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SMLF vs. RB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMLF vs. RB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Small-Cap Multifactor ETF (SMLF) and ProShares Russell 2000 Dynamic Daily Buffer ETF (RB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMLF achieves a 16.28% return, which is significantly higher than RB's 8.33% return.


SMLF

1D
-0.85%
1M
3.41%
YTD
16.28%
6M
14.19%
1Y
32.00%
3Y*
20.44%
5Y*
11.09%
10Y*
12.68%

RB

1D
-0.14%
1M
1.83%
YTD
8.33%
6M
8.01%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMLF vs. RB - Yearly Performance Comparison


Correlation

The correlation between SMLF and RB is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.77

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Return for Risk

SMLF vs. RB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SMLF
SMLF Risk / Return Rank: 6262
Overall Rank
SMLF Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SMLF Sortino Ratio Rank: 5656
Sortino Ratio Rank
SMLF Omega Ratio Rank: 5151
Omega Ratio Rank
SMLF Calmar Ratio Rank: 7676
Calmar Ratio Rank
SMLF Martin Ratio Rank: 7272
Martin Ratio Rank

RB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

SMLF vs. RB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small-Cap Multifactor ETF (SMLF) and ProShares Russell 2000 Dynamic Daily Buffer ETF (RB). 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.


SMLFRBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

3.69

Martin ratioReturn relative to average drawdown

12.66

SMLF vs. RB - Sharpe Ratio Comparison


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Drawdowns

SMLF vs. RB - Drawdown Comparison

The maximum SMLF drawdown since its inception was -41.89%, which is greater than RB's maximum drawdown of -2.09%. Use the drawdown chart below to compare losses from any high point for SMLF and RB.


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Drawdown Indicators


SMLFRBDifference

Max Drawdown

Largest peak-to-trough decline

-41.89%

-2.09%

-39.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

Max Drawdown (3Y)

Largest decline over 3 years

-26.28%

Max Drawdown (5Y)

Largest decline over 5 years

-26.28%

Max Drawdown (10Y)

Largest decline over 10 years

-41.89%

Current Drawdown

Current decline from peak

-0.85%

-0.14%

-0.71%

Average Drawdown

Average peak-to-trough decline

-6.57%

-0.43%

-6.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

Volatility

SMLF vs. RB - Volatility Comparison


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Volatility by Period


SMLFRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

Volatility (6M)

Calculated over the trailing 6-month period

12.92%

Volatility (1Y)

Calculated over the trailing 1-year period

17.61%

6.55%

+11.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.12%

6.55%

+14.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.81%

6.55%

+15.26%

SMLF vs. RB - Expense Ratio Comparison

SMLF has a 0.30% expense ratio, which is lower than RB's 0.58% expense ratio.


Dividends

SMLF vs. RB - Dividend Comparison

SMLF's dividend yield for the trailing twelve months is around 1.02%, less than RB's 1.97% yield.


PositionTTM20252024202320222021202020192018201720162015
RB
ProShares Russell 2000 Dynamic Daily Buffer ETF
1.97%1.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMLF
iShares MSCI USA Small-Cap Multifactor ETF
1.02%1.14%1.33%1.13%1.23%1.07%1.33%1.39%1.17%0.93%0.78%0.79%

Frequently Asked Questions


SMLF and RB have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SMLF is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMLF is cheaper with a 0.30% expense ratio, compared with 0.58% for RB.

RB has the higher dividend yield at 1.97%, compared with 1.02% for SMLF.

SMLF is categorized as Small Cap Blend Equities, while RB is Defined Outcome. SMLF tracks MSCI USA Small Cap Diversified Multi-Factor, while RB tracks Russell 2000. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.30% for SMLF and 0.58% for RB.

Portfolio Optimizer

Find the right allocation for SMLF and RB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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