ISHARES MSCI USA SMALL-CAP MIN VOL FACTOR ETF

Symbol: SMMV

Exchange: BATS

Sector: Healthcare

Category: Small Blend

Inception Date: 07/09/2016

Latest Date: 02/04/2026

Current Price: $44.29

Expense Ratio: 0.20%

Assets Under Management
$297.2M
1.65% 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

-3.82%

Volatility

12.28%

Sharpe Ratio

-3.127

VaR 95%

-1.26%

CVaR 95%: -1.51%
Max Drawdown: -6.67%
Sortino Ratio: -5.095
Calmar Ratio: -5.21
Return

2.40%

Volatility

9.98%

Sharpe Ratio

0.652

VaR 95%

-1.03%

CVaR 95%: -1.27%
Max Drawdown: -7.02%
Sortino Ratio: 0.963
Calmar Ratio: 1.45
Return

3.51%

Volatility

9.62%

Sharpe Ratio

0.371

VaR 95%

-0.95%

CVaR 95%: -1.22%
Max Drawdown: -7.02%
Sortino Ratio: 0.585
Calmar Ratio: 1.03
Return

7.10%

Volatility

13.08%

Sharpe Ratio

0.267

VaR 95%

-1.05%

CVaR 95%: -1.82%
Max Drawdown: -7.70%
Sortino Ratio: 0.367
Calmar Ratio: 0.93
Return

24.32%

Volatility

12.54%

Sharpe Ratio

0.631

VaR 95%

-1.08%

CVaR 95%: -1.67%
Max Drawdown: -13.68%
Sortino Ratio: 0.926
Calmar Ratio: 0.84
Return

34.17%

Volatility

12.22%

Sharpe Ratio

0.549

VaR 95%

-1.10%

CVaR 95%: -1.61%
Max Drawdown: -13.68%
Sortino Ratio: 0.832
Calmar Ratio: 0.76

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

0.031%

Best Day

5.281%

09/04/2025
Worst Day

-4.606%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $43.57 $44.29 $43.57 $44.29 18,300
01/04/2026 $43.75 $44.00 $43.66 $43.85 19,500
31/03/2026 $43.50 $43.69 $43.34 $43.62 14,500
30/03/2026 $43.14 $43.38 $42.97 $43.11 13,500
27/03/2026 $43.27 $43.27 $42.92 $42.94 8,000
26/03/2026 $43.21 $43.74 $43.20 $43.38 5,600
25/03/2026 $43.62 $43.62 $43.32 $43.45 10,000
24/03/2026 $43.05 $43.50 $42.98 $43.31 19,300
23/03/2026 $43.36 $43.59 $43.30 $43.30 11,000
20/03/2026 $43.58 $43.58 $42.77 $42.82 58,000