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SVAL vs. JPSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SVAL vs. JPSV

Last updated Aug 2, 2026
Documentation

SVAL (iShares US Small Cap Value Factor ETF) and JPSV (Jpmorgan Active Small Cap Value ETF) are both Small Cap Value Equities funds. SVAL is passively managed, while JPSV is actively managed. Over the past 3 years, SVAL returned 16.07%/yr vs 12.02%/yr for JPSV. Their correlation of 0.94 means they have usually moved in the same direction. SVAL charges 0.20%/yr vs 0.74%/yr for JPSV.

Performance

SVAL vs. JPSV - Performance Comparison

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

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Returns By Period

In the year-to-date period, SVAL achieves a 25.30% return, which is significantly higher than JPSV's 20.54% return.

SVAL

1D
0.26%
1M
2.62%
6M
17.08%
YTD
25.30%
1Y
43.73%
3Y*
16.07%
5Y*
9.86%
10Y*
—
ALL TIME*
17.62%

JPSV

1D
-0.41%
1M
1.65%
6M
15.01%
YTD
20.54%
1Y
28.04%
3Y*
12.02%
5Y*
—
10Y*
—
ALL TIME*
11.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

JPSV

Jpmorgan Active Small Cap Value ETF
$36.85K$31.70K$48.03K

SVAL

iShares US Small Cap Value Factor ETF
$620.93K$633.76K$608.86K

SVAL vs. JPSV - Yearly Performance Comparison

2026 (YTD)202520242023
SVAL
iShares US Small Cap Value Factor ETF		25.30%8.23%7.54%8.13%
JPSV
Jpmorgan Active Small Cap Value ETF		20.54%0.63%8.73%9.99%

Correlation

The correlation between SVAL and JPSV is 0.91, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

Correlation (3Y)
Balances recent behavior with more history.

0.94

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2023

0.94

The correlation between SVAL and JPSV has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

SVAL vs. JPSV - Sectors Allocation Comparison

Sectors
SVAL
JPSV

Financial Services

22.7%
24.5%

Industrials

12.9%
13.4%

Healthcare

12.0%
7.3%

Consumer Cyclical

11.8%
11.0%

Technology

10.4%
9.9%

Energy

10.0%
6.0%

Real Estate

4.7%
9.4%

Basic Materials

4.7%
4.1%

Consumer Defensive

4.3%
1.7%

Utilities

3.4%
5.7%

Communication Services

3.0%
7.0%

Financial Services

SVAL
22.7%
JPSV
24.5%

Industrials

SVAL
12.9%
JPSV
13.4%

Healthcare

SVAL
12.0%
JPSV
7.3%

Consumer Cyclical

SVAL
11.8%
JPSV
11.0%

Technology

SVAL
10.4%
JPSV
9.9%

Energy

SVAL
10.0%
JPSV
6.0%

Real Estate

SVAL
4.7%
JPSV
9.4%

Basic Materials

SVAL
4.7%
JPSV
4.1%

Consumer Defensive

SVAL
4.3%
JPSV
1.7%

Utilities

SVAL
3.4%
JPSV
5.7%

Communication Services

SVAL
3.0%
JPSV
7.0%

Compare stocks, funds, or ETFs

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iShares US Small Cap Value Factor ETF

Jpmorgan Active Small Cap Value ETF

Often compared with SVAL:
SVAL vs. AVUVSVAL vs. XSVMSVAL vs. SPYVSVAL vs. IJSSVAL vs. SLYVSVAL vs. IWOSVAL vs. VDC
Often compared with JPSV:
JPSV vs. AVUVJPSV vs. DWASJPSV vs. IWOJPSV vs. DFAIJPSV vs. VOOJPSV vs. ECMLJPSV vs. USSC.L

Return for Risk

SVAL vs. JPSV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
SVAL
SVAL Risk / Return Rank: 9292
Overall Rank
SVAL Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SVAL Sortino Ratio Rank: 9393
Sortino Ratio Rank
SVAL Omega Ratio Rank: 9191
Omega Ratio Rank
SVAL Calmar Ratio Rank: 9393
Calmar Ratio Rank
SVAL Martin Ratio Rank: 9292
Martin Ratio Rank
JPSV
JPSV Risk / Return Rank: 7777
Overall Rank
JPSV Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
JPSV Sortino Ratio Rank: 8383
Sortino Ratio Rank
JPSV Omega Ratio Rank: 7676
Omega Ratio Rank
JPSV Calmar Ratio Rank: 8181
Calmar Ratio Rank
JPSV Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SVAL vs. JPSV - Risk-Adjusted Trends Comparison

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

SVALJPSVDifference
Sharpe ratioReturn per unit of total volatility
2.41
1.77

+0.64

Sortino ratioReturn per unit of downside risk
3.51
2.73

+0.78

Omega ratioGain probability vs. loss probability

1.42

1.32

+0.10

Calmar ratioReturn relative to maximum drawdown

4.59

2.95

+1.63

Martin ratioReturn relative to average drawdown

15.49

8.39

+7.11

SVAL vs. JPSV - Sharpe Ratio Comparison

The current SVAL Sharpe Ratio is 2.41, which is higher than the JPSV Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of SVAL and JPSV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SVAL vs. JPSV - Drawdown Comparison

The maximum SVAL drawdown since its inception was -27.44%, which is greater than JPSV's maximum drawdown of -22.78%. Use the drawdown chart below to compare losses from any high point for SVAL and JPSV.

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Drawdown Indicators

SVALJPSVDifference

Max Drawdown

Largest peak-to-trough decline

-27.44%

-22.78%

-4.66%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-9.02%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-27.44%

-22.78%

-4.66%

Max Drawdown (5Y)

Largest decline over 5 years

-27.44%

—

—

Current Drawdown

Current decline from peak

-0.79%

-1.43%

+0.64%

Average Drawdown

Average peak-to-trough decline

-8.29%

-5.39%

-2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

3.17%

-0.53%

Volatility

SVAL vs. JPSV - Volatility Comparison

The current volatility for iShares US Small Cap Value Factor ETF (SVAL) is 3.19%, while Jpmorgan Active Small Cap Value ETF (JPSV) has a volatility of 3.69%. This indicates that SVAL experiences smaller price fluctuations and is considered to be less risky than JPSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SVALJPSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

3.69%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

9.74%

+1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

17.03%

15.14%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.01%

17.71%

+4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.04%

17.71%

+5.33%

SVAL vs. JPSV - Expense Ratio Comparison

SVAL has a 0.20% expense ratio, which is lower than JPSV's 0.74% expense ratio.

Dividends

SVAL vs. JPSV - Dividend Comparison

SVAL's dividend yield for the trailing twelve months is around 2.04%, more than JPSV's 1.18% yield.

PositionTTM202520242023202220212020
JPSV
Jpmorgan Active Small Cap Value ETF		1.18%1.42%1.21%1.09%0.00%0.00%0.00%
SVAL
iShares US Small Cap Value Factor ETF		2.04%2.33%1.82%2.25%2.09%2.33%0.28%

Frequently Asked Questions

With a correlation of 0.91, SVAL and JPSV 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.

JPSV has higher volatility (3.69%) compared to SVAL (3.19%). In terms of maximum drawdown, SVAL dropped -27.44% vs JPSV's -22.78%.

On 3-year performance, SVAL leads with 16.07% vs 12.02% for JPSV. On fees, SVAL is cheaper at 0.20% per year. On volatility, SVAL has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SVAL has performed better with a 16.07% return vs 12.02%. 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 0.74% for JPSV.

SVAL has the higher dividend yield at 2.04%, compared with 1.18% for JPSV.

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for SVAL and 0.74% for JPSV.

SVAL currently has the higher Sharpe Ratio (2.41 vs 1.77), 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.

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