iShares US Small Cap Value Factor ETF (SVAL)

Key Metrics

TER 20.00% per year

Distribution policy Distributing

Fund size USD 169 M

Inception date October 27, 2020

Holdings 254

Fund currency USD

Fund domicile US

Provider iShares

For full official fund details, factsheets, and holdings, visit ishares.com (opens in new tab).

Historical Return

Last updated: Jun 15, 2026

1 Year +38.0% +2.1% Div

3 Years (avg.) +15.4% +2.1% Div

5 Years (avg.) +5.3% +2.1% Div

Risk & Analysis Metrics

Last updated: Jun 15, 2026

Volatility

16.86% 1 Year

21.02% 3 Years

22.03% 5 Years

22.96% 10 Years

Max Drawdown

-9.26% 1 Year

-27.48% 3 Years

-27.97% 5 Years

-27.97% 10 Years

Sharpe Ratio

1.55 1 Year

0.55 3 Years

0.14 5 Years

0.51 10 Years

Return Triangle (Heatmap)

Last updated: Jun 15, 2026

	2020	2021	2022	2023	2024	2025
2020	27.6%	29.5%	13.5%	12.5%	11.1%	10.4%
2021		31.5%	7.0%	7.9%	7.4%	7.2%
2022			-12.9%	-2.2%	0.4%	1.9%
2023				9.9%	7.7%	7.3%
2024					5.6%	6.1%
2025						6.6%

Distributions

*by ETF Portfolio Weight Last updated: Jun 15, 2026

Profit Margin Distribution

< 0%

17%

1y 3y N/A N/A

0 - 5%

21%

1y 3y N/A N/A

5 - 10%

18%

1y 3y N/A N/A

10 - 15%

15%

1y 3y N/A N/A

15 - 20%

1y 3y N/A N/A

20 - 30%

11%

1y 3y N/A N/A

30 - 40%

1y 3y N/A N/A

> 40%

1y 3y N/A N/A

P/E Ratio Distribution

< 0

17%

1y 3y N/A N/A

0 - 10

1y 3y N/A N/A

10 - 15

25%

1y 3y N/A N/A

15 - 20

14%

1y 3y N/A N/A

20 - 25

1y 3y N/A N/A

25 - 35

11%

1y 3y N/A N/A

35 - 50

1y 3y N/A N/A

> 50

1y 3y N/A N/A

Discounted Cash Flow

Weighted Average Undervaluation

N/A

Undervalued

> 60%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

15 - 30%

1y 3y N/A N/A

Fair (±15%)

1y 3y N/A N/A

Overvalued

15 - 30%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

> 60%

1y 3y N/A N/A

Market Cap Size Distribution

Micro Cap

0.4%

1y 3y N/A N/A

Small Cap

40.0%

1y 3y N/A N/A

Mid Cap

58.7%

1y 3y N/A N/A

Large Cap

1.0%

1y 3y N/A N/A

Mega Cap

0.0%

1y 3y N/A N/A

Micro: < $300M Small: $300M–$2B Mid: $2B–$10B Large: $10B–$200B Mega: > $200B

Average metrics of all companies in portfolio

Last updated: Jun 21, 2026

Market
Average

Market Cap The market value of the company. It's calculated by multiplying the share price by the number of outstanding shares.	$3.04B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	1.43%	2.03%
Beta Indicates the relationship between the price performance of a share and the market.	1.0	-
P/E Ratio Ratio between share price and earnings per share. A low ratio could indicate that the stock is undervalued or investors aren't expecting high growth. A high ratio could indicate that the stock is overvalued or investors are expecting high growth.	24.86	28.29
Negative P/E Ratio a negative P/E ratio shows that the company is not profitable, and it shows how many years it would take the company to lose its entire market capitalisation if it did not change anything	-23.95	-
Profitable Companies	85%	-
PEG The ratio between the P/E ratio and the growth rate of the company's earnings per share in the last twelve months. A lower PEG could mean that a stock is undervalued.	22.92	14.56
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	2.39	8.28
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	1.74	10.72

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	12.74	21.15
Enterprise Value to Revenue Enterprise value divided by revenue	3.0	8.72
Total Debt to Enterprise Value Total debt divided by enterprise value	0.23	0.05
Debt to Equity A higher ratio indicates a higher risk. However, the ratio is difficult to compare between industries where common amounts of debt vary.	0.52	0.33
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	10.42%	-6.18%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+3.1%	-117.9%
Return on Equity Equity divided by market cap.	7.74%	1.23%
Return on Assets Indicates a company's profitability in relation to its total assets.	2.96%	3.29%
Return on Invested Capital Return on invested capital (ROIC) is net income after dividends divided by the sum of debt and equity. It shows how effective a company is at turning capital invested by shareholders and other debtholders into profits.	5.23%	3.31%

Sectors

Manufacturing	15.1%
Finance and Insurance	11.6%
Transportation and Warehousing	4.1%
Mining, Quarrying, and Oil and Gas Extraction	3.1%
Utilities	2.7%
Construction	2.3%
Wholesale Trade	1.7%
Professional, Scientific, and Technical Services	1.6%
Retail Trade	1.2%
Information	0.9%
Real Estate and Rental and Leasing	0.6%
Energy	0.5%
Health Care and Social Assistance	0.4%
Accommodation and Food Services	0.4%
Other	53.7%

Countries

United States	94.7%
Bermuda	1.8%
Other	1.0%
Monaco	0.8%
France	0.4%
Panama	0.4%
United Kingdom	0.4%
Canada	0.4%

Limit holdings to companies in a single sector.

$0B >$1T

Ratio between share price and earnings per share. A low ratio could indicate undervaluation.

<0 >50

Ratio of dividends in the last 12 months to current share price.

0% 3%

Revenue increase compared to the same quarter one year ago.

0% 30%

Net income increase compared to the same quarter one year ago.

0% 30%

Profitability of the last quarter.

<-30% >30%

A higher ratio indicates a higher risk. The ratio is difficult to compare between industries.

<0 >3

Discounted cash flow valuation vs. current price. Positive = undervalued, negative = overvalued.

<-50% >+100%

Market Cap

P/E Ratio

Total Investment

Weight

Ultra Clean Hldgs Inc

UCTT - Manufacturing

Market Cap $5.44B

P/E Ratio -28.3

Dividends 0.0%

Total Investment $1.71M

Weight 1.01%

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Tactile Systems Technology Inc

TCMD - Manufacturing

Market Cap $600.45M

P/E Ratio 29.6

Dividends 0.0%

Total Investment $1.3M

Weight 0.77%

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Peabody Energy Corp. - Ordinary Shares New

BTU - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $3.02B

P/E Ratio -24.9

Dividends 1.2%

Total Investment $1.25M

Weight 0.74%

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Nordic American Tankers Ltd

NAT - Transportation and Warehousing

Market Cap $1.24B

P/E Ratio 22.7

Dividends 10.6%

Total Investment $1.24M

Weight 0.74%

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Protagonist Therapeutics Inc

PTGX - Manufacturing

Market Cap $7.26B

P/E Ratio -64.0

Dividends 0.0%

Total Investment $1.18M

Weight 0.70%

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Andersons Inc.

ANDE - Wholesale Trade

Market Cap $2.43B

P/E Ratio 18.8

Dividends 1.1%

Total Investment $1.16M

Weight 0.69%

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Helmerich & Payne, Inc.

HP - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $3.49B

P/E Ratio -9.3

Dividends 2.9%

Total Investment $1.14M

Weight 0.67%

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A-Mark Precious Metals Inc

AMRK - Finance and Insurance

Market Cap $1.15B

P/E Ratio 13.6

Dividends 1.9%

Total Investment $1.13M

Weight 0.67%

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Constellium SE - Ordinary Shares - Class A

CSTM - Manufacturing

Market Cap $4.63B

P/E Ratio 10.7

Dividends 0.0%

Total Investment $1.12M

Weight 0.66%

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Dana Inc

DAN - Manufacturing

Market Cap $3.64B

P/E Ratio -21.5

Dividends 1.5%

Total Investment $1.1M

Weight 0.65%

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Matson Inc

MATX - Transportation and Warehousing

Market Cap $5.79B

P/E Ratio 13.5

Dividends 0.8%

Total Investment $1.04M

Weight 0.62%

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SSR Mining Inc

SSRM - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $6.42B

P/E Ratio 27.6

Dividends 0.0%

Total Investment $1.01M

Weight 0.60%

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Plexus Corp.

