Performance analysis of SQLV (ROYCE QUANT SMALL-CAP QUALITY VALUE ETF)
Annual Return
Over the past 3 years, SQLV has had an average annual return of +12.96%, underperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, SQLV has had an average annual return of +8.67%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Jul 13, 2017, SQLV has had an average annual return of +9.85%, underperforming the benchmark SPY, which returned +14.98% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +22.94% | +2.49% | +4.75% | +21.21% | -12.86% | +37.16% | +7.17% | +17.41% | -10.53% | +8.51% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.24% | +1.27% | -3.07% | +9.09% | +2.02% | +6.51% | +1.35% | +22.94% | |||||
| 2025 | +1.48% | -6.86% | -5.84% | -4.24% | +6.15% | +4.47% | -0.53% | +8.99% | -1.33% | -2.32% | +2.33% | +1.43% | +2.49% |
| 2024 | -2.82% | +2.17% | +1.77% | -7.16% | +4.37% | -3.05% | +10.23% | -2.38% | +0.76% | -1.96% | +10.48% | -6.03% | +4.75% |
| 2023 | +11.49% | -1.09% | -6.40% | -2.07% | -1.64% | +7.85% | +6.31% | -3.76% | -3.75% | -5.29% | +7.87% | +12.38% | +21.21% |
| 2022 | -6.81% | -1.22% | +5.25% | -7.21% | +2.87% | -9.04% | +11.91% | -5.27% | -10.21% | +11.86% | +3.76% | -6.25% | -12.86% |
| 2021 | +6.24% | +10.66% | +3.77% | +1.50% | +4.83% | -0.64% | +0.57% | +1.58% | -1.76% | +2.94% | -1.59% | +4.61% | +37.16% |
| 2020 | -5.64% | -10.53% | -24.09% | +20.35% | +2.50% | +2.12% | +1.85% | +4.99% | -4.94% | +2.05% | +18.68% | +7.83% | +7.17% |
| 2019 | +11.25% | +5.48% | -3.52% | +2.31% | -12.21% | +7.83% | +0.82% | -8.57% | +7.76% | +2.96% | +1.68% | +2.97% | +17.41% |
| 2018 | +1.28% | -0.99% | -1.56% | +3.43% | +5% | +1.23% | +1.59% | +2.67% | -2.56% | -7.99% | -0.40% | -11.47% | -10.53% |
| 2017 | -0.77% | -1.92% | +5.55% | +0.96% | +3.87% | +0.73% | +8.51% |
Drawdown analysis of SQLV (ROYCE QUANT SMALL-CAP QUALITY VALUE ETF)
The maximum drawdown for the SQLV was -48.31%, occurring on Mar 18, 2020. Recovery took 195 trading sessions.
The current SQLV drawdown is -1.47%.
Since Jul 13, 2017 SQLV has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.31% | Aug 21, 2018 | 395 | Mar 18, 2020 | 195 | Dec 23, 2020 | 590 |
| -26.87% | Dec 2, 2024 | 86 | Apr 8, 2025 | 194 | Jan 15, 2026 | 280 |
| -23.81% | Nov 11, 2021 | 218 | Sep 26, 2022 | 310 | Dec 19, 2023 | 528 |
| -9.86% | Jul 31, 2024 | 5 | Aug 7, 2024 | 64 | Nov 6, 2024 | 69 |
| -8.60% | Dec 26, 2023 | 133 | Jul 9, 2024 | 5 | Jul 16, 2024 | 138 |
| -8.53% | Jul 20, 2017 | 21 | Aug 18, 2017 | 28 | Sep 28, 2017 | 49 |
| -8.08% | Mar 12, 2021 | 8 | Mar 24, 2021 | 36 | May 14, 2021 | 44 |
| -8.00% | Jan 19, 2018 | 14 | Feb 8, 2018 | 46 | Apr 17, 2018 | 60 |
| -7.70% | Feb 6, 2026 | 29 | Mar 20, 2026 | 16 | Apr 14, 2026 | 45 |
| -7.37% | Jun 8, 2021 | 28 | Jul 19, 2021 | 49 | Sep 27, 2021 | 77 |
| -4.94% | Nov 11, 2024 | 4 | Nov 15, 2024 | 6 | Nov 25, 2024 | 10 |
| -4.59% | Jan 25, 2021 | 4 | Jan 29, 2021 | 6 | Feb 8, 2021 | 10 |
| -3.86% | May 8, 2026 | 7 | May 19, 2026 | 4 | May 26, 2026 | 11 |
| -3.26% | Jan 22, 2026 | 4 | Jan 28, 2026 | 7 | Feb 6, 2026 | 11 |
| -2.92% | Sep 27, 2021 | 3 | Sep 30, 2021 | 10 | Oct 14, 2021 | 13 |
| -2.91% | Oct 23, 2017 | 14 | Nov 10, 2017 | 8 | Nov 22, 2017 | 22 |
| -2.91% | Jul 16, 2024 | 3 | Jul 19, 2024 | 5 | Jul 26, 2024 | 8 |
| -2.89% | Oct 25, 2021 | 2 | Oct 27, 2021 | 3 | Nov 1, 2021 | 5 |
| -2.84% | Jul 9, 2018 | 15 | Jul 30, 2018 | 16 | Aug 21, 2018 | 31 |
| -2.74% | Jun 19, 2018 | 9 | Jul 2, 2018 | 3 | Jul 6, 2018 | 12 |
| -2.34% | May 17, 2021 | 6 | May 25, 2021 | 2 | May 27, 2021 | 8 |
| -2.31% | Feb 16, 2021 | 2 | Feb 18, 2021 | 2 | Feb 22, 2021 | 4 |
| -2.12% | Jun 12, 2026 | 3 | Jun 17, 2026 | 4 | Jun 24, 2026 | 7 |
| -1.98% | Jan 15, 2026 | 2 | Jan 20, 2026 | 1 | Jan 21, 2026 | 3 |
| -1.91% | Jul 6, 2026 | 2 | Jul 8, 2026 | 5 | Jul 15, 2026 | 7 |