ISHARES US SMALL CAP VALUE FACTOR ETF
Symbol: SVAL
Exchange: BATS
Sector: Financial_Services
Category: Small Value
Inception date: 27/10/2020
Latest date: 02/06/2026
Current price: $40.30
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
3.65%
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
7.21%
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
19.31%
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
39.17%
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
41.92%
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
63.37%
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: 02/06/2025 - 02/06/2026.
Average daily return
0.138%
Best day
4.366%
Worst day
-2.981%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/06/2026 | $40.12 | $40.38 | $40.12 | $40.30 | 36,000 |
| 01/06/2026 | $39.81 | $40.00 | $39.66 | $40.00 | 15,400 |
| 29/05/2026 | $40.15 | $40.15 | $39.90 | $39.91 | 19,300 |
| 28/05/2026 | $40.16 | $40.16 | $39.98 | $40.07 | 11,200 |
| 27/05/2026 | $40.03 | $40.40 | $39.99 | $40.04 | 7,200 |
| 26/05/2026 | $40.12 | $40.14 | $39.87 | $40.08 | 11,900 |
| 22/05/2026 | $39.67 | $39.73 | $39.50 | $39.69 | 11,300 |
| 21/05/2026 | $39.23 | $39.46 | $39.02 | $39.44 | 6,400 |
| 20/05/2026 | $38.80 | $39.37 | $38.80 | $39.37 | 13,000 |
| 19/05/2026 | $38.83 | $38.90 | $38.65 | $38.70 | 7,400 |