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ETFs

iShares US Small Cap Value Factor ETF

SVAL
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Oct 27, 2020
Expense Ratio
0.2%
Type
US Equities
Fund Owner
Blackrock (iShares)
Volume (1m avg. daily)
$223,305
AUM
$80,339,296
Associated Index
Russell 2000 Focused Value Select Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

STRL
Sterling Infrastructure Inc
1.32%
CHRD
Chord Energy Corp - Ordinary Shares - New
1.07%
LPG
Dorian LPG Ltd
1%
CVLG
Covenant Logistics Group Inc - Ordinary Shares - Class A
1%
MHO
MI Homes Inc.
0.97%
DHT
DHT Holdings Inc
0.85%
TEX
Terex Corp.
0.78%
TMHC
Taylor Morrison Home Corp.
0.78%
MTH
Meritage Homes Corp.
0.76%
GPI
Group 1 Automotive, Inc.
0.76%
Invest with SVAL
Trade SVAL Options

What is SVAL?

The iShares US Small Cap Value Factor ETF seeks to track the investment results of an index composed of U.S. small-capitalization stocks with prominent value characteristics. Russell 2000 Focused Value Select Index (the Underlying Index ), which is an objective, rules-based, equal-weighted equity index provided by FTSE Russell (the Index Provider or Russell ). The Underlying Index measures the performance of small-capitalization U.S. companies with prominent value factor characteristics, as determined by the Index Provider.

1M
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YTD
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Max
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SVAL
Performance Measures**

for the time period Oct 29, 2020 to Dec 4, 2025

Returns

1M Trailing Return: 5.4%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 2.0%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -27.4%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 23.8%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.69

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.53

The annualized return divided by the max drawdown for the selected time period.

ETFs related toSVAL

ETFs correlated to SVAL include BSVO, DES, DFSV

SVAL
iShares Trust - iShares US Small Cap Value Factor ETF
BSVO
EA Series Trust - EA Bridgeway Omni Small-Cap Value ETF
DES
WisdomTree Trust - WisdomTree U.S. SmallCap Dividend Fund
DFSV
Dimensional ETF Trust - Dimensional US Small Cap Value ETF
DFAT
Dimensional ETF Trust - Dimensional U.S. Targeted Value ETF
AVUV
American Century ETF Trust - Avantis U.S. Small Cap Value ETF
AVSC
American Century ETF Trust - Avantis U.S Small Cap Equity ETF
EES
WisdomTree Trust - WisdomTree U.S. SmallCap Fund
IJS
BlackRock Institutional Trust Company N.A. - iShares S&P Small-Cap 600 Value ETF
SLYV
SPDR Series Trust - SPDR S&P 600 Small Cap Value ETF
IWN
BlackRock Institutional Trust Company N.A. - iShares Russell 2000 Value ETF

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.

FAQ

SVAL is a US Equities ETF. The iShares US Small Cap Value Factor ETF seeks to track the investment results of an index composed of U.S. small-capitalization stocks with prominent value characteristics. Russell 2000 Focused Value Select Index (the Underlying Index ), which is an objective, rules-based, equal-weighted equity index provided by FTSE Russell (the Index Provider or Russell ). The Underlying Index measures the performance of small-capitalization U.S. companies with prominent value factor characteristics, as determined by the Index Provider.

SVAL tracks the Russell 2000 Focused Value Select Index.

No, SVAL 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, SVAL 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 SVAL is -0.027%. This is the percent change in the value of SVAL over the most recent 1-month period. The 3-month return on SVAL is 0.0201%. This is the percent change in the value of SVAL over the most recent 3-month period.

The standard deviation of SVAL for the past year is 0.2253%. 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 SVAL include SPHQ, DSI, and QUAL.

ETFs correlated to SVAL include BSVO, DES, and DFSV.

ETFs that are inversely correlated to SVAL include RWM, TZA, 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.