Performance analysis of SMLF (ISHARES U.S. SMALL-CAP EQUITY FACTOR ETF)
Annual Return
Over the past 3 years, SMLF has had an average annual return of +20.18%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, SMLF has had an average annual return of +11.17%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, SMLF has had an average annual return of +12.45%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Apr 30, 2015, SMLF has had an average annual return of +11.58%, underperforming the benchmark SPY, which returned +14.24% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +15.29% | +12.30% | +16.34% | +19.98% | -12.18% | +26.54% | +8.38% | +21.56% | -8.41% | +12.70% | +20.62% | +2.39% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.90% | +1.72% | -4.37% | +8.91% | +4.31% | +0.41% | +15.29% | ||||||
| 2025 | +4.36% | -5.41% | -6.46% | -1.82% | +6.69% | +4.69% | +1.84% | +5.58% | +2.10% | -0.22% | +1.53% | -0.27% | +12.30% |
| 2024 | -1.90% | +6.01% | +4.22% | -6.17% | +4.51% | -1.56% | +7.37% | -0.82% | +2.18% | -0.59% | +11.70% | -7.97% | +16.34% |
| 2023 | +9.48% | -1.27% | -4.17% | -1.68% | -2.02% | +9.07% | +5.60% | -3.39% | -5.00% | -6.16% | +9.04% | +11.17% | +19.98% |
| 2022 | -6.99% | +1.69% | +0.90% | -6.60% | +3.12% | -10.55% | +10.26% | -3.42% | -9.95% | +12.83% | +5.28% | -6.23% | -12.18% |
| 2021 | +3.31% | +6.09% | +4.74% | +2.33% | +1.06% | +1.30% | -0.38% | +2.48% | -3.77% | +5% | -2.63% | +4.75% | +26.54% |
| 2020 | -2.61% | -10.05% | -20.43% | +12.15% | +5.21% | +1.84% | +4.62% | +2.81% | -2.62% | +1.79% | +13.47% | +6.96% | +8.38% |
| 2019 | +10.58% | +4.21% | -2.57% | +3.62% | -8.76% | +6.64% | +1.93% | -4.73% | +2.25% | +2.66% | +3.79% | +1.50% | +21.56% |
| 2018 | +2.59% | -4.42% | +1.13% | -0.12% | +7.11% | +0.16% | +2.89% | +4.25% | -2.89% | -8.68% | +1.69% | -10.89% | -8.41% |
| 2017 | -0.40% | +1.73% | -0.83% | +1.52% | -1.89% | +2.63% | +1.16% | -1.69% | +5.93% | +1.91% | +3.27% | -1.04% | +12.70% |
Drawdown analysis of SMLF (ISHARES U.S. SMALL-CAP EQUITY FACTOR ETF)
The maximum drawdown for the SMLF was -41.90%, occurring on Mar 18, 2020. Recovery took 175 trading sessions.
Since Apr 30, 2015 SMLF has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 4 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.90% | Jan 16, 2020 | 42 | Mar 18, 2020 | 175 | Nov 24, 2020 | 217 |
| -26.27% | Nov 25, 2024 | 90 | Apr 8, 2025 | 98 | Aug 28, 2025 | 188 |
| -25.38% | Nov 16, 2021 | 215 | Sep 26, 2022 | 307 | Dec 14, 2023 | 522 |
| -24.77% | Aug 29, 2018 | 80 | Dec 24, 2018 | 267 | Jan 16, 2020 | 347 |
| -17.76% | Jun 22, 2015 | 162 | Feb 11, 2016 | 104 | Jul 12, 2016 | 266 |
| -9.35% | Jan 23, 2018 | 13 | Feb 9, 2018 | 69 | May 21, 2018 | 82 |
| -8.72% | Jan 22, 2026 | 46 | Mar 30, 2026 | 10 | Apr 14, 2026 | 56 |
| -8.55% | Jul 31, 2024 | 3 | Aug 5, 2024 | 32 | Sep 19, 2024 | 35 |
| -7.73% | Oct 27, 2025 | 18 | Nov 20, 2025 | 13 | Dec 10, 2025 | 31 |
| -7.66% | Mar 28, 2024 | 14 | Apr 18, 2024 | 19 | May 15, 2024 | 33 |
| -6.72% | Jul 1, 2021 | 11 | Jul 19, 2021 | 17 | Aug 11, 2021 | 28 |
| -6.52% | Mar 15, 2021 | 7 | Mar 24, 2021 | 7 | Apr 5, 2021 | 14 |
| -6.19% | Feb 12, 2021 | 13 | Mar 4, 2021 | 5 | Mar 11, 2021 | 18 |
| -5.88% | Sep 22, 2016 | 30 | Nov 3, 2016 | 5 | Nov 10, 2016 | 35 |
| -5.75% | May 7, 2021 | 3 | May 12, 2021 | 18 | Jun 8, 2021 | 21 |
| -5.71% | Jul 25, 2017 | 19 | Aug 21, 2017 | 23 | Sep 22, 2017 | 42 |
| -5.25% | Jun 8, 2021 | 8 | Jun 18, 2021 | 9 | Jul 1, 2021 | 17 |
| -5.21% | Jan 20, 2021 | 7 | Jan 29, 2021 | 4 | Feb 4, 2021 | 11 |
| -5.19% | Feb 21, 2017 | 21 | Mar 22, 2017 | 23 | Apr 25, 2017 | 44 |
| -5.12% | Dec 28, 2023 | 12 | Jan 17, 2024 | 18 | Feb 12, 2024 | 30 |
| -5.10% | May 15, 2024 | 21 | Jun 14, 2024 | 19 | Jul 15, 2024 | 40 |
| -4.87% | Sep 18, 2025 | 16 | Oct 10, 2025 | 11 | Oct 27, 2025 | 27 |
| -4.73% | Sep 2, 2021 | 12 | Sep 21, 2021 | 22 | Oct 21, 2021 | 34 |
| -4.59% | Apr 26, 2017 | 15 | May 17, 2017 | 16 | Jun 9, 2017 | 31 |
| -4.49% | May 6, 2026 | 9 | May 19, 2026 | 4 | May 26, 2026 | 13 |