and 31.57% in the last 12 months.
SVAL
14.89%
4.42%
15.91%
31.57%
N/A
N/A
^GSPC (Benchmark)
23.08%
0.10%
10.70%
30.05%
13.52%
11.11%
Monthly Returns
The table below presents the monthly returns of SVAL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -4.53% | 0.38% | 4.30% | -6.43% | 3.91% | -1.20% | 15.07% | -2.41% | -1.12% | -0.77% | 14.89% | ||
| 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% | -4.04% | -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% |
| 2020 | -0.72% | 18.41% | 8.82% | 27.93% |
Expense Ratio
SVAL has an expense ratio of 0.20%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SVAL is 47, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 provided a 2.24% dividend yield over the last twelve months, with an annual payout of $0.78 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|
| Dividend | $0.78 | $0.69 | $0.59 | $0.75 | $0.07 |
Dividend yield | 2.24% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.22 | $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 |
| 2020 | $0.07 | $0.07 |
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.
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 25.30%, occurring on May 4, 2023. Recovery took 299 trading sessions.
The current iShares US Small Cap Value Factor ETF drawdown is 2.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.3% | Nov 12, 2021 | 370 | May 4, 2023 | 299 | Jul 15, 2024 | 669 |
| -13.53% | Jun 9, 2021 | 28 | Jul 19, 2021 | 76 | Nov 3, 2021 | 104 |
| -11.04% | Jul 29, 2024 | 8 | Aug 7, 2024 | 64 | Nov 6, 2024 | 72 |
| -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 |
Volatility
Volatility Chart
The current iShares US Small Cap Value Factor ETF volatility is 10.81%, 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.