SCAP vs. SVAL

Last updated Aug 2, 2026

SCAP (Infracap Small Cap Income ETF) and SVAL (iShares US Small Cap Value Factor ETF) are both Small Cap Value Equities funds. SCAP is actively managed, while SVAL is passively managed. Over the past year, SCAP returned 21.17% vs 43.73% for SVAL. Their correlation of 0.86 means they have usually moved in the same direction. SCAP charges 0.80%/yr vs 0.20%/yr for SVAL.

Performance

SCAP vs. SVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Infracap Small Cap Income ETF (SCAP) and iShares US Small Cap Value Factor ETF (SVAL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCAP achieves a 9.35% return, which is significantly lower than SVAL's 25.30% return.

SCAP

• 1D: -0.92%
• 1M: -2.26%
• 6M: 6.06%
• YTD: 9.35%
• 1Y: 21.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 17.06%

SVAL

• 1D: 0.26%
• 1M: 2.62%
• 6M: 17.08%
• YTD: 25.30%
• 1Y: 43.73%
• 3Y*: 16.07%
• 5Y*: 9.86%
• 10Y*: —
• ALL TIME*: 17.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SCAP Infracap Small Cap Income ETF	$115.86K	$101.48K	$91.47K
SVAL iShares US Small Cap Value Factor ETF	$620.93K	$633.76K	$608.86K

SCAP vs. SVAL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SCAP Infracap Small Cap Income ETF	9.35%	11.85%	16.39%	6.37%
SVAL iShares US Small Cap Value Factor ETF	25.30%	8.23%	7.54%	7.38%

Correlation

The correlation between SCAP and SVAL is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.79
Correlation (All Time) Calculated using the full available price history since Dec 12, 2023	0.86

The correlation between SCAP and SVAL has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.

SCAP vs. SVAL - Sectors Allocation Comparison

Sectors	SCAP	SVAL
Industrials	19.6%	12.9%
Financial Services	17.4%	22.7%
Consumer Cyclical	16.9%	11.8%
Technology	9.0%	10.4%
Energy	7.5%	10.0%
Basic Materials	7.4%	4.7%
Healthcare	5.9%	12.0%
Real Estate	5.7%	4.7%
Communication Services	3.8%	3.0%
Consumer Defensive	3.1%	4.3%
Utilities	2.3%	3.4%

Return for Risk

SCAP vs. SVAL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SCAP

SCAP Risk / Return Rank: 48
SCAP Sharpe Ratio Rank: 49
SCAP Sortino Ratio Rank: 48
SCAP Omega Ratio Rank: 47
SCAP Calmar Ratio Rank: 48
SCAP Martin Ratio Rank: 49

SVAL

SVAL Risk / Return Rank: 92
SVAL Sharpe Ratio Rank: 92
SVAL Sortino Ratio Rank: 93
SVAL Omega Ratio Rank: 91
SVAL Calmar Ratio Rank: 93
SVAL Martin Ratio Rank: 92

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SCAP vs. SVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Infracap Small Cap Income ETF (SCAP) and iShares US Small Cap Value Factor ETF (SVAL). 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.

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.

	SCAP	SVAL	Difference
Sharpe ratio: Return per unit of total volatility	1.21	2.41	-1.20
Sortino ratio: Return per unit of downside risk	1.74	3.51	-1.77
Omega ratio: Gain probability vs. loss probability	1.21	1.42	-0.21
Calmar ratio: Return relative to maximum drawdown	1.75	4.59	-2.84
Martin ratio: Return relative to average drawdown	5.70	15.49	-9.80

SCAP vs. SVAL - Sharpe Ratio Comparison

The current SCAP Sharpe Ratio is 1.21, which is lower than the SVAL Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of SCAP and SVAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCAP vs. SVAL - Drawdown Comparison

The maximum SCAP drawdown since its inception was -24.13%, smaller than the maximum SVAL drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for SCAP and SVAL.

Drawdown Indicators

	SCAP	SVAL	Difference
Max Drawdown Largest peak-to-trough decline	-24.13%	-27.44%	+3.31%
Max Drawdown (1Y) Largest decline over 1 year	-11.55%	-8.94%	-2.61%
Max Drawdown (3Y) Largest decline over 3 years	—	-27.44%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.44%	—
Current Drawdown Current decline from peak	-4.02%	-0.79%	-3.23%
Average Drawdown Average peak-to-trough decline	-4.13%	-8.29%	+4.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.54%	2.64%	+0.90%

Volatility

SCAP vs. SVAL - Volatility Comparison

Infracap Small Cap Income ETF (SCAP) has a higher volatility of 4.87% compared to iShares US Small Cap Value Factor ETF (SVAL) at 3.19%. This indicates that SCAP's price experiences larger fluctuations and is considered to be riskier than SVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCAP	SVAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.87%	3.19%	+1.68%
Volatility (6M) Calculated over the trailing 6-month period	12.98%	10.99%	+1.99%
Volatility (1Y) Calculated over the trailing 1-year period	16.73%	17.03%	-0.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.66%	22.01%	-3.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.66%	23.04%	-4.38%

SCAP vs. SVAL - Expense Ratio Comparison

SCAP has a 0.80% expense ratio, which is higher than SVAL's 0.20% expense ratio.

Dividends

SCAP vs. SVAL - Dividend Comparison

SCAP's dividend yield for the trailing twelve months is around 7.35%, more than SVAL's 2.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
SCAP Infracap Small Cap Income ETF	7.35%	6.71%	6.89%	0.27%	0.00%	0.00%	0.00%
SVAL iShares US Small Cap Value Factor ETF	2.04%	2.33%	1.82%	2.25%	2.09%	2.33%	0.28%

Frequently Asked Questions

Can I hold both SCAP and SVAL in my portfolio?

SCAP and SVAL have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCAP or SVAL?

SCAP has higher volatility (4.87%) compared to SVAL (3.19%). In terms of maximum drawdown, SCAP dropped -24.13% vs SVAL's -27.44%.

Which ETF is better, SCAP or SVAL?

On 1-year performance, SVAL leads with 43.73% vs 21.17% for SCAP. On fees, SVAL is cheaper at 0.20% per year. On volatility, SVAL has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SCAP or SVAL?

Over the 1-year period, SVAL has performed better with a 43.73% return vs 21.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCAP or SVAL?

SVAL is cheaper with a 0.20% expense ratio, compared with 0.80% for SCAP.

Which ETF pays a higher dividend yield, SCAP or SVAL?

SCAP has the higher dividend yield at 7.35%, compared with 2.04% for SVAL.

What is the main difference between SCAP and SVAL?

They also come from different issuers: InfraCap and iShares. Their fees differ too: 0.80% for SCAP and 0.20% for SVAL.

Which has better risk-adjusted returns?

SVAL currently has the higher Sharpe Ratio (2.41 vs 1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.