PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IJS vs. SLYV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJS vs. SLYV

Last updated Apr 5, 2026

Compare and contrast key facts about iShares S&P SmallCap 600 Value ETF (IJS) and SPDR S&P 600 Small Cap Value ETF (SLYV).

IJS and SLYV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJS is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600/Citigroup Value Index. It was launched on Jul 24, 2000. SLYV is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 29, 2000. Both IJS and SLYV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IJS vs. SLYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P SmallCap 600 Value ETF (IJS) and SPDR S&P 600 Small Cap Value ETF (SLYV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

Returns By Period

The year-to-date returns for both investments are quite close, with IJS having a 4.77% return and SLYV slightly higher at 4.85%. Both investments have delivered pretty close results over the past 10 years, with IJS having a 9.52% annualized return and SLYV not far ahead at 9.63%.

IJS

1D
0.22%
1M
0.37%
YTD
4.77%
6M
6.54%
1Y
37.59%
3Y*
10.12%
5Y*
4.81%
10Y*
9.52%

SLYV

1D
0.27%
1M
0.44%
YTD
4.85%
6M
6.46%
1Y
37.72%
3Y*
10.16%
5Y*
4.92%
10Y*
9.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJS vs. SLYV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJS
iShares S&P SmallCap 600 Value ETF		4.77%6.54%7.33%14.68%-11.34%30.53%2.63%24.11%-12.86%11.35%
SLYV
SPDR S&P 600 Small Cap Value ETF		4.85%6.54%7.28%14.82%-11.08%30.57%2.68%24.26%-12.77%11.74%

Correlation

The correlation between IJS and SLYV is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.

IJS vs. SLYV - Expense Ratio Comparison

IJS has a 0.25% expense ratio, which is higher than SLYV's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

IJS
iShares S&P SmallCap 600 Value ETF
SLYV
SPDR S&P 600 Small Cap Value ETF

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares S&P SmallCap 600 Value ETF

SPDR S&P 600 Small Cap Value ETF

Often compared with IJS:
IJS vs. IJRIJS vs. AVUVIJS vs. VBRIJS vs. VIOVIJS vs. IWNIJS vs. VOOIJS vs. IWM
Often compared with SLYV:
SLYV vs. SLYGSLYV vs. AVUVSLYV vs. VOOSLYV vs. SPYSLYV vs. VBRSLYV vs. VIOVSLYV vs. IWM

Return for Risk

IJS vs. SLYV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJS
IJS Risk / Return Rank: 4747
Overall Rank
IJS Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 5050
Sortino Ratio Rank
IJS Omega Ratio Rank: 4545
Omega Ratio Rank
IJS Calmar Ratio Rank: 4545
Calmar Ratio Rank
IJS Martin Ratio Rank: 4545
Martin Ratio Rank
SLYV
SLYV Risk / Return Rank: 4747
Overall Rank
SLYV Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SLYV Sortino Ratio Rank: 5151
Sortino Ratio Rank
SLYV Omega Ratio Rank: 4545
Omega Ratio Rank
SLYV Calmar Ratio Rank: 4545
Calmar Ratio Rank
SLYV Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IJS vs. SLYV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and SPDR S&P 600 Small Cap Value ETF (SLYV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

IJSSLYVDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.94

-0.01

Sortino ratio

Return per unit of downside risk

1.43

1.44

-0.02

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.51

1.51

0.00

Martin ratio

Return relative to average drawdown

5.68

5.70

-0.02

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IJS vs. SLYV - Sharpe Ratio Comparison

The current IJS Sharpe Ratio is 0.93, which is comparable to the SLYV Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of IJS and SLYV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading graphics...

Sharpe Ratios by Period

IJSSLYVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.94

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.22

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.40

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.45

-0.06

Drawdowns

IJS vs. SLYV - Drawdown Comparison

The maximum IJS drawdown since its inception was -60.11%, roughly equal to the maximum SLYV drawdown of -61.15%. Use the drawdown chart below to compare losses from any high point for IJS and SLYV.

Loading graphics...

Drawdown Indicators

IJSSLYVDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-61.15%

+1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-9.36%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-28.68%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-47.68%

-47.73%

+0.05%

Current Drawdown

Current decline from peak

-5.84%

-5.81%

-0.03%

Average Drawdown

Average peak-to-trough decline

-9.95%

-9.00%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

4.17%

0.00%

Volatility

IJS vs. SLYV - Volatility Comparison

iShares S&P SmallCap 600 Value ETF (IJS) and SPDR S&P 600 Small Cap Value ETF (SLYV) have volatilities of 5.31% and 5.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

IJSSLYVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

5.36%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.50%

13.47%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

23.75%

23.64%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.13%

22.10%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.60%

23.97%

-0.37%

Dividends

IJS vs. SLYV - Dividend Comparison

IJS's dividend yield for the trailing twelve months is around 1.42%, less than SLYV's 2.00% yield.

TTM20252024202320222021202020192018201720162015
IJS
iShares S&P SmallCap 600 Value ETF		1.42%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%
SLYV
SPDR S&P 600 Small Cap Value ETF		2.00%2.02%2.30%2.11%1.47%1.94%1.40%1.67%2.14%5.53%2.18%6.55%