iShares MSCI USA Small-Cap Multifactor ETF
Ticker
SMLF
ISIN
US46435G4331
Price
USD 70.53
Change Today
-0.73 / -1.024 %
Price 1 year ago
49.50 / 42.498 %
Morningstar
4
52 Week Low
51.23
52 Week High
72.55
200 Day Moving Average 62.68
62.68
50-day Moving Average
66.57
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.36 |
| Sortino Ratio | 0.79 |
| Maximum Drawdown | -4.34% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -15.89 |
1 year
| Parameter | Value |
|---|---|
| Return | 3.46 |
| Volatility | 7.69% |
| Alpha | +13.55 |
| Beta | None |
| R Squared | +91.05 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 12.724% |
| Average Annual Volatility | 21.649% |
| Sharpe Ratio | 0.59 |
| Sortino Ratio | 0.60 |
| Maximum Drawdown | -42.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.32 |
Company information
Summary
The investment seeks to track the MSCI USA Small Cap Diversified Multiple-Factor Index. The fund will invest at least 80% of its assets in the component securities of its index and in investments that have economic characteristics that are substantially identical to the component securities of its index and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents. The index is designed to select equities from the MSCI USA Small Cap Index that have high exposure to four investment style factors: value, quality, momentum and low size, maintaining a level of risk similar to that of the parent index.
Market
US
Category
Small Blend
Expense Ratio
0.30%
Fund family
iShares
Morningstar
4
Yield
0.0098
Exchange
PCX
| Sector | Weight |
|---|---|
| Healthcare | 18.55% |
| Technology | 17.86% |
| Financial services | 15.62% |
| Industrials | 14.04% |
| Energy | 9.08% |
| Consumer cyclical | 7.32% |
| Realestate | 5.26% |
| Consumer defensive | 4.79% |
| Communication services | 3.51% |
| Basic materials | 3.50% |
| Utilities | 0.00% |
| Country | Ratio |
|---|---|
| United States | 95.90 |
| Israel | 0.72 |
| United Kingdom | 0.61 |
| Brazil | 0.31 |
| Switzerland | 0.27 |
| Chile | 0.20 |
| Ireland | 0.18 |
| Singapore | 0.14 |
| China | 0.14 |
| Canada | 0.10 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| MRO | Marathon Oil Corp | 1.84% |
| AA | Alcoa Corp | 1.46% |
| JLL | Jones Lang LaSalle Inc | 1.29% |
| RS | Reliance Steel & Aluminum Co | 1.25% |
| OVV | Ovintiv Inc | 1.24% |
| CIEN | Ciena Corp | 1.1% |
| XTSLA | BlackRock Cash Funds Treasury SL Agency | 0.98% |
| OGN | Organon & Co Ordinary Shares | 0.98% |
| WSM | Williams-Sonoma Inc | 0.96% |
| CNXC | Concentrix Corp Ordinary Shares | 0.92% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| EKLD.PA | BNP Paribas Easy MSCI USA SRI S-Series 5% Capped UCITS ETF Capitalisation | LU1291103338 | PAR | 0.18% | 5 | ||
| HLAL | Wahed FTSE USA Shariah ETF | US53656F607 | NGM | 0.50% | 5 | +0.10 | -- |
| SRIL.AS | iShares MSCI USA SRI UCITS ETF USD (Dist) | IE00BZ173T46 | AMS | 0.23% | 5 | +2.98 | -- |
| SUAS.L | iShares MSCI USA SRI UCITS ETF USD (Acc) | IE00BYVJRR9 | LSE | 0.25% | 5 | +2.95 | |
| SUUS.L | iShares MSCI USA SRI UCITS ETF USD (Acc) | IE00BYVJRR9 | LSE | 0.25% | 5 | +2.95 | |
| UITB | VictoryShares USAA Core Intermediate-Term Bond ETF | US92647N527 | NGM | 0.40% | 5 | -0.02 | |
| USTB | VictoryShares USAA Core Short-Term Bond ETF | US903288579 | NGM | 0.35% | 5 | -0.22 | |
| XMUS.L | Xtrackers MSCI USA Swap UCITS ETF | LU027421067 | LSE | 0.15% | 5 | -0.69 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.