SVAL vs. IJS
Compare and contrast key facts about iShares US Small Cap Value Factor ETF (SVAL) and iShares S&P SmallCap 600 Value ETF (IJS).
SVAL and IJS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SVAL is a passively managed fund by iShares that tracks the performance of the Russell 2000 Focused Value Select Index. It was launched on Oct 27, 2020. IJS is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600/Citigroup Value Index. It was launched on Jul 24, 2000. Both SVAL and IJS 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: SVAL or IJS.
Correlation
The correlation between SVAL and IJS is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SVAL vs. IJS - Performance Comparison
Key characteristics
SVAL:
-0.08
IJS:
-0.21
SVAL:
0.06
IJS:
-0.14
SVAL:
1.01
IJS:
0.98
SVAL:
-0.08
IJS:
-0.18
SVAL:
-0.22
IJS:
-0.58
SVAL:
9.75%
IJS:
8.89%
SVAL:
25.54%
IJS:
24.03%
SVAL:
-27.44%
IJS:
-60.11%
SVAL:
-21.42%
IJS:
-21.92%
Returns By Period
In the year-to-date period, SVAL achieves a -12.30% return, which is significantly higher than IJS's -15.52% return.
SVAL
-12.30%
-7.00%
-10.24%
-0.95%
N/A
N/A
IJS
-15.52%
-8.46%
-12.87%
-3.70%
13.68%
5.95%
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SVAL vs. IJS - Expense Ratio Comparison
SVAL has a 0.20% expense ratio, which is lower than IJS'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%.
Risk-Adjusted Performance
SVAL vs. IJS — Risk-Adjusted Performance Rank
SVAL
IJS
SVAL vs. IJS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Small Cap Value Factor ETF (SVAL) and iShares S&P SmallCap 600 Value ETF (IJS). 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
SVAL vs. IJS - Dividend Comparison
SVAL's dividend yield for the trailing twelve months is around 1.55%, less than IJS's 2.11% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVAL iShares US Small Cap Value Factor ETF | 1.55% | 1.82% | 2.25% | 2.09% | 2.33% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IJS iShares S&P SmallCap 600 Value ETF | 2.11% | 1.78% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% |
Drawdowns
SVAL vs. IJS - Drawdown Comparison
The maximum SVAL drawdown since its inception was -27.44%, smaller than the maximum IJS drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for SVAL and IJS. For additional features, visit the drawdowns tool.
Volatility
SVAL vs. IJS - Volatility Comparison
The current volatility for iShares US Small Cap Value Factor ETF (SVAL) is 13.72%, while iShares S&P SmallCap 600 Value ETF (IJS) has a volatility of 14.87%. This indicates that SVAL experiences smaller price fluctuations and is considered to be less risky than IJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.