ISHARES US SMALL CAP VALUE FACTOR ETF
Symbol: SVAL
Exchange: BATS
Sector: Financial_Services
Category: Small Value
Inception date: 27/10/2020
Latest date: 16/07/2026
Current price: $42.87
Expense ratio: 0.20%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
5.34%
Ann. -29.13% (Sharpe / Sortino numerator)
Volatility
19.33%
Sharpe ratio
-1.695
VaR 95%
-1.87%
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
13.23%
Ann. 25.89% (Sharpe / Sortino numerator)
Volatility
18.70%
Sharpe ratio
1.190
VaR 95%
-1.90%
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
17.85%
Ann. 21.76% (Sharpe / Sortino numerator)
Volatility
18.05%
Sharpe ratio
1.004
VaR 95%
-1.88%
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
37.64%
Ann. 22.74% (Sharpe / Sortino numerator)
Volatility
22.50%
Sharpe ratio
0.849
VaR 95%
-1.90%
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
36.62%
Ann. 12.76% (Sharpe / Sortino numerator)
Volatility
22.35%
Sharpe ratio
0.409
VaR 95%
-1.96%
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
65.27%
Ann. 13.40% (Sharpe / Sortino numerator)
Volatility
22.23%
Sharpe ratio
0.440
VaR 95%
-1.95%
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.
Average daily return
0.133%
Best day
4.366%
Worst day
-2.981%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $42.65 | $42.92 | $42.63 | $42.87 | 40,500 |
| 15/07/2026 | $42.22 | $42.43 | $42.20 | $42.24 | 4,700 |
| 14/07/2026 | $42.34 | $42.34 | $42.01 | $42.07 | 8,100 |
| 13/07/2026 | $41.96 | $42.24 | $41.96 | $42.11 | 12,300 |
| 10/07/2026 | $41.87 | $41.98 | $41.81 | $41.88 | 7,700 |
| 09/07/2026 | $41.43 | $41.75 | $41.43 | $41.64 | 12,900 |
| 08/07/2026 | $41.38 | $41.49 | $41.21 | $41.40 | 11,500 |
| 07/07/2026 | $41.98 | $41.98 | $41.53 | $41.58 | 10,100 |
| 06/07/2026 | $41.65 | $41.85 | $41.65 | $41.78 | 36,200 |
| 02/07/2026 | $42.12 | $42.21 | $41.39 | $41.64 | 14,100 |