iShares FactorSelect MSCI USA Small-Cap ETF

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 yield	1.52%
Expense ratio	0.3%
Average spread	0.171%
1Y roundtrip cost	0.471%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

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%
2021	3.3%	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%
2019	10.6%	4.2%	-2.6%	3.6%	-8.8%	6.6%	1.9%	-4.7%	2.2%	2.7%	3.8%	1.5%	21.1%
2018	2.6%	-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%
2015					4.4%	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

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022			0.07			0.14			0.20				0.40
2021			0.07			0.10			0.14			0.30	0.61
2020			0.11			0.08			0.13			0.28	0.61
2019			0.11			0.15			0.12			0.23	0.60
2018			0.07			0.10			0.10			0.15	0.42
2017			0.05			0.08			0.08			0.15	0.37
2016						0.05			0.07			0.11	0.23
2015						0.04			0.08			0.11	0.23
	0.00	0.00	0.48	0.00	0.00	0.73	0.00	0.00	0.92	0.00	0.00	1.34

Sectors and Top Holdings

Security	% Assets
Top 0 Weights	0.00%

Compare with similar ETFs

	SMLF	FSMD	IJR	TPSC	USVM	VIOO
Product name	iShares FactorSelect MSCI USA Small-Cap ETF	Fidelity Small-Mid Factor ETF	iShares Core S&P Small-Cap ETF	Timothy Plan US Small Cap Core ETF	USAA MSCI USA Small Cap Value Momentum Blend Index ETF	Vanguard S&P Small-Cap 600 ETF
Issuer	iShares	Fidelity	iShares	Timothy	VictoryShares	Vanguard
Price	$46.68	$29.87	$90.09	$28.93	$59.898	$166.8
Expense Ratio	0.3%	0.29%	0.06%	0.52%	0.24%	0.1%
Average Spread	0.171%	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
Shares	18,998,093	1,699,438	619,332,642	1,512,956	4,028,056	8,599,784
Average Daily Volume	73,673	8,380	4,450,399	12,770	4,850	70,023
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2015-04-28	2019-02-26	2000-05-22	2019-12-02	2017-10-24	2010-09-07
Index Tracked	MSCI USA Small Cap Diversified Multiple-Factor Index	Fidelity Small-Mid Multifactor Index	S&P Small Cap 600	Victory US Small Cap Volatility Weighted BRI Index	MSCI U.S.A. Small Cap Select Value Momentum Blend Index	S&P Small Cap 600
Category	Small Cap Blend Equities	Small Cap Growth Equities	Small Cap Blend Equities	Small Cap Blend Equities	Small Cap Blend Equities	Small Cap Blend Equities
Asset Class	Equity	Equity	Equity	Equity	Equity	Equity
Asset Class Size	Mid/Small Caps	Large/Mid/Small Caps	Mid/Small Caps	Mid/Small Caps	Mid/Small Caps	Mid/Small Caps
Value or Growth	Blend	Blend	Blend	Blend	Blend	Blend
Region	North America	North America	North America	North America	North America	North America
Countries	U.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 Yield	0.015%	0.010%	0.018%	0.011%	0.012%	0.015%
Number of Holdings	472	598	601	463	521	603
YTD Return	-17.79%	-16.02%	-20.56%	-18.00%	-17.97%	-20.62%
Beta	1.11	1.01	1.17	1.13	1.04	1.19
Upside Beta	0.64	0.70	0.35	0.93	0.56	0.05
Downside Beta	-0.21	0.47	0.17	0.18	0.40	-0.34
Volatility 1Y	25.62%	22.61%	24.71%	23.24%	24.38%	24.62%
Sharpe Ratio 3Y	0.31	0.40	0.28	0.00	0.33	0.29
Treynor Ratio 3Y	0.00	0.01	0.00	0.00	0.01	0.00

Securities Database