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Is iShares U.S. Small-Cap Equity Factor ETF (SMLF) a Strong ETF Right Now?

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The iShares U.S. Small-Cap Equity Factor ETF (SMLF - Free Report) made its debut on 04/28/2015, and is a smart beta exchange traded fund that provides broad exposure to the Style Box - Small Cap Blend category of the market.

What Are Smart Beta ETFs?

For a long time now, the ETF industry has been flooded with products based on market capitalization weighted indexes, which are designed to represent the broader market or a particular market segment.

Investors who believe in market efficiency should consider market cap indexes, as they replicate market returns in a low-cost, convenient, and transparent way.

There are some investors, though, who think it's possible to beat the market with great stock selection; this group likely invests in another class of funds known as smart beta, which track non-cap weighted strategies.

By attempting to pick stocks that have a better chance of risk-return performance, non-cap weighted indexes are based on certain fundamental characteristics, or a combination of such.

While this space offers a number of choices to investors, including simplest equal-weighting, fundamental weighting and volatility/momentum based weighting methodologies, not all these strategies have been able to deliver superior results.

Fund Sponsor & Index

Because the fund has amassed over $1.66 billion, this makes it one of the larger ETFs in the Style Box - Small Cap Blend. SMLF is managed by Blackrock. SMLF, before fees and expenses, seeks to match the performance of the MSCI USA Small Cap Diversified Multiple-Factor Index.

The STOXX U.S. Small-Cap Equity Factor Index (USD) composed of U.S. small-capitalization stocks that have favourable exposure to target style factors subject to constraints.

Cost & Other Expenses

Cost is an important factor in selecting the right ETF, and cheaper funds can significantly outperform their more expensive cousins if all other fundamentals are the same.

Operating expenses on an annual basis are 0.15% for SMLF, making it one of the cheaper products in the space.

It has a 12-month trailing dividend yield of 1.29%.

Sector Exposure and Top Holdings

Even though ETFs offer diversified exposure which minimizes single stock risk, it is still important to look into a fund's holdings before investing. Luckily, most ETFs are very transparent products that disclose their holdings on a daily basis.

This ETF has heaviest allocation in the Industrials sector - about 17.50% of the portfolio. Information Technology and Consumer Discretionary round out the top three.

Taking into account individual holdings, Applovin Corp Class A (APP - Free Report) accounts for about 1.67% of the fund's total assets, followed by Microstrategy Inc Class A (MSTR - Free Report) and Blk Csh Fnd Treasury Sl Agency (XTSLA).

Performance and Risk

The ETF return is roughly 3.07% so far this year and is up about 17.29% in the last one year (as of 02/13/2025). In the past 52-week period, it has traded between $58.71 and $74.15.

The ETF has a beta of 1.12 and standard deviation of 20.81% for the trailing three-year period, making it a high risk choice in the space. With about 862 holdings, it effectively diversifies company-specific risk.

Alternatives

IShares U.S. Small-Cap Equity Factor ETF is a reasonable option for investors seeking to outperform the Style Box - Small Cap Blend segment of the market. However, there are other ETFs in the space which investors could consider.

IShares Russell 2000 ETF (IWM - Free Report) tracks Russell 2000 Index and the iShares Core S&P Small-Cap ETF (IJR - Free Report) tracks S&P SmallCap 600 Index. IShares Russell 2000 ETF has $72.44 billion in assets, iShares Core S&P Small-Cap ETF has $87.58 billion. IWM has an expense ratio of 0.19% and IJR charges 0.06%.

Investors looking for cheaper and lower-risk options should consider traditional market cap weighted ETFs that aim to match the returns of the Style Box - Small Cap Blend.

Bottom Line

To learn more about this product and other ETFs, screen for products that match your investment objectives and read articles on latest developments in the ETF investing universe, please visit Zacks ETF Center.

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