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ETFs

iShares U.S. Small Cap Equity Factor ETF

SMLF
$--
Today’s Change
-- (--)

Snapshot
*

Inception Date
Apr 28 2015
Expense Ratio
0.15%
Type
US Equities
Fund Owner
Blackrock (iShares)
Volume (1m avg. daily)
$1,712,787
AUM
$743,135,887
Associated Index
MSCI USA Small Cap Diversified Multi-Factor Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

FR
First Industrial Realty Trust, Inc.
0.70%
JEF
Jefferies Financial Group Inc
0.59%
JBL
Jabil Inc
0.59%
IDA
Idacorp, Inc.
0.56%
BLDR
Builders Firstsource Inc
0.56%
RS
Reliance Steel & Aluminum Co.
0.55%
EME
Emcor Group, Inc.
0.54%
DECK
Deckers Outdoor Corp.
0.53%
MANH
Manhattan Associates, Inc.
0.52%
LSCC
Lattice Semiconductor Corp.
0.51%
Invest with SMLF

What is SMLF?

The iShares Edge MSCI Multifactor USA Small-Cap ETF seeks to track the investment results of an index composed of U.S. small-capitalization stocks that have favorable exposure to target style factors subject to constraints. Efficient access to a portfolio of U.S. small-cap stocks based on an index that focuses on four well-known investment factors: value, quality, momentum, and low size.

ETFs related toSMLF

ETFs correlated to SMLF include ESML, DFAS, SCHA

SMLF
BlackRock Institutional Trust Company N.A. - iShares U.S. Small-Cap Equity Factor ETF
ESML
BlackRock Institutional Trust Company N.A. - iShares ESG Aware MSCI USA Small-Cap ETF
DFAS
Dimensional ETF Trust - Dimensional U.S. Small Cap ETF
SCHA
Schwab Strategic Trust - Schwab U.S. Small-Cap ETF
VB
Vanguard Group, Inc. - Vanguard Small Cap ETF
SMMD
BlackRock Institutional Trust Company N.A. - iShares Russell 2500 ETF
IWM
BlackRock Institutional Trust Company N.A. - iShares Russell 2000 ETF
NUSC
Nuveen Fund Advisors LLC - Nuveen ESG Small-Cap ETF
PRFZ
Invesco Capital Management LLC - Invesco FTSE RAFI US 1500 Small-Mid ETF
IVOO
Vanguard Group, Inc. - Vanguard S&P Mid-Cap 400 ETF
TNA
Direxion Shares ETF Trust - Direxion Dialy Small Cap Bull 3X Shares

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Automated Strategies
Related toSMLF

#CV

Controlling for Volatility

Category

Getting Defensive, Worried about Inflation?

Risk Rating

Moderate

#GLOBE

Follow the Global Trend

Category

Momentum, Lever Up, Go Global, Diversification

Risk Rating

Moderate

Create your own algorithmic trading strategy with SMLF using Composer

FAQ

SMLF is a US Equities ETF. The iShares Edge MSCI Multifactor USA Small-Cap ETF seeks to track the investment results of an index composed of U.S. small-capitalization stocks that have favorable exposure to target style factors subject to constraints. Efficient access to a portfolio of U.S. small-cap stocks based on an index that focuses on four well-known investment factors: value, quality, momentum, and low size.

SMLF tracks the MSCI USA Small Cap Diversified Multi-Factor Index.

No, SMLF is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, SMLF is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on SMLF is -0.035%. This is the percent change in the value of SMLF over the most recent 1-month period. The 3-month return on SMLF is 0.0054%. This is the percent change in the value of SMLF over the most recent 3-month period.

The standard deviation of SMLF for the past year is 0.2075%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to SMLF include PRF, DSI, and USMV.

ETFs correlated to SMLF include ESML, DFAS, and SCHA.

ETFs that are inversely correlated to SMLF include TZA, RWM, and TWM.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.