SMLF ETF Analysis: USA Small-Cap Multifactor | NYSE

Small Blend | NYSE, USA | Market Cap: 4.076m USD | 12M Return: 24.3% | Charts, Fundamentals & Technical Analysis

Small-Cap Equities, Momentum, Quality, Value
Total Rating 56
Safety 58
Buy Signal 0.06
Small Blend
Category Rotation: -7.7
TER: 0.15%
AUM: 4.08B
Avg Turnover: 13.9M
Risk 3d forecast
Volatility17.0%
VaR 5th Pctl3.04%
VaR vs Median-0.68%
Reward TTM
Sharpe Ratio1.08
Rel. Str. IBD59.1
Rel. Str. Peer Group13.2
Character TTM
Beta1.115
Beta Downside1.166
Hurst Exponent0.498
Drawdowns 3y
Max DD26.28%
CAGR/Max DD0.64
CAGR/Mean DD3.74

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Seasonality 10.5 years of data

Jan +0.6% 14
Feb +0.1% 0
Mar -1.8% 42
Apr -0.7% 17
May +1.1% 17
Jun +0.3% 2
Jul +1.4% 37
Aug -1.9% 10
Sep -3.6% 28
Oct -0.0% 8
Nov +1.6% 33
Dec -1.9% 20

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: SMLF USA Small-Cap Multifactor

The iShares MSCI USA Small-Cap Multifactor ETF (SMLF) is a passively managed exchange-traded fund that tracks an optimized index of U.S. small-capitalization equities derived from the STOXX U.S. Small Cap Index. The index employs a multifactor strategy, weighting securities to maximize exposure to four well-established investment factors: momentum, quality, value, and low volatility. This approach belongs to the smart beta segment of the ETF market, which blends passive indexing with active-style factor tilts in an effort to enhance risk-adjusted returns relative to traditional market-cap-weighted benchmarks.

Under its investment policy, the fund commits at least 80% of its assets to the underlying component securities or instruments with substantially identical economic characteristics, while retaining the flexibility to allocate up to 20% to derivative instruments (futures, options, and swaps) as well as cash and cash equivalents. As a small-blend category ETF listed on the NYSE since April 2015, SMLF offers investors diversified, rules-based exposure to the U.S. small-cap segment, a market slice typically associated with domestically focused, growth-oriented companies that can serve as a higher-risk, higher-potential-return complement to large-cap holdings within a portfolio.

Headlines to Watch Out For
  • Fed rate cuts narrow large-cap small-cap performance gap
  • Multifactor ETF competition intensifies from Vanguard and Schwab issuers
  • US tariff policy pressures small-cap domestic revenue and margins
What is the price of SMLF shares?

As of July 28, 2026, the stock is trading at USD 86.59 with a total of 124,801 shares traded. Over the past week, the price has changed by +0.80%, over one month by -2.28%, over three months by +5.53% and over the past year by +24.30%.

Current recommended Stop Loss: 84.90 (which is 2% or 1.4 ATR below the current price).

Is SMLF a buy, sell or hold?

USA Small-Cap Multifactor has no consensus analysts rating.