Summary
SMMV
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 7.14% Volatility 13.08% Sharpe 0.27
Official loaded data — not a live quote.

ISHARES MSCI USA SMALL-CAP MIN VOL FACTOR ETF

Symbol: SMMV

Exchange: BATS

Sector: Healthcare

Category: Small Blend

Inception date: 07/09/2016

Latest date: 02/06/2026

Current price: $44.12

Expense ratio: 0.20%

Assets under management
$283.8M
-0.06% 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

-1.20%

Ann. -34.77% (Sharpe / Sortino numerator)

Volatility

12.28%

Sharpe ratio

-3.127

VaR 95%

-1.26%

CVaR 95%: -1.51%
Max drawdown: -6.67%
Sortino ratio: -5.095
Calmar ratio: -5.21

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

-4.18%

Ann. 10.14% (Sharpe / Sortino numerator)

Volatility

9.98%

Sharpe ratio

0.652

VaR 95%

-1.03%

CVaR 95%: -1.27%
Max drawdown: -7.02%
Sortino ratio: 0.963
Calmar ratio: 1.45

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

3.51%

Ann. 7.19% (Sharpe / Sortino numerator)

Volatility

9.62%

Sharpe ratio

0.371

VaR 95%

-0.95%

CVaR 95%: -1.22%
Max drawdown: -7.02%
Sortino ratio: 0.585
Calmar ratio: 1.03

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

7.14%

Ann. 7.13% (Sharpe / Sortino numerator)

Volatility

13.08%

Sharpe ratio

0.267

VaR 95%

-1.05%

CVaR 95%: -1.82%
Max drawdown: -7.70%
Sortino ratio: 0.367
Calmar ratio: 0.93

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

21.93%

Ann. 11.55% (Sharpe / Sortino numerator)

Volatility

12.54%

Sharpe ratio

0.631

VaR 95%

-1.08%

CVaR 95%: -1.67%
Max drawdown: -13.68%
Sortino ratio: 0.926
Calmar ratio: 0.84

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

35.82%

Ann. 10.34% (Sharpe / Sortino numerator)

Volatility

12.22%

Sharpe ratio

0.549

VaR 95%

-1.10%

CVaR 95%: -1.61%
Max drawdown: -13.68%
Sortino ratio: 0.832
Calmar ratio: 0.76

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.029%

Best day

1.647%

11/09/2025
Worst day

-1.721%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $44.15 $44.20 $44.07 $44.12 6,700
01/06/2026 $44.23 $44.28 $44.15 $44.22 3,900
29/05/2026 $44.50 $44.50 $44.31 $44.31 18,600
28/05/2026 $44.54 $44.63 $44.45 $44.45 8,700
27/05/2026 $44.83 $44.87 $44.49 $44.49 5,300
26/05/2026 $44.87 $44.87 $44.68 $44.80 14,500
22/05/2026 $44.71 $44.73 $44.51 $44.70 6,100
21/05/2026 $44.52 $44.57 $44.09 $44.55 5,700
20/05/2026 $44.46 $44.70 $44.24 $44.70 8,500
19/05/2026 $44.38 $44.63 $44.31 $44.35 19,600