iShares U.S. Small Cap Value Value Factor ETF (SVAL)
Description
The investment seeks to track the performance of the N/A. The SVAL ETF contains 236 constituents. It is focused on value holdings in the North America region.
Price $27.17 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 2.82% |
| Expense ratio | 0.2% |
| Average spread | 0.184% |
| 1Y roundtrip cost | 0.384% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -3.9% | 2.1% | -2.0% | -7.0% | 3.7% | -9.3% | 10.0% | -4.0% | -8.0% | 5.8% | -12.6% | ||
| 2021 | 2.5% | 13.8% | 7.0% | 1.8% | 3.4% | -4.1% | -2.8% | 2.1% | -1.0% | 4.2% | -2.0% | 5.4% | 30.3% |
| 2020 | 18.4% | 8.8% | 27.2% | ||||||||||
| -1.4% | 16.0% | 4.9% | -5.2% | 7.1% | -13.4% | 7.2% | -1.9% | -9.1% | 10.0% | 16.4% | 14.2% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.05 | 0.17 | 0.27 | 0.49 | |||||||||
| 2021 | 0.07 | 0.21 | 0.19 | 0.27 | 0.75 | ||||||||
| 2020 | 0.07 | 0.07 | |||||||||||
| 0.00 | 0.00 | 0.12 | 0.00 | 0.00 | 0.38 | 0.00 | 0.00 | 0.46 | 0.00 | 0.00 | 0.34 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| SVAL | FYT | IJS | KBWR | QABA | VIOV | |
|---|---|---|---|---|---|---|
| Product name | iShares U.S. Small Cap Value Value Factor ETF | First Trust Small Cap Growth AlphaDEX Fund | iShares S&P Small-Cap 600 Value ETF | PowerShares KBW Regional Banking Portfolio ETF | First Trust NASDAQ ABA Community Bank Index Fund | Vanguard S&P Small-Cap 600 Value ETF |
| Issuer | iShares | First Trust | iShares | Invesco | First Trust | Vanguard |
| Price | $27.17 | $42.125 | $86.52 | $58.1 | $52.76 | $149.96 |
| Expense Ratio | 0.2% |  0.72% |  0.18% | 0.35% | 0.6% | 0.15% |
| Average Spread | 0.184% | 0.190% | 0.069% | 0.189% | 0.152% | 0.140% |
| AUM | $123,237,000 | $173,268,000 | $7,180,350,000 | $68,053,900 | $104,923,000 | $1,069,460,000 |
| Shares | 4,535,792 | 4,113,179 | 82,990,610 | 1,171,323 | 1,988,693 | 7,131,656 |
| Average Daily Volume | 15,287 | 45,893 | 425,664 | 7,550 | 32,360 | 54,530 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2020-10-27 | 2011-04-18 | 2000-07-24 | 2011-11-01 | 2009-06-29 | 2010-09-07 |
| Index Tracked | N/A | NASDAQ AlphaDEX Small Cap Value Index | S&P Small Cap 600 Value | KBW Nasdaq Regional Banking Index | NASDAQ OMX ABA Community Bank Index | S&P Small Cap 600 Value |
| Category | Small Cap Value Equities | Small Cap Value Equities | Small Cap Value Equities | Financials Equities | Financials Equities | Small Cap Value Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Mid/Small Caps | Mid/Small Caps | Mid/Small Caps | Mid/Small Caps | Mid/Small/Micro Caps | Mid/Small Caps |
| Value or Growth | Value | 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 | $0.765 | $0.624 | $1.574 | $1.389 | $1.146 | $2.742 |
| Annual Dividend Yield | 0.028% | 0.015% | 0.018% | 0.024% | 0.022% | 0.018% |
| Number of Holdings | 236 | 263 | 474 | 50 | 194 | 476 |
| YTD Return | -13.53% | -20.00% | -16.22% | -6.10% | -9.19% | -15.97% |
| Beta | 1.09 | 1.28 | 1.20 | 1.28 | 1.23 | 1.20 |
| Upside Beta | 0.75 | 0.06 | 0.36 | -0.06 | -0.09 | 0.03 |
| Downside Beta | -0.51 | -0.28 | 0.18 | -0.53 | -0.43 | -0.35 |
| Volatility 1Y | 23.52% | 24.74% | 23.72% | 27.25% | 23.44% | 23.58% |
| Sharpe Ratio 3Y | 0.00 | 0.33 | 0.28 | 0.28 | 0.18 | 0.29 |
| Treynor Ratio 3Y | 0.00 | 0.01 | 0.00 | 0.01 | 0.00 | 0.00 |