SVAL vs. SPGP
Compare and contrast key facts about iShares US Small Cap Value Factor ETF (SVAL) and Invesco S&P 500 GARP ETF (SPGP).
SVAL and SPGP 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. SPGP is a passively managed fund by Invesco that tracks the performance of the S&P 500 GARP Index. It was launched on Jun 16, 2011. Both SVAL and SPGP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SVAL vs. SPGP - Performance Comparison
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SVAL vs. SPGP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SVAL iShares US Small Cap Value Factor ETF | 5.02% | 8.23% | 7.54% | 12.27% | -10.15% | 33.18% | 27.93% |
SPGP Invesco S&P 500 GARP ETF | -5.19% | 9.80% | 8.48% | 20.29% | -13.83% | 35.72% | 19.83% |
Returns By Period
In the year-to-date period, SVAL achieves a 5.02% return, which is significantly higher than SPGP's -5.19% return.
SVAL
- 1D
- 1.72%
- 1M
- -3.70%
- YTD
- 5.02%
- 6M
- 8.88%
- 1Y
- 22.99%
- 3Y*
- 12.96%
- 5Y*
- 5.40%
- 10Y*
- —
SPGP
- 1D
- 3.24%
- 1M
- -6.43%
- YTD
- -5.19%
- 6M
- -4.81%
- 1Y
- 8.81%
- 3Y*
- 9.45%
- 5Y*
- 6.73%
- 10Y*
- 13.70%
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SVAL vs. SPGP - Expense Ratio Comparison
SVAL has a 0.20% expense ratio, which is lower than SPGP's 0.36% expense ratio.
Return for Risk
SVAL vs. SPGP — Risk / Return Rank
SVAL
SPGP
SVAL vs. SPGP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Small Cap Value Factor ETF (SVAL) and Invesco S&P 500 GARP ETF (SPGP). 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.
| SVAL | SPGP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.41 | +0.62 |
Sortino ratioReturn per unit of downside risk | 1.54 | 0.74 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.10 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 0.65 | +1.06 |
Martin ratioReturn relative to average drawdown | 5.92 | 2.64 | +3.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SVAL | SPGP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.41 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.37 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.70 | -0.07 |
Correlation
The correlation between SVAL and SPGP is 0.78, 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.
Dividends
SVAL vs. SPGP - Dividend Comparison
SVAL's dividend yield for the trailing twelve months is around 2.50%, more than SPGP's 0.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVAL iShares US Small Cap Value Factor ETF | 2.50% | 2.33% | 1.82% | 2.25% | 2.09% | 2.33% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPGP Invesco S&P 500 GARP ETF | 0.98% | 1.04% | 1.38% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% |
Drawdowns
SVAL vs. SPGP - Drawdown Comparison
The maximum SVAL drawdown since its inception was -27.44%, smaller than the maximum SPGP drawdown of -42.08%. Use the drawdown chart below to compare losses from any high point for SVAL and SPGP.
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Drawdown Indicators
| SVAL | SPGP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.44% | -42.08% | +14.64% |
Max Drawdown (1Y)Largest decline over 1 year | -13.52% | -15.00% | +1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -22.87% | -4.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.08% | — |
Current DrawdownCurrent decline from peak | -5.64% | -8.27% | +2.63% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -4.39% | -4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.90% | 3.68% | +0.22% |
Volatility
SVAL vs. SPGP - Volatility Comparison
The current volatility for iShares US Small Cap Value Factor ETF (SVAL) is 5.71%, while Invesco S&P 500 GARP ETF (SPGP) has a volatility of 6.32%. This indicates that SVAL experiences smaller price fluctuations and is considered to be less risky than SPGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVAL | SPGP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 6.32% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.70% | 11.82% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.45% | 21.82% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.51% | 18.49% | +4.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.50% | 21.17% | +2.33% |