ISHARES U.S. SMALL-CAP EQUITY FACTOR ETF

Symbol: SMLF

Exchange: NYSE ARCA

Sector: Industrials

Category: Small Blend

Inception Date: 28/04/2015

Latest Date: 02/04/2026

Current Price: $76.23

Expense Ratio: 0.15%

Assets Under Management
$3.5B
1.86% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

-3.66%

Volatility

23.66%

Sharpe Ratio

-1.571

VaR 95%

-2.30%

CVaR 95%: -2.34%
Max Drawdown: -6.95%
Sortino Ratio: -3.097
Calmar Ratio: -4.82
Return

0.46%

Volatility

19.41%

Sharpe Ratio

-0.090

VaR 95%

-1.92%

CVaR 95%: -2.19%
Max Drawdown: -8.95%
Sortino Ratio: -0.145
Calmar Ratio: 0.21
Return

2.23%

Volatility

18.96%

Sharpe Ratio

0.049

VaR 95%

-1.95%

CVaR 95%: -2.41%
Max Drawdown: -8.95%
Sortino Ratio: 0.075
Calmar Ratio: 0.51
Return

21.11%

Volatility

22.57%

Sharpe Ratio

0.779

VaR 95%

-1.94%

CVaR 95%: -3.14%
Max Drawdown: -8.95%
Sortino Ratio: 1.057
Calmar Ratio: 2.37
Return

25.80%

Volatility

20.74%

Sharpe Ratio

0.414

VaR 95%

-1.92%

CVaR 95%: -2.91%
Max Drawdown: -26.28%
Sortino Ratio: 0.592
Calmar Ratio: 0.46
Return

54.05%

Volatility

19.82%

Sharpe Ratio

0.602

VaR 95%

-1.84%

CVaR 95%: -2.68%
Max Drawdown: -26.28%
Sortino Ratio: 0.906
Calmar Ratio: 0.59

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.086%

Best Day

9.948%

09/04/2025
Worst Day

-7.049%

03/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $74.84 $76.78 $74.60 $76.23 145,900
01/04/2026 $76.02 $76.72 $75.95 $76.04 190,000
31/03/2026 $74.08 $75.89 $73.83 $75.49 196,000
30/03/2026 $74.34 $74.34 $72.72 $73.05 125,800
27/03/2026 $74.53 $74.68 $73.47 $73.68 180,900
26/03/2026 $75.41 $76.19 $74.86 $74.89 211,800
25/03/2026 $76.35 $76.63 $75.44 $76.19 137,600
24/03/2026 $74.73 $75.86 $74.46 $75.49 121,000
23/03/2026 $74.80 $76.26 $74.67 $75.21 200,100
20/03/2026 $75.23 $75.25 $73.11 $73.62 167,500