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SSCP vs. SMMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSCP vs. SMMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SMART Small Cap ETF (SSCP) and iShares MSCI USA Small-Cap Min Vol Factor ETF (SMMV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SSCP

1D
0.13%
1M
2.35%
6M
YTD
1Y
3Y*
5Y*
10Y*

SMMV

1D
-0.12%
1M
3.59%
6M
5.07%
YTD
7.88%
1Y
13.53%
3Y*
12.45%
5Y*
6.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSCP vs. SMMV - Yearly Performance Comparison


Correlation

The correlation between SSCP and SMMV is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 12, 2026

0.41

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Return for Risk

SSCP vs. SMMV — Risk / Return Rank

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

SSCP

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


SMMV
SMMV Risk / Return Rank: 4848
Overall Rank
SMMV Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SMMV Sortino Ratio Rank: 5454
Sortino Ratio Rank
SMMV Omega Ratio Rank: 4747
Omega Ratio Rank
SMMV Calmar Ratio Rank: 4747
Calmar Ratio Rank
SMMV Martin Ratio Rank: 4444
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.

SSCP vs. SMMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SMART Small Cap ETF (SSCP) and iShares MSCI USA Small-Cap Min Vol Factor ETF (SMMV). 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.


SSCPSMMVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.94

Martin ratioReturn relative to average drawdown

5.88

SSCP vs. SMMV - Sharpe Ratio Comparison


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Drawdowns

SSCP vs. SMMV - Drawdown Comparison

The maximum SSCP drawdown since its inception was -4.50%, smaller than the maximum SMMV drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for SSCP and SMMV.


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Drawdown Indicators


SSCPSMMVDifference

Max Drawdown

Largest peak-to-trough decline

-4.50%

-38.77%

+34.27%

Max Drawdown (1Y)

Largest decline over 1 year

-7.02%

Max Drawdown (3Y)

Largest decline over 3 years

-13.68%

Max Drawdown (5Y)

Largest decline over 5 years

-18.00%

Current Drawdown

Current decline from peak

-1.46%

-0.79%

-0.67%

Average Drawdown

Average peak-to-trough decline

-1.13%

-5.06%

+3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

Volatility

SSCP vs. SMMV - Volatility Comparison


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Volatility by Period


SSCPSMMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

Volatility (6M)

Calculated over the trailing 6-month period

6.79%

Volatility (1Y)

Calculated over the trailing 1-year period

19.32%

9.89%

+9.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.32%

13.47%

+5.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.32%

15.64%

+3.68%

SSCP vs. SMMV - Expense Ratio Comparison

SSCP has a 0.79% expense ratio, which is higher than SMMV's 0.20% expense ratio.


Dividends

SSCP vs. SMMV - Dividend Comparison

SSCP has not paid dividends to shareholders, while SMMV's dividend yield for the trailing twelve months is around 1.68%.


PositionTTM2025202420232022202120202019201820172016
SMMV
iShares MSCI USA Small-Cap Min Vol Factor ETF
1.68%1.77%1.76%2.30%1.67%1.08%1.39%1.64%1.72%1.63%0.79%
SSCP
SMART Small Cap ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SSCP and SMMV have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SMMV is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMMV is cheaper with a 0.20% expense ratio, compared with 0.79% for SSCP.

SMMV has the higher dividend yield at 1.68%, compared with 0.00% for SSCP.

They also come from different issuers: SmartWay ETFs and iShares. Their fees differ too: 0.79% for SSCP and 0.20% for SMMV.

Portfolio Optimizer

Find the right allocation for SSCP and SMMV

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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