ISHARES US SMALL CAP VALUE FACTOR ETF
Symbol: SVAL
Exchange: BATS
Sector: Financial_Services
Category: Small Value
Inception date: 27/10/2020
Latest date: 15/10/2026
Current price: $42.23
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
-1.17%
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
0.57%
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
12.28%
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
29.65%
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
33.92%
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
71.42%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.108%
Best day
3.495%
Worst day
-2.17%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $42.09 | $42.34 | $41.97 | $42.23 | 13,900 |
| 14/10/2026 | $42.36 | $42.36 | $41.77 | $41.95 | 41,400 |
| 13/10/2026 | $42.54 | $42.67 | $42.43 | $42.62 | 5,300 |
| 12/10/2026 | $42.38 | $42.45 | $42.20 | $42.32 | 17,600 |
| 09/10/2026 | $42.28 | $42.31 | $42.09 | $42.16 | 53,600 |
| 08/10/2026 | $41.93 | $42.22 | $41.76 | $42.22 | 44,200 |
| 07/10/2026 | $42.02 | $42.06 | $41.80 | $41.88 | 16,600 |
| 06/10/2026 | $42.34 | $42.42 | $42.15 | $42.16 | 16,800 |
| 05/10/2026 | $42.08 | $42.46 | $42.07 | $42.29 | 17,400 |
| 02/10/2026 | $41.97 | $42.23 | $41.94 | $42.07 | 10,200 |