iShares US Small Cap Value Factor ETF (SVAL) Performance
SVAL total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +26.9% since Dec 31, 2025
- 1 year
- +30.9% total return
- 5 years
- +8.9% a year
- Since first price
- +16.9% a year since 2020
SVAL trailing returns vs SPY, QQQ, AGG
| Period | SVAL total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +3.1% | +3.1% | −1.0% | −5.0% | +0.9% |
| 3 months | +2.8% | +2.2% | +3.2% | +1.9% | −0.4% |
| 6 months | +11.8% | +10.7% | +7.8% | +8.4% | −1.5% |
| YTD | +26.9% | +25.4% | +12.3% | +15.1% | −1.0% |
| 1 year | +30.9% | +27.7% | +14.4% | +15.9% | −1.1% |
| 3 years | +81.7%+22.0%/yr | +70.8% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +53.1%+8.9%/yr | +37.0% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionOct 29, 2020 | +153.9%+16.9%/yr | +123.2% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: SVAL vs SPY
From Oct 29, 2020: SVAL grew to $25,394, SPY to $24,971.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
SVAL returns by calendar year
4 of 5 full years positive. Best 2021 (+33.2%), worst 2022 (−10.1%). 2026 is year to date.
SVAL annual returns table
| Year | SVAL | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +26.9% | −8.9% | +12.3% | +15.1% | −1.0% |
| 2025 | +8.2% | −21.3% | +17.7% | +20.8% | +7.2% |
| 2024 | +7.5% | −11.0% | +24.9% | +25.6% | +1.3% |
| 2023 | +12.3% | −21.7% | +26.2% | +54.9% | +5.7% |
| 2022 | −10.1% | −20.5% | −18.2% | −32.6% | −13.0% |
| 2021 | +33.2% | −13.5% | +28.7% | +27.4% | −1.8% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
SVAL largest drawdowns
Now 2.2% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Nov 25, 2024 | −27.4% | Apr 8, 2025 | Jan 6, 2026 | 4 months | 1.1 years |
| Nov 11, 2021 | −25.3% | May 4, 2023 | Jul 15, 2024 | 1.5 years | 2.7 years |
| Jun 8, 2021 | −13.5% | Jul 19, 2021 | Nov 3, 2021 | 41 days | 5 months |
| Jul 26, 2024 | −11.0% | Aug 7, 2024 | Nov 6, 2024 | 12 days | 3 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
SVAL risk statistics
| Statistic | 3 years | 5 years | Since 2020 |
|---|---|---|---|
| Annualized return | +18.5% | +9.0% | +16.4% |
| Volatility (annualized) | 19.8% | 21.2% | 22.0% |
| Sharpe ratio | 0.74 | 0.34 | 0.66 |
| Sortino ratio | 1.43 | 0.57 | 1.23 |
| Best month | +15.1% | +15.1% | +18.4% |
| Worst month | −9.1% | −10.0% | −10.0% |
| Best 12 months | +41.1% | +41.1% | +66.1% |
| Worst 12 months | −6.3% | −14.6% | −14.6% |
| Positive months | 58% | 52% | 55% |
| Beta vs S&P 500 | 0.97 | 0.94 | — |
| Correlation with S&P 500 | 0.61 | 0.70 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
SVAL rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 61 | −14.6% | +5.3% | +66.1% | 72% |
| 3-year (a year) | 37 | −0.4% | +7.4% | +21.8% | 95% |
| 5-year (a year) | 13 | +5.6% | +9.0% | +13.9% | 100% |
Every holding period starting at a month-end since 2020. Returns for 3 years and longer are annualized.
SVAL performance overview
iShares US Small Cap Value Factor ETF (SVAL) returned +30.9% over the past year and +8.9% a year over five years, with distributions reinvested. Since its first recorded price in 2020 it has returned +16.9% a year, turning $10,000 into about $25,394. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −27.4%, from Nov 25, 2024 to Apr 8, 2025, and it took 9 months to get back to the old high. SVAL finished 4 of its 5 full calendar years with a gain; the best year was 2021 (+33.2%) and the worst 2022 (−10.1%). Volatility has been 22.0% a year.
Related: SVAL chart, SVAL dividends. See the SVAL overview for the latest quote and fund facts.
SVAL performance FAQ
What is the SVAL return over the past year?
SVAL returned +30.9% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 27.7%.
What is the average annual return of SVAL?
SVAL has returned +8.9% a year over 5 years, +16.9% a year since October 29, 2020 (total return, distributions reinvested).
How much would $10,000 invested in SVAL be worth?
$10,000 invested in SVAL at its first recorded close on October 29, 2020 would be worth about $25,394 on October 23, 2026 with distributions reinvested.
What was the worst year for SVAL?
The worst calendar year was 2022, with a total return of −10.1%. The best was 2021 at +33.2%.
What is the biggest drawdown of SVAL?
The largest peak-to-trough decline was −27.4% between November 25, 2024 and April 8, 2025. It recovered to the old high on January 6, 2026, 9 months after the bottom.
How volatile is SVAL?
Over the past 3 years SVAL had an annualized volatility of 19.8% and a Sharpe ratio of 0.74 (excess return over 1–3 month T-bills per unit of risk).