Summary
SVAL
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 39.17% Volatility 22.50% Sharpe 0.85
Official loaded data — not a live quote.

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%

Assets under management
$188.0M
0.45% 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

3.65%

Ann. -29.13% (Sharpe / Sortino numerator)

Volatility

19.33%

Sharpe ratio

-1.695

VaR 95%

-1.87%

CVaR 95%: -2.00%
Max drawdown: -7.78%
Sortino ratio: -3.309
Calmar ratio: -3.74

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%

CVaR 95%: -1.99%
Max drawdown: -9.23%
Sortino ratio: 2.014
Calmar ratio: 2.80

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%

CVaR 95%: -2.15%
Max drawdown: -9.23%
Sortino ratio: 1.637
Calmar ratio: 2.36

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%

CVaR 95%: -3.06%
Max drawdown: -9.23%
Sortino ratio: 1.143
Calmar ratio: 2.46

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

41.92%

Ann. 12.76% (Sharpe / Sortino numerator)

Volatility

22.35%

Sharpe ratio

0.409

VaR 95%

-1.96%

CVaR 95%: -2.96%
Max drawdown: -27.44%
Sortino ratio: 0.603
Calmar ratio: 0.47

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%

CVaR 95%: -2.88%
Max drawdown: -27.44%
Sortino ratio: 0.695
Calmar ratio: 0.49

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

0.138%

Best day

4.366%

22/08/2025
Worst day

-2.981%

10/10/2025
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