ISHARES US SMALL CAP VALUE FACTOR ETF
Symbol: SVAL
Exchange: BATS
Sector: Financial_Services
Category: Small Value
Inception Date: 27/10/2020
Latest Date: 02/04/2026
Current Price: $36.43
Expense Ratio: 0.20%
Assets Under Management
$176.1M
1.69% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-3.09%
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
Return
5.83%
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
Return
10.26%
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
Return
22.64%
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
Return
27.03%
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
Return
45.61%
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
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.
Average Daily Return
0.091%
Best Day
7.113%
09/04/2025
Worst Day
-7.829%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $35.82 | $36.43 | $35.82 | $36.43 | 6,900 |
| 01/04/2026 | $36.12 | $36.59 | $36.12 | $36.26 | 20,500 |
| 31/03/2026 | $35.76 | $36.02 | $35.52 | $35.94 | 15,400 |
| 30/03/2026 | $35.90 | $35.90 | $35.27 | $35.33 | 8,100 |
| 27/03/2026 | $35.76 | $35.80 | $35.49 | $35.51 | 11,900 |
| 26/03/2026 | $35.97 | $36.35 | $35.93 | $35.98 | 14,000 |
| 25/03/2026 | $36.37 | $36.37 | $36.07 | $36.27 | 5,600 |
| 24/03/2026 | $35.54 | $36.32 | $35.54 | $36.10 | 10,500 |
| 23/03/2026 | $35.38 | $35.95 | $35.38 | $35.62 | 20,500 |
| 20/03/2026 | $35.27 | $35.27 | $34.62 | $34.68 | 17,000 |