Summary
SMLF
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 27.80% Volatility 22.57% Sharpe 0.78
Official loaded data — not a live quote.

ISHARES U.S. SMALL-CAP EQUITY FACTOR ETF

Symbol: SMLF

Exchange: NYSE

Sector: Technology

Category: Small Blend

Inception date: 28/04/2015

Latest date: 16/07/2026

Current price: $86.98

Expense ratio: 0.15%

Assets under management
$4.2B
0.32% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.42%

Ann. -33.53% (Sharpe / Sortino numerator)

Volatility

23.66%

Sharpe ratio

-1.571

VaR 95%

-2.30%

CVaR 95%: -2.34%
Max drawdown: -6.95%
Sortino ratio: -3.097
Calmar ratio: -4.82

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.73%

Ann. 1.89% (Sharpe / Sortino numerator)

Volatility

19.41%

Sharpe ratio

-0.090

VaR 95%

-1.92%

CVaR 95%: -2.19%
Max drawdown: -8.95%
Sortino ratio: -0.145
Calmar ratio: 0.21

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.97%

Ann. 4.55% (Sharpe / Sortino numerator)

Volatility

18.96%

Sharpe ratio

0.049

VaR 95%

-1.95%

CVaR 95%: -2.41%
Max drawdown: -8.95%
Sortino ratio: 0.075
Calmar ratio: 0.51

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

27.80%

Ann. 21.20% (Sharpe / Sortino numerator)

Volatility

22.57%

Sharpe ratio

0.779

VaR 95%

-1.94%

CVaR 95%: -3.14%
Max drawdown: -8.95%
Sortino ratio: 1.057
Calmar ratio: 2.37

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

36.07%

Ann. 12.21% (Sharpe / Sortino numerator)

Volatility

20.74%

Sharpe ratio

0.414

VaR 95%

-1.92%

CVaR 95%: -2.91%
Max drawdown: -26.28%
Sortino ratio: 0.592
Calmar ratio: 0.46

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

61.75%

Ann. 15.56% (Sharpe / Sortino numerator)

Volatility

19.82%

Sharpe ratio

0.602

VaR 95%

-1.84%

CVaR 95%: -2.68%
Max drawdown: -26.28%
Sortino ratio: 0.906
Calmar ratio: 0.59

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.104%

Best day

3.34%

31/03/2026
Worst day

-3.373%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $86.70 $87.61 $86.69 $86.98 158,100
15/07/2026 $87.23 $87.63 $86.62 $87.12 139,200
14/07/2026 $87.22 $87.46 $86.81 $87.06 109,900
13/07/2026 $87.32 $87.52 $86.39 $86.70 390,700
10/07/2026 $87.95 $87.98 $87.13 $87.55 162,200
09/07/2026 $87.07 $88.26 $87.03 $87.82 155,900
08/07/2026 $86.89 $86.97 $85.64 $86.57 138,400
07/07/2026 $88.64 $88.64 $87.28 $87.50 133,400
06/07/2026 $88.34 $89.21 $88.34 $88.78 202,300
02/07/2026 $89.13 $89.72 $87.33 $88.09 246,900