SMMV vs. VB
Compare and contrast key facts about iShares MSCI USA Small-Cap Min Vol Factor ETF (SMMV) and Vanguard Small-Cap ETF (VB).
SMMV and VB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMMV is a passively managed fund by iShares that tracks the performance of the MSCI USA Small Cap Minimum Volatility (USD) Index. It was launched on Sep 7, 2016. VB is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap. It was launched on Jan 26, 2004. Both SMMV and VB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SMMV or VB.
Key characteristics
| SMMV | VB | |
|---|---|---|
| YTD Return | 24.07% | 19.84% |
| 1Y Return | 35.39% | 41.70% |
| 3Y Return (Ann) | 5.37% | 3.60% |
| 5Y Return (Ann) | 6.50% | 11.26% |
| Sharpe Ratio | 2.85 | 2.25 |
| Sortino Ratio | 4.22 | 3.14 |
| Omega Ratio | 1.53 | 1.39 |
| Calmar Ratio | 2.49 | 1.83 |
| Martin Ratio | 21.64 | 12.89 |
| Ulcer Index | 1.60% | 3.08% |
| Daily Std Dev | 12.14% | 17.66% |
| Max Drawdown | -38.77% | -59.58% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SMMV and VB is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SMMV vs. VB - Performance Comparison
In the year-to-date period, SMMV achieves a 24.07% return, which is significantly higher than VB's 19.84% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SMMV vs. VB - Expense Ratio Comparison
SMMV has a 0.20% expense ratio, which is higher than VB's 0.05% 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%.
Risk-Adjusted Performance
SMMV vs. VB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small-Cap Min Vol Factor ETF (SMMV) and Vanguard Small-Cap ETF (VB). 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.
Dividends
SMMV vs. VB - Dividend Comparison
SMMV's dividend yield for the trailing twelve months is around 1.47%, more than VB's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMMV iShares MSCI USA Small-Cap Min Vol Factor ETF | 1.47% | 1.78% | 1.67% | 1.07% | 1.39% | 1.65% | 1.72% | 1.62% | 0.79% | 0.00% | 0.00% | 0.00% |
VB Vanguard Small-Cap ETF | 1.31% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
Drawdowns
SMMV vs. VB - Drawdown Comparison
The maximum SMMV drawdown since its inception was -38.77%, smaller than the maximum VB drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for SMMV and VB. For additional features, visit the drawdowns tool.
Volatility
SMMV vs. VB - Volatility Comparison
The current volatility for iShares MSCI USA Small-Cap Min Vol Factor ETF (SMMV) is 4.68%, while Vanguard Small-Cap ETF (VB) has a volatility of 5.33%. This indicates that SMMV experiences smaller price fluctuations and is considered to be less risky than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.