PLXS - Manufacturing

Market Cap $8.03B

P/E Ratio 42.8

Dividends 0.0%

Total Investment $989.21K

Weight 0.59%

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Scorpio Tankers Inc

STNG - Transportation and Warehousing

Market Cap $4.01B

P/E Ratio 7.6

Dividends 2.1%

Total Investment $977.9K

Weight 0.58%

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Northwest Pipe Co.

NWPX - Manufacturing

Market Cap $1.34B

P/E Ratio 31.8

Dividends 0.0%

Total Investment $970.52K

Weight 0.57%

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Great Lakes Dredge & Dock Corporation

GLDD - Construction

Market Cap $1.14B

P/E Ratio 15.5

Dividends 0.0%

Total Investment $962.46K

Weight 0.57%

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Unifirst Corp.

UNF - Manufacturing

Market Cap $4.77B

P/E Ratio 33.9

Dividends 0.6%

Total Investment $933.9K

Weight 0.55%

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Expro Group Holdings N.V.

XPRO - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $1.57B

P/E Ratio 42.8

Dividends 0.0%

Total Investment $921.65K

Weight 0.55%

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California Resources Corporation - Ordinary Shares - New

CRC - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $4.91B

P/E Ratio -10.7

Dividends 2.9%

Total Investment $919.8K

Weight 0.54%

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Tidewater Inc. - Ordinary Shares - New

TDW - Energy

Market Cap $3.22B

P/E Ratio 10.8

Dividends 0.0%

Total Investment $916.21K

Weight 0.54%

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Key Metrics

Compare similar ETFs

Historical Return

Risk & Analysis Metrics

Volatility

Max Drawdown

Sharpe Ratio

Return Triangle (Heatmap)

Distributions

Profit Margin Distribution

P/E Ratio Distribution

Discounted Cash Flow

Market Cap Size Distribution

Portfolio Concentration

Latest News

Lost Money on Ultra Clean Holdings, Inc. (UCTT)? Join Class Action Before May 23, 2025 - Contact Levi & Korsinsky

Ultra Clean Holdings, Inc. Investors: Please contact the Portnoy Law Firm to recover your losses; May 23, 2025 Deadline to file Lead Plaintiff Motion

May 23, 2025 Deadline: Join Class Action Lawsuit Against Ultra Clean Holdings, Inc. (UCTT) - Contact Levi & Korsinsky

Average metrics of all companies in portfolio

Sectors

Countries

Stock Screener

Ultra Clean Hldgs Inc

Ultra Clean Hldgs Inc

Tactile Systems Technology Inc

Tactile Systems Technology Inc

Peabody Energy Corp. - Ordinary Shares New

Peabody Energy Corp. - Ordinary Shares New

Nordic American Tankers Ltd

Nordic American Tankers Ltd

Protagonist Therapeutics Inc

Protagonist Therapeutics Inc

Andersons Inc.

Andersons Inc.

Helmerich & Payne, Inc.

Helmerich & Payne, Inc.

A-Mark Precious Metals Inc

A-Mark Precious Metals Inc

Constellium SE - Ordinary Shares - Class A

Constellium SE - Ordinary Shares - Class A

Dana Inc

Dana Inc

Matson Inc

Matson Inc

SSR Mining Inc

SSR Mining Inc

Plexus Corp.

Plexus Corp.

Scorpio Tankers Inc

Scorpio Tankers Inc

Northwest Pipe Co.

Northwest Pipe Co.

Great Lakes Dredge & Dock Corporation

Great Lakes Dredge & Dock Corporation

Unifirst Corp.

Unifirst Corp.

Expro Group Holdings N.V.

Expro Group Holdings N.V.

California Resources Corporation - Ordinary Shares - New

California Resources Corporation - Ordinary Shares - New

Tidewater Inc. - Ordinary Shares - New

Tidewater Inc. - Ordinary Shares - New

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