Performance analysis of SVAL (ISHARES US SMALL CAP VALUE FACTOR ETF)
Annual Return
Over the past 3 years, SVAL has had an average annual return of +17.30%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, SVAL has had an average annual return of +10.47%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Oct 29, 2020, SVAL has had an average annual return of +17.33%, outperforming the benchmark SPY, which returned +16.96% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +24.84% | +8.24% | +7.54% | +12.28% | -10.13% | +33.21% | +27.93% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.02% | +1.90% | -3.70% | +8.98% | +1.91% | +5.06% | +1.88% | +24.84% | |||||
| 2025 | +1.53% | -3.39% | -5.78% | -5.02% | +5.21% | +4.16% | +0.11% | +9.43% | -0.94% | -1.49% | +3.63% | +1.56% | +8.24% |
| 2024 | -4.53% | +0.38% | +4.29% | -6.43% | +3.91% | -1.20% | +15.06% | -2.41% | -1.11% | -0.77% | +11.82% | -9.09% | +7.54% |
| 2023 | +6.23% | -0.40% | -10.00% | -4.28% | -3.26% | +8.84% | +9.29% | -4.61% | -4.42% | -4.06% | +7.86% | +13.46% | +12.28% |
| 2022 | -3.88% | +2.15% | -2.04% | -7.03% | +3.71% | -9.25% | +10.01% | -4.04% | -8.03% | +13.75% | +3.45% | -6.54% | -10.13% |
| 2021 | +2.49% | +13.85% | +6.97% | +1.83% | +3.39% | -4.12% | -2.83% | +2.15% | -1.04% | +4.15% | -1.96% | +5.41% | +33.21% |
| 2020 | -0.72% | +18.40% | +8.83% | +27.93% |
Drawdown analysis of SVAL (ISHARES US SMALL CAP VALUE FACTOR ETF)
The maximum drawdown for the SVAL was -27.44%, occurring on Apr 8, 2025. Recovery took 187 trading sessions.
The current SVAL drawdown is -0.70%.
Since Oct 29, 2020 SVAL has experienced the following drawdowns:
- 20% or more: 2 times
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.44% | Nov 25, 2024 | 90 | Apr 8, 2025 | 187 | Jan 6, 2026 | 277 |
| -25.26% | Nov 11, 2021 | 370 | May 4, 2023 | 299 | Jul 15, 2024 | 669 |
| -13.53% | Jun 8, 2021 | 28 | Jul 19, 2021 | 76 | Nov 3, 2021 | 104 |
| -11.04% | Jul 26, 2024 | 8 | Aug 7, 2024 | 64 | Nov 6, 2024 | 72 |
| -8.94% | Feb 20, 2026 | 20 | Mar 20, 2026 | 16 | Apr 14, 2026 | 36 |
| -8.93% | Mar 12, 2021 | 8 | Mar 24, 2021 | 31 | May 7, 2021 | 39 |
| -6.76% | Jan 14, 2021 | 10 | Jan 29, 2021 | 5 | Feb 5, 2021 | 15 |
| -5.72% | Nov 24, 2020 | 3 | Nov 30, 2020 | 4 | Dec 4, 2020 | 7 |
| -5.08% | May 7, 2021 | 3 | May 12, 2021 | 13 | Jun 1, 2021 | 16 |
| -3.94% | Nov 3, 2020 | 1 | Nov 4, 2020 | 3 | Nov 9, 2020 | 4 |
| -3.69% | Feb 24, 2021 | 2 | Feb 26, 2021 | 5 | Mar 5, 2021 | 7 |
| -3.61% | Nov 10, 2020 | 2 | Nov 12, 2020 | 2 | Nov 16, 2020 | 4 |
| -3.51% | Nov 11, 2024 | 7 | Nov 20, 2024 | 3 | Nov 25, 2024 | 10 |
| -2.93% | May 6, 2026 | 7 | May 15, 2026 | 5 | May 22, 2026 | 12 |
| -2.74% | Jun 12, 2026 | 3 | Jun 17, 2026 | 5 | Jun 25, 2026 | 8 |
| -2.63% | Dec 15, 2020 | 4 | Dec 21, 2020 | 4 | Dec 28, 2020 | 8 |
| -2.59% | Jan 22, 2026 | 4 | Jan 28, 2026 | 4 | Feb 3, 2026 | 8 |
| -2.20% | Nov 6, 2024 | 1 | Nov 7, 2024 | 2 | Nov 11, 2024 | 3 |
| -2.04% | Jul 17, 2024 | 2 | Jul 19, 2024 | 2 | Jul 23, 2024 | 4 |
| -1.93% | Jan 15, 2026 | 2 | Jan 20, 2026 | 1 | Jan 21, 2026 | 3 |
| -1.86% | Dec 28, 2020 | 1 | Dec 29, 2020 | 4 | Jan 5, 2021 | 5 |
| -1.80% | Feb 16, 2021 | 2 | Feb 18, 2021 | 1 | Feb 19, 2021 | 3 |
| -1.72% | Jul 23, 2024 | 1 | Jul 24, 2024 | 1 | Jul 25, 2024 | 2 |
| -1.68% | Feb 6, 2026 | 4 | Feb 12, 2026 | 5 | Feb 20, 2026 | 9 |
| -1.63% | Jul 16, 2026 | 2 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |