PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SVAL vs. AVUV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SVAL vs. AVUV

Last updated Jun 23, 2026

SVAL (iShares US Small Cap Value Factor ETF) and AVUV (Avantis US Small Cap Value ETF) are both Small Cap Value Equities funds. SVAL is passively managed, while AVUV is actively managed. Over the past 5 years, SVAL returned 8.07%/yr vs 11.94%/yr for AVUV. With a 0.96 correlation, they move nearly in lockstep. SVAL charges 0.20%/yr vs 0.25%/yr for AVUV.

Performance

SVAL vs. AVUV - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SVAL achieves a 19.19% return, which is significantly lower than AVUV's 20.76% return.

SVAL

1D
0.07%
1M
2.76%
YTD
19.19%
6M
16.40%
1Y
38.96%
3Y*
18.73%
5Y*
8.07%
10Y*
—

AVUV

1D
0.31%
1M
2.33%
YTD
20.76%
6M
18.15%
1Y
39.60%
3Y*
20.03%
5Y*
11.94%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SVAL vs. AVUV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
SVAL
iShares US Small Cap Value Factor ETF		19.19%8.23%7.54%12.27%-10.15%33.18%29.82%
AVUV
Avantis US Small Cap Value ETF		20.76%7.44%9.28%22.82%-4.91%42.20%28.67%

Correlation

The correlation between SVAL and AVUV is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2020

0.96

The correlation between SVAL and AVUV has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

SVAL vs. AVUV - Sectors Allocation Comparison

Sectors
SVAL
AVUV

Financial Services

23.2%
26.1%

Industrials

15.2%
13.6%

Consumer Cyclical

12.9%
18.7%

Technology

12.1%
7.4%

Healthcare

10.2%
4.8%

Energy

8.3%
15.8%

Basic Materials

5.6%
5.1%

Consumer Defensive

4.0%
4.7%

Utilities

3.6%
0.1%

Real Estate

3.1%
0.7%

Communication Services

1.0%
3.1%

Financial Services

SVAL
23.2%
AVUV
26.1%

Industrials

SVAL
15.2%
AVUV
13.6%

Consumer Cyclical

SVAL
12.9%
AVUV
18.7%

Technology

SVAL
12.1%
AVUV
7.4%

Healthcare

SVAL
10.2%
AVUV
4.8%

Energy

SVAL
8.3%
AVUV
15.8%

Basic Materials

SVAL
5.6%
AVUV
5.1%

Consumer Defensive

SVAL
4.0%
AVUV
4.7%

Utilities

SVAL
3.6%
AVUV
0.1%

Real Estate

SVAL
3.1%
AVUV
0.7%

Communication Services

SVAL
1.0%
AVUV
3.1%

Compare stocks, funds, or ETFs

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

iShares US Small Cap Value Factor ETF

Avantis US Small Cap Value ETF

Often compared with SVAL:
SVAL vs. SPYVSVAL vs. XSVMSVAL vs. SLYVSVAL vs. IJSSVAL vs. IWOSVAL vs. SCHDSVAL vs. VDC
Often compared with AVUV:
AVUV vs. VBRAVUV vs. VTIAVUV vs. IWMAVUV vs. IJRAVUV vs. DFSVAVUV vs. VIOVAVUV vs. AVUVX

Return for Risk

SVAL vs. AVUV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SVAL
SVAL Risk / Return Rank: 7474
Overall Rank
SVAL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SVAL Sortino Ratio Rank: 7474
Sortino Ratio Rank
SVAL Omega Ratio Rank: 6767
Omega Ratio Rank
SVAL Calmar Ratio Rank: 8484
Calmar Ratio Rank
SVAL Martin Ratio Rank: 7575
Martin Ratio Rank
AVUV
AVUV Risk / Return Rank: 7676
Overall Rank
AVUV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 7575
Sortino Ratio Rank
AVUV Omega Ratio Rank: 6868
Omega Ratio Rank
AVUV Calmar Ratio Rank: 8888
Calmar Ratio Rank
AVUV Martin Ratio Rank: 7979
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.

SVAL vs. AVUV - Risk-Adjusted Trends Comparison

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

SVALAVUVDifference
Sharpe ratioReturn per unit of total volatility
2.20
2.26

-0.06

Sortino ratioReturn per unit of downside risk
3.17
3.21

-0.04

Omega ratioGain probability vs. loss probability

1.38

1.39

-0.01

Calmar ratioReturn relative to maximum drawdown

4.38

5.00

-0.63

Martin ratioReturn relative to average drawdown

13.78

14.84

-1.06

SVAL vs. AVUV - Sharpe Ratio Comparison

The current SVAL Sharpe Ratio is 2.20, which is comparable to the AVUV Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of SVAL and AVUV, 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 charts...

Drawdowns

SVAL vs. AVUV - Drawdown Comparison

The maximum SVAL drawdown since its inception was -27.44%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for SVAL and AVUV.

Loading charts...

Drawdown Indicators

SVALAVUVDifference

Max Drawdown

Largest peak-to-trough decline

-27.44%

-49.42%

+21.98%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-7.95%

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-27.44%

-28.79%

+1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-27.44%

-28.79%

+1.35%

Current Drawdown

Current decline from peak

-1.71%

-1.61%

-0.10%

Average Drawdown

Average peak-to-trough decline

-8.44%

-7.90%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.68%

+0.15%

Volatility

SVAL vs. AVUV - Volatility Comparison

The current volatility for iShares US Small Cap Value Factor ETF (SVAL) is 4.02%, while Avantis US Small Cap Value ETF (AVUV) has a volatility of 4.28%. This indicates that SVAL experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

SVALAVUVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

4.28%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

11.39%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

17.85%

17.67%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.24%

22.65%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.22%

28.23%

-5.01%

SVAL vs. AVUV - Expense Ratio Comparison

SVAL has a 0.20% expense ratio, which is lower than AVUV's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SVAL vs. AVUV - Dividend Comparison

SVAL's dividend yield for the trailing twelve months is around 2.14%, more than AVUV's 1.63% yield.

PositionTTM2025202420232022202120202019
AVUV
Avantis US Small Cap Value ETF		1.63%1.58%1.61%1.65%1.74%1.28%1.21%0.38%
SVAL
iShares US Small Cap Value Factor ETF		2.14%2.33%1.82%2.25%2.09%2.33%0.28%0.00%

Frequently Asked Questions

With a correlation of 0.95, SVAL and AVUV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

AVUV has higher volatility (4.28%) compared to SVAL (4.02%). In terms of maximum drawdown, SVAL dropped -27.44% vs AVUV's -49.42%.

On 5-year performance, AVUV leads with 11.94% vs 8.07% for SVAL. On fees, SVAL is cheaper at 0.20% per year. On volatility, SVAL has been the lower-risk option at 4.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AVUV has performed better with a 11.94% return vs 8.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SVAL is cheaper with a 0.20% expense ratio, compared with 0.25% for AVUV.

SVAL has the higher dividend yield at 2.14%, compared with 1.63% for AVUV.

They also come from different issuers: iShares and Avantis. Their fees differ too: 0.20% for SVAL and 0.25% for AVUV.

AVUV currently has the higher Sharpe Ratio (2.26 vs 2.20), 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.

Portfolio Optimizer

Find the right allocation for SVAL and AVUV

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

Open Portfolio Optimizer