iShares FactorSelect MSCI USA Small-Cap ETF (SMLF)

Description

The investment seeks to track the performance of the MSCI USA Small Cap Diversified Multiple-Factor Index. The SMLF ETF contains 472 constituents. It is focused on blend holdings in the North America region.

Price $46.68 as of 2022-10-20

Cost/Risk/Yield

Dividend yield1.52%
Expense ratio0.3%
Average spread0.171%
1Y roundtrip cost0.471%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-7.0%1.7%0.9%-6.6%3.1%-10.6%10.3%-3.4%-10.0%4.3%-17.3%
20213.3%6.1%4.7%2.3%1.1%1.3%-0.4%2.5%-3.8%5.0%-2.6%4.7%24.3%
2020-2.6%-10.1%-20.4%12.2%5.2%1.8%4.6%2.8%-2.6%1.8%13.5%7.0%13.1%
201910.6%4.2%-2.6%3.6%-8.8%6.6%1.9%-4.7%2.2%2.7%3.8%1.5%21.1%
20182.6%-4.4%1.1%-0.1%7.1%0.2%2.9%4.3%-2.9%-8.7%1.7%-10.9%-7.2%
2017-0.4%1.7%-0.8%1.5%-1.9%2.6%1.2%-1.7%5.9%1.9%3.3%-1.0%12.3%
2016-9.7%3.7%6.1%0.8%0.4%-0.6%5.9%1.2%0.9%-2.8%10.9%3.4%20.2%
20154.4%0.2%1.6%-5.2%-3.6%5.3%-2.4%2.6%2.9%
-3.2%3.0%-11.0%13.7%10.6%1.6%27.9%-4.3%-13.8%9.5%28.2%7.3%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.070.140.200.40
20210.070.100.140.300.61
20200.110.080.130.280.61
20190.110.150.120.230.60
20180.070.100.100.150.42
20170.050.080.080.150.37
20160.050.070.110.23
20150.040.080.110.23
0.000.000.480.000.000.730.000.000.920.000.001.34

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

SMLF FSMD IJR TPSC USVM VIOO
Product nameiShares FactorSelect MSCI USA Small-Cap ETFFidelity Small-Mid Factor ETFiShares Core S&P Small-Cap ETFTimothy Plan US Small Cap Core ETFUSAA MSCI USA Small Cap Value Momentum Blend Index ETFVanguard S&P Small-Cap 600 ETF
IssueriSharesFidelityiSharesTimothyVictorySharesVanguard
Price$46.68$29.87$90.09$28.93$59.898$166.8
Expense Ratio0.3%better0.29%better0.06%worse0.52%better0.24%better0.1%
Average Spread0.171%0.301%0.011%0.277%0.134%0.138%
AUM$886,831,000$50,762,200$55,795,700,000$43,769,800$241,272,000$1,434,440,000
Shares18,998,0931,699,438619,332,6421,512,9564,028,0568,599,784
Average Daily Volume73,6738,3804,450,39912,7704,85070,023
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2015-04-282019-02-262000-05-222019-12-022017-10-242010-09-07
Index TrackedMSCI USA Small Cap Diversified Multiple-Factor IndexFidelity Small-Mid Multifactor IndexS&P Small Cap 600Victory US Small Cap Volatility Weighted BRI IndexMSCI U.S.A. Small Cap Select Value Momentum Blend IndexS&P Small Cap 600
CategorySmall Cap Blend EquitiesSmall Cap Growth EquitiesSmall Cap Blend EquitiesSmall Cap Blend EquitiesSmall Cap Blend EquitiesSmall Cap Blend Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeMid/Small CapsLarge/Mid/Small CapsMid/Small CapsMid/Small CapsMid/Small CapsMid/Small Caps
Value or GrowthBlendBlendBlendBlendBlendBlend
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.S.U.S.U.S.U.S.U.S.U.S.
Annual Dividend Rate$0.709$0.287$1.66$0.323$0.706$2.435
Annual Dividend Yield0.015%0.010%0.018%0.011%0.012%0.015%
Number of Holdings472598601463521603
YTD Return-17.79%-16.02%-20.56%-18.00%-17.97%-20.62%
Beta1.111.011.171.131.041.19
Upside Beta0.640.700.350.930.560.05
Downside Beta-0.210.470.170.180.40-0.34
Volatility 1Y25.62%22.61%24.71%23.24%24.38%24.62%
Sharpe Ratio 3Y0.310.400.280.000.330.29
Treynor Ratio 3Y0.000.010.000.000.010.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew