iShares S&P Small-Cap 600 Value (IJS): Historical Returns

Data Source: from January 1927 to February 2024 (~97 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
Category: Stocks
iShares S&P Small-Cap 600 Value (IJS) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.32%
1 Day
Mar 01 2024
0.32%
Current Month
March 2024

In the last 30 Years, the iShares S&P Small-Cap 600 Value (IJS) ETF obtained a 10.17% compound annual return, with a 19.48% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Small Cap
  • Style: Value
  • Region: North America
  • Country: U.S.

The iShares S&P Small-Cap 600 Value (IJS) ETF is part of the following Lazy Portfolios:

Portfolio Name Author IJS Weight Currency
Golden Butterfly Tyler 20.00% USD
Golden Butterfly with Bitcoin 20.00% USD
Weird Portfolio Value Stock Geek 20.00% USD
Larry Portfolio Larry Swedroe 15.00% USD
Sheltered Sam 100/0 Bill Bernstein 15.00% USD
Sheltered Sam 90/10 Bill Bernstein 13.50% USD
Sheltered Sam 80/20 Bill Bernstein 12.00% USD
Sheltered Sam 70/30 Bill Bernstein 10.50% USD
Coffeehouse Bill Schultheis 10.00% USD
Coward's Portfolio Bill Bernstein 10.00% USD
Pinwheel 10.00% USD
Ultimate Buy and Hold Strategy Paul Merriman 10.00% USD
One-Decision Portfolio Marvin Appel 10.00% USD
Long Term Portfolio Ben Stein 10.00% USD
Aim comfortable trip Aim Ways 10.00% USD
Ideal Index Frank Armstrong 9.25% USD
Big Rocks Portfolio Larry Swedroe 9.00% USD
Sheltered Sam 60/40 Bill Bernstein 9.00% USD
Robust Alpha Architect 7.50% USD
Simple Money Portfolio Tim Maurer 7.50% USD
Sheltered Sam 50/50 Bill Bernstein 7.50% USD
Robo Advisor 100 Betterment 6.40% USD
Ultimate Buy&Hold FundAdvice 6.00% USD
Sheltered Sam 40/60 Bill Bernstein 6.00% USD
Robo Advisor 90 Betterment 5.70% USD
Robo Advisor 80 Betterment 5.00% USD
Family Taxable Portfolio Ted Aronson 5.00% USD
Tilt Toward Value Time Inc 5.00% USD
Sheltered Sam 30/70 Bill Bernstein 4.50% USD
Edge Select Aggressive Merrill Lynch 3.00% USD
Robo Advisor 50 Betterment 3.00% USD
Sheltered Sam 20/80 Bill Bernstein 3.00% USD
Edge Select Moderate Merrill Lynch 2.00% USD
Edge Select Moderately Aggressive Merrill Lynch 2.00% USD
Sheltered Sam 10/90 Bill Bernstein 1.50% USD
Robo Advisor 20 Betterment 1.20% USD
Edge Select Conservative Merrill Lynch 1.00% USD
Edge Select Moderately Conservative Merrill Lynch 1.00% USD
Robo Advisor 10 Betterment 0.60% USD

Investment Returns as of Feb 29, 2024

The iShares S&P Small-Cap 600 Value (IJS) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES S&P SMALL-CAP 600 VALUE (IJS) ETF
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~97Y)
iShares S&P Small-Cap 600 Value (IJS) ETF 0.32 0.32 2.37 5.01 0.91 6.96 7.54 10.17 12.78
US Inflation Adjusted return 2.37 3.83 -1.76 2.75 4.63 7.46 9.50
Returns over 1 year are annualized | Available data source: since Jan 1927
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the iShares S&P Small-Cap 600 Value (IJS) ETF granted a 1.61% dividend yield. If you are interested in getting periodic income, please refer to the iShares S&P Small-Cap 600 Value (IJS) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 18.28$, with a total return of 1727.99% (10.17% annualized).

The Inflation Adjusted Capital now would be 8.66$, with a net total return of 765.93% (7.46% annualized).
An investment of 1$, since January 1927, now would be worth 118679.73$, with a total return of 11867873.45% (12.78% annualized).

The Inflation Adjusted Capital now would be 6786.02$, with a net total return of 678502.13% (9.50% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of iShares S&P Small-Cap 600 Value (IJS) ETF, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES S&P SMALL-CAP 600 VALUE (IJS) ETF
Advanced Metrics
Data Source: 1 January 1927 - 29 February 2024 (~97 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~97Y)
Investment Return (%) 2.37 9.71 5.01 0.91 2.96 6.96 7.54 8.49 10.17 12.78
Infl. Adjusted Return (%) details 2.37 9.12 3.83 -1.76 -2.43 2.75 4.63 5.77 7.46 9.50
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.99
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -16.63 -20.65 -37.50 -40.32 -54.13 -54.13 -88.57
Start to Recovery (# months) details 5 31 12 29 47 47 166
Start (yyyy mm) 2023 08 2021 06 2020 01 2018 09 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 16 3 19 21 21 33
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 1932 05
Bottom to End (# months) 2 15 9 10 26 26 133
End (yyyy mm) 2023 12 2023 12 2020 12 2021 01 2011 04 2011 04 1943 06
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-20.65 -20.65
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 31 31
Start (yyyy mm) 2023 08 2021 06 2021 06 2021 06 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 16 16 16 21 21 33
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 05
Bottom to End (# months) 2 15 15 15 26 26 133
End (yyyy mm) 2023 12 2023 12 2023 12 2023 12 2011 04 2011 04 1943 06
Longest negative period (# months) details 11 33 33 73 75 97 177
Period Start (yyyy mm) 2023 03 2021 03 2021 03 2014 03 2014 01 2001 02 1927 08
Period End (yyyy mm) 2024 01 2023 11 2023 11 2020 03 2020 03 2009 02 1942 04
Annualized Return (%) -1.56 -0.19 -0.19 -0.33 -0.17 -0.46 -0.27
Deepest Drawdown Depth (%) -17.42 -28.64 -37.39 -41.82 -55.42 -55.42 -85.57
Start to Recovery (# months) details 5 33* 12 30 68 68 84
Start (yyyy mm) 2023 08 2021 06 2020 01 2018 09 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 29 3 19 21 21 33
Bottom (yyyy mm) 2023 10 2023 10 2020 03 2020 03 2009 02 2009 02 1932 05
Bottom to End (# months) 2 4 9 11 47 47 51
End (yyyy mm) 2023 12 - 2020 12 2021 02 2013 01 2013 01 1936 08
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-28.64 -28.64
same as
deepest

same as
deepest
-57.83
Start to Recovery (# months) details 33* 33* 112
Start (yyyy mm) 2023 08 2021 06 2021 06 2021 06 2007 06 2007 06 1968 12
Start to Bottom (# months) 3 29 29 29 21 21 73
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2009 02 1974 12
Bottom to End (# months) 2 4 4 4 47 47 39
End (yyyy mm) 2023 12 - - - 2013 01 2013 01 1978 03
Longest negative period (# months) details 12* 36* 56 73 87 137 176
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2014 03 2004 07 1997 10 1927 09
Period End (yyyy mm) 2024 02 2024 02 2023 10 2020 03 2011 09 2009 02 1942 04
Annualized Return (%) -1.76 -2.43 -0.79 -1.82 -0.04 -0.28 -0.13
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 23.86 21.83 25.83 21.51 20.58 19.48 20.65
Sharpe Ratio -0.18 0.03 0.20 0.30 0.35 0.41 0.43
Sortino Ratio -0.29 0.04 0.27 0.41 0.47 0.54 0.58
Ulcer Index 7.99 8.28 11.70 10.48 13.79 12.89 21.45
Ratio: Return / Standard Deviation 0.04 0.14 0.27 0.35 0.41 0.52 0.62
Ratio: Return / Deepest Drawdown 0.05 0.14 0.19 0.19 0.16 0.19 0.14
% Positive Months details 41% 50% 58% 62% 64% 64% 64%
Positive Months 5 18 35 75 154 231 748
Negative Months 7 18 25 45 86 129 418
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 7.54 17.29 17.29 29.84
Worst 10 Years Return (%) - Annualized 5.49 3.72 -5.61
Best 10 Years Return (%) - Annualized 4.63 15.25 15.25 20.95
Worst 10 Years Return (%) - Annualized 3.42 1.10 -3.45
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 104.15 31.22 27.24 17.29 12.03 10.17
Worst Rolling Return (%) - Annualized -43.03 -18.25 -5.86 3.72 7.20
% Positive Periods 73% 89% 95% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 71.98 23.58 15.04 9.43 7.17 9.33
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.58 5.08 8.25
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 98.94 27.95 24.67 15.25 9.52 7.46
Worst Rolling Return (%) - Annualized -43.04 -19.99 -8.29 1.10 5.01
% Positive Periods 69% 85% 85% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 71.98 23.58 15.04 9.43 7.17 9.33
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.58 5.08 8.25
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1927 - Feb 2024)
Best Rolling Return (%) - Annualized 211.23 57.02 49.56 29.84 22.53 20.14
Worst Rolling Return (%) - Annualized -69.93 -49.09 -25.77 -5.61 4.74 9.52
% Positive Periods 72% 87% 90% 96% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 54.32 12.48 7.47 4.92 3.38 3.12
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.55 2.82
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 233.29 56.63 48.07 20.95 17.24 15.52
Worst Rolling Return (%) - Annualized -66.62 -45.05 -22.13 -3.45 3.11 6.95
% Positive Periods 68% 82% 86% 98% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 54.32 12.48 7.47 4.92 3.38 3.12
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.55 2.82
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Feb 29, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of iShares S&P Small-Cap 600 Value (IJS) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES S&P SMALL-CAP 600 VALUE (IJS) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs IJS
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.82
0.86
0.85
0.86
0.85
SPY
US Large Cap
0.76
0.83
0.82
0.81
0.81
IJR
US Small Cap
1.00
0.99
0.99
0.96
0.96
VNQ
US REITs
0.93
0.78
0.69
0.69
0.69
QQQ
US Technology
0.51
0.67
0.65
0.62
0.62
PFF
Preferred Stocks
0.73
0.71
0.63
0.45
0.44
EFA
EAFE Stocks
0.78
0.84
0.76
0.74
0.71
VT
World All Countries
0.83
0.88
0.84
0.81
0.80
EEM
Emerging Markets
0.78
0.74
0.64
0.68
0.65
VGK
Europe
0.77
0.83
0.74
0.74
0.73
VPL
Pacific
0.83
0.82
0.74
0.63
0.59
FLLA
Latin America
0.84
0.76
0.56
0.61
0.60
BND
US Total Bond Market
0.56
0.33
0.22
0.09
0.09
TLT
Long Term Treasuries
0.65
-0.02
-0.09
-0.18
-0.17
BIL
US Cash
0.25
-0.16
-0.12
-0.03
-0.03
TIP
TIPS
0.44
0.41
0.32
0.13
0.14
LQD
Invest. Grade Bonds
0.61
0.50
0.42
0.26
0.26
HYG
High Yield Bonds
0.75
0.77
0.73
0.67
0.67
CWB
US Convertible Bonds
0.92
0.81
0.79
0.81
0.82
BNDX
International Bonds
0.52
0.39
0.28
0.12
0.13
EMB
Emerg. Market Bonds
0.84
0.65
0.54
0.50
0.50
GLD
Gold
-0.06
0.07
-0.03
0.03
0.02
DBC
Commodities
0.10
0.57
0.50
0.35
0.35

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES S&P SMALL-CAP 600 VALUE (IJS) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1927 - 29 February 2024 (~97 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-54.13% Jun 2007 Feb 2009 21 Apr 2011 26 47 25.42
-40.32% Sep 2018 Mar 2020 19 Jan 2021 10 29 18.20
-31.31% May 2002 Mar 2003 11 Nov 2003 8 19 20.20
-27.15% May 1998 Aug 1998 4 Aug 2000 24 28 13.44
-22.65% May 2011 Sep 2011 5 Feb 2012 5 10 9.72
-20.65% Jun 2021 Sep 2022 16 Dec 2023 15 31 8.84
-15.54% Jul 2001 Sep 2001 3 Dec 2001 3 6 7.62
-13.44% Apr 2015 Jan 2016 10 Jun 2016 5 15 6.32
-8.95% Feb 2001 Mar 2001 2 May 2001 2 4 4.59
-8.95% Apr 2012 May 2012 2 Sep 2012 4 6 4.46
-7.77% Jan 2005 Apr 2005 4 Jun 2005 2 6 3.45
-7.47% May 2006 Jul 2006 3 Oct 2006 3 6 4.41
-7.34% Jun 1996 Jul 1996 2 Sep 1996 2 4 3.55
-6.73% Jul 2014 Sep 2014 3 Nov 2014 2 5 3.46
-6.52% Nov 2000 Nov 2000 1 Dec 2000 1 2 3.76
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 108 3.3 Months 29.92%
 
DD = 0% 29.92%
 
0% < DD <= -5% 98 3.7 Months 27.15%
 
DD <= -5% 57.06%
 
-5% < DD <= -10% 47 7.7 Months 13.02%
 
DD <= -10% 70.08%
 
-10% < DD <= -15% 42 8.6 Months 11.63%
 
DD <= -15% 81.72%
 
-15% < DD <= -20% 19 19.0 Months 5.26%
 
DD <= -20% 86.98%
 
-20% < DD <= -25% 15 24.1 Months 4.16%
 
DD <= -25% 91.14%
 
-25% < DD <= -30% 14 25.8 Months 3.88%
 
DD <= -30% 95.01%
 
-30% < DD <= -35% 9 40.1 Months 2.49%
 
DD <= -35% 97.51%
 
-35% < DD <= -40% 1 361.0 Months 0.28%
 
DD <= -40% 97.78%
 
-40% < DD <= -45% 5 72.2 Months 1.39%
 
DD <= -45% 99.17%
 
-45% < DD <= -50% 1 361.0 Months 0.28%
 
DD <= -50% 99.45%
 
-50% < DD <= -55% 2 180.5 Months 0.55%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-55.42% Jun 2007 Feb 2009 21 Jan 2013 47 68 24.30
-41.82% Sep 2018 Mar 2020 19 Feb 2021 11 30 19.20
-33.03% May 2002 Mar 2003 11 Dec 2003 9 20 20.77
-28.64% Jun 2021 Oct 2023 29 in progress 4 33 16.26
-27.69% May 1998 Aug 1998 4 Dec 2000 28 32 14.61
-15.73% Jul 2001 Sep 2001 3 Dec 2001 3 6 7.65
-14.05% Apr 2015 Jan 2016 10 Jul 2016 6 16 6.63
-9.21% Feb 2001 Mar 2001 2 Jun 2001 3 5 4.38
-8.76% Apr 2006 Jul 2006 4 Oct 2006 3 7 5.04
-8.72% Jan 2005 Apr 2005 4 Jun 2005 2 6 3.94
-7.69% Jun 1996 Jul 1996 2 Nov 1996 4 6 3.22
-7.17% Aug 2005 Oct 2005 3 Jan 2006 3 6 3.51
-6.99% Mar 1994 Nov 1994 9 Mar 1995 4 13 4.15
-6.82% Jul 2014 Sep 2014 3 Nov 2014 2 5 3.52
-4.85% Jul 2004 Jul 2004 1 Nov 2004 4 5 2.76
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 85 4.2 Months 23.55%
 
DD = 0% 23.55%
 
0% < DD <= -5% 88 4.1 Months 24.38%
 
DD <= -5% 47.92%
 
-5% < DD <= -10% 50 7.2 Months 13.85%
 
DD <= -10% 61.77%
 
-10% < DD <= -15% 41 8.8 Months 11.36%
 
DD <= -15% 73.13%
 
-15% < DD <= -20% 33 10.9 Months 9.14%
 
DD <= -20% 82.27%
 
-20% < DD <= -25% 26 13.9 Months 7.20%
 
DD <= -25% 89.47%
 
-25% < DD <= -30% 17 21.2 Months 4.71%
 
DD <= -30% 94.18%
 
-30% < DD <= -35% 9 40.1 Months 2.49%
 
DD <= -35% 96.68%
 
-35% < DD <= -40% 3 120.3 Months 0.83%
 
DD <= -40% 97.51%
 
-40% < DD <= -45% 6 60.2 Months 1.66%
 
DD <= -45% 99.17%
 
-45% < DD <= -50% 1 361.0 Months 0.28%
 
DD <= -50% 99.45%
 
-50% < DD <= -55% 1 361.0 Months 0.28%
 
DD <= -55% 99.72%
 
-55% < DD <= -60% 1 361.0 Months 0.28%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-88.57% Sep 1929 May 1932 33 Jun 1943 133 166 49.83
-54.13% Jun 2007 Feb 2009 21 Apr 2011 26 47 25.42
-41.10% Dec 1972 Dec 1974 25 Jan 1976 13 38 21.88
-40.32% Sep 2018 Mar 2020 19 Jan 2021 10 29 18.20
-37.87% Dec 1968 Jun 1970 19 Feb 1972 20 39 19.06
-31.31% May 2002 Mar 2003 11 Nov 2003 8 19 20.20
-30.82% Sep 1989 Oct 1990 14 May 1991 7 21 14.59
-29.46% Sep 1987 Nov 1987 3 Jan 1989 14 17 14.14
-27.15% May 1998 Aug 1998 4 Aug 2000 24 28 13.44
-23.71% Jan 1962 Jun 1962 6 May 1963 11 17 12.90
-22.79% Jun 1946 Feb 1948 21 Jan 1950 23 44 15.64
-22.65% May 2011 Sep 2011 5 Feb 2012 5 10 9.72
-20.65% Jun 2021 Sep 2022 16 Dec 2023 15 31 8.84
-18.53% Feb 1980 Mar 1980 2 Jul 1980 4 6 8.83
-18.52% Sep 1978 Oct 1978 2 Mar 1979 5 7 10.22
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 381 3.1 Months 32.65%
 
DD = 0% 32.65%
 
0% < DD <= -5% 246 4.7 Months 21.08%
 
DD <= -5% 53.73%
 
-5% < DD <= -10% 135 8.6 Months 11.57%
 
DD <= -10% 65.30%
 
-10% < DD <= -15% 96 12.2 Months 8.23%
 
DD <= -15% 73.52%
 
-15% < DD <= -20% 68 17.2 Months 5.83%
 
DD <= -20% 79.35%
 
-20% < DD <= -25% 39 29.9 Months 3.34%
 
DD <= -25% 82.69%
 
-25% < DD <= -30% 34 34.3 Months 2.91%
 
DD <= -30% 85.60%
 
-30% < DD <= -35% 28 41.7 Months 2.40%
 
DD <= -35% 88.00%
 
-35% < DD <= -40% 29 40.2 Months 2.49%
 
DD <= -40% 90.49%
 
-40% < DD <= -45% 33 35.4 Months 2.83%
 
DD <= -45% 93.32%
 
-45% < DD <= -50% 13 89.8 Months 1.11%
 
DD <= -50% 94.43%
 
-50% < DD <= -55% 9 129.7 Months 0.77%
 
DD <= -55% 95.20%
 
-55% < DD <= -60% 15 77.8 Months 1.29%
 
DD <= -60% 96.49%
 
-60% < DD <= -65% 17 68.6 Months 1.46%
 
DD <= -65% 97.94%
 
-65% < DD <= -70% 4 291.8 Months 0.34%
 
DD <= -70% 98.29%
 
-70% < DD <= -100% 20 58.4 Months 1.71%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-85.57% Sep 1929 May 1932 33 Aug 1936 51 84 52.57
-57.83% Dec 1968 Dec 1974 73 Mar 1978 39 112 28.73
-56.35% Mar 1937 Mar 1938 13 Mar 1944 72 85 36.63
-55.42% Jun 2007 Feb 2009 21 Jan 2013 47 68 24.30
-41.82% Sep 2018 Mar 2020 19 Feb 2021 11 30 19.20
-39.63% Jun 1946 Feb 1948 21 Sep 1950 31 52 29.02
-35.44% Sep 1989 Oct 1990 14 Jan 1992 15 29 15.94
-33.03% May 2002 Mar 2003 11 Dec 2003 9 20 20.77
-30.13% Sep 1987 Nov 1987 3 Apr 1989 17 20 14.55
-28.64% Jun 2021 Oct 2023 29 in progress 4 33 16.26
-27.69% May 1998 Aug 1998 4 Dec 2000 28 32 14.61
-24.21% Jan 1962 Jun 1962 6 Aug 1963 14 20 12.61
-21.44% Sep 1979 Mar 1980 7 Aug 1980 5 12 9.89
-20.48% Aug 1956 Dec 1957 17 Jul 1958 7 24 10.47
-19.98% Sep 1978 Oct 1978 2 Jul 1979 9 11 10.16
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 299 3.9 Months 25.62%
 
DD = 0% 25.62%
 
0% < DD <= -5% 225 5.2 Months 19.28%
 
DD <= -5% 44.90%
 
-5% < DD <= -10% 135 8.6 Months 11.57%
 
DD <= -10% 56.47%
 
-10% < DD <= -15% 100 11.7 Months 8.57%
 
DD <= -15% 65.04%
 
-15% < DD <= -20% 78 15.0 Months 6.68%
 
DD <= -20% 71.72%
 
-20% < DD <= -25% 53 22.0 Months 4.54%
 
DD <= -25% 76.26%
 
-25% < DD <= -30% 53 22.0 Months 4.54%
 
DD <= -30% 80.81%
 
-30% < DD <= -35% 50 23.3 Months 4.28%
 
DD <= -35% 85.09%
 
-35% < DD <= -40% 52 22.4 Months 4.46%
 
DD <= -40% 89.55%
 
-40% < DD <= -45% 36 32.4 Months 3.08%
 
DD <= -45% 92.63%
 
-45% < DD <= -50% 31 37.6 Months 2.66%
 
DD <= -50% 95.29%
 
-50% < DD <= -55% 22 53.0 Months 1.89%
 
DD <= -55% 97.17%
 
-55% < DD <= -60% 12 97.3 Months 1.03%
 
DD <= -60% 98.20%
 
-60% < DD <= -65% 2 583.5 Months 0.17%
 
DD <= -65% 98.37%
 
-65% < DD <= -70% 1 1167.0 Months 0.09%
 
DD <= -70% 98.46%
 
-70% < DD <= -100% 18 64.8 Months 1.54%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES S&P SMALL-CAP 600 VALUE (IJS) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1927 - 29 February 2024 (~97 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -43.03 03/2008
02/2009
0.56$ -8.57 0.91$ 12.14 1.12$ 29.94 1.29$ 104.15 04/2020
03/2021
2.04$ 0.91 26.65%
2Y -29.77 03/2007
02/2009
0.49$ -2.02 0.96$ 12.93 1.27$ 23.72 1.53$ 45.58 03/2009
02/2011
2.11$ 0.33 19.29%
3Y -18.25 03/2006
02/2009
0.54$ 3.65 1.11$ 11.15 1.37$ 18.47 1.66$ 31.22 04/2003
03/2006
2.25$ 2.96 10.77%
5Y -5.86 03/2004
02/2009
0.73$ 2.45 1.12$ 11.47 1.72$ 15.42 2.04$ 27.24 03/2009
02/2014
3.33$ 6.96 4.98%
7Y -1.42 04/2002
03/2009
0.90$ 6.00 1.50$ 10.05 1.95$ 14.41 2.56$ 18.25 04/2009
03/2016
3.23$ 6.82 0.72%
10Y 3.72 03/1999
02/2009
1.44$ 6.96 1.95$ 9.49 2.47$ 13.47 3.53$ 17.29 03/2009
02/2019
4.92$ 7.54 0.00%
15Y 5.15 04/2005
03/2020
2.12$ 7.82 3.09$ 9.17 3.73$ 10.53 4.49$ 13.74 03/2009
02/2024
6.89$ 13.74 0.00%
20Y 7.20 04/2000
03/2020
4.01$ 8.91 5.51$ 9.90 6.60$ 10.98 8.03$ 12.03 01/1995
12/2014
9.69$ 8.49 0.00%
30Y 10.17 03/1994
02/2024
18.27$ 10.17 18.27$ 10.17 18.27$ 10.17 18.27$ 10.17 03/1994
02/2024
18.27$ 10.17 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -43.04 03/2008
02/2009
0.56$ -11.53 0.88$ 9.40 1.09$ 26.10 1.26$ 98.94 04/2020
03/2021
1.98$ -1.76 30.09%
2Y -31.19 03/2007
02/2009
0.47$ -3.97 0.92$ 10.20 1.21$ 20.99 1.46$ 42.53 03/2009
02/2011
2.03$ -3.83 23.44%
3Y -19.99 03/2006
02/2009
0.51$ 0.24 1.00$ 8.82 1.28$ 15.99 1.56$ 27.95 04/1995
03/1998
2.09$ -2.43 14.15%
5Y -8.29 03/2004
02/2009
0.64$ -0.10 0.99$ 8.94 1.53$ 13.04 1.84$ 24.67 03/2009
02/2014
3.01$ 2.75 14.95%
7Y -3.84 04/2002
03/2009
0.76$ 3.31 1.25$ 7.64 1.67$ 11.90 2.19$ 16.35 04/2009
03/2016
2.88$ 3.24 2.17%
10Y 1.10 03/1999
02/2009
1.11$ 4.51 1.55$ 6.98 1.96$ 10.95 2.82$ 15.25 03/2009
02/2019
4.13$ 4.63 0.00%
15Y 3.13 04/2005
03/2020
1.58$ 5.42 2.20$ 6.80 2.68$ 8.07 3.20$ 10.93 03/2009
02/2024
4.73$ 10.93 0.00%
20Y 5.01 04/2000
03/2020
2.65$ 6.39 3.45$ 7.50 4.24$ 8.47 5.08$ 9.52 01/1995
12/2014
6.15$ 5.77 0.00%
30Y 7.46 03/1994
02/2024
8.65$ 7.46 8.65$ 7.46 8.65$ 7.46 8.65$ 7.46 03/1994
02/2024
8.65$ 7.46 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -69.93 07/1931
06/1932
0.30$ -8.11 0.91$ 15.89 1.15$ 38.89 1.38$ 211.23 07/1932
06/1933
3.11$ 0.91 27.27%
2Y -60.12 06/1930
05/1932
0.15$ -2.11 0.95$ 14.93 1.32$ 31.14 1.71$ 87.03 07/1932
06/1934
3.49$ 0.33 17.85%
3Y -49.09 07/1929
06/1932
0.13$ 1.19 1.03$ 14.28 1.49$ 26.72 2.03$ 57.02 07/1932
06/1935
3.87$ 2.96 13.00%
5Y -25.77 06/1927
05/1932
0.22$ 3.74 1.20$ 14.15 1.93$ 23.42 2.86$ 49.56 06/1932
05/1937
7.48$ 6.96 9.30%
7Y -7.75 04/1928
03/1935
0.56$ 5.98 1.50$ 14.07 2.51$ 21.78 3.97$ 30.95 01/1975
12/1981
6.60$ 6.82 4.25%
10Y -5.61 09/1929
08/1939
0.56$ 8.10 2.17$ 14.46 3.86$ 19.31 5.84$ 29.84 01/1975
12/1984
13.61$ 7.54 3.25%
15Y 0.44 09/1927
08/1942
1.06$ 9.17 3.73$ 14.52 7.64$ 19.43 14.34$ 26.31 10/1974
09/1989
33.22$ 13.74 0.00%
20Y 4.74 09/1929
08/1949
2.52$ 10.29 7.09$ 14.88 16.02$ 18.29 28.76$ 22.53 10/1974
09/1994
58.21$ 8.49 0.00%
30Y 9.52 01/1928
12/1957
15.28$ 12.03 30.16$ 15.58 77.09$ 17.22 117.56$ 20.14 01/1975
12/2004
245.71$ 10.17 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -66.62 07/1931
06/1932
0.33$ -12.25 0.87$ 11.70 1.11$ 35.59 1.35$ 233.29 07/1932
06/1933
3.33$ -1.76 31.08%
2Y -55.70 06/1930
05/1932
0.19$ -5.32 0.89$ 11.13 1.23$ 26.52 1.60$ 88.42 07/1932
06/1934
3.55$ -3.83 24.23%
3Y -45.05 07/1929
06/1932
0.16$ -1.91 0.94$ 10.93 1.36$ 21.92 1.81$ 56.63 07/1932
06/1935
3.84$ -2.43 17.51%
5Y -22.13 06/1927
05/1932
0.28$ 0.69 1.03$ 11.17 1.69$ 18.76 2.36$ 48.07 06/1932
05/1937
7.11$ 2.75 13.28%
7Y -8.07 01/1968
12/1974
0.55$ 3.57 1.27$ 10.46 2.00$ 16.96 2.99$ 26.33 06/1932
05/1939
5.13$ 3.24 6.00%
10Y -3.45 09/1929
08/1939
0.70$ 4.93 1.61$ 10.86 2.80$ 15.26 4.13$ 20.95 01/1975
12/1984
6.69$ 4.63 1.34%
15Y 0.72 09/1927
08/1942
1.11$ 6.44 2.55$ 10.60 4.53$ 14.57 7.69$ 18.93 10/1974
09/1989
13.46$ 10.93 0.00%
20Y 3.11 09/1929
08/1949
1.84$ 7.60 4.32$ 10.44 7.28$ 14.03 13.82$ 17.24 12/1948
11/1968
24.06$ 5.77 0.00%
30Y 6.95 11/1993
10/2023
7.50$ 9.07 13.52$ 10.79 21.65$ 12.78 36.87$ 15.52 06/1932
05/1962
75.79$ 7.46 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares S&P Small-Cap 600 Value (IJS) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares S&P Small-Cap 600 Value (IJS) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.41
40%
0.71
60%
-6.01
40%
2.22
60%
-0.98
60%
2.01
60%
2.81
80%
-1.48
40%
-3.55
20%
3.31
80%
6.44
80%
4.26
80%
Best 11.9
2023
10.8
2021
5.6
2021
13.9
2020
3.9
2021
8.5
2023
8.5
2022
5.1
2020
5.6
2019
14.4
2022
19.2
2020
13.3
2023
Worst -6.3
2020
-10.1
2020
-25.8
2020
-6.4
2022
-10.0
2019
-9.0
2022
-4.4
2021
-5.1
2019
-10.4
2022
-6.4
2023
-2.6
2021
-6.5
2022
Monthly Seasonality over the period Feb 1927 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.32
40%
1.30
70%
-1.75
60%
1.14
60%
0.05
70%
1.89
80%
1.47
70%
-0.60
50%
-2.11
30%
1.72
70%
5.28
90%
0.92
60%
Best 12.3
2019
10.8
2021
9.4
2016
13.9
2020
5.9
2018
8.5
2023
8.5
2022
5.1
2020
8.6
2017
14.4
2022
19.2
2020
13.3
2023
Worst -6.3
2020
-10.1
2020
-25.8
2020
-6.4
2022
-10.0
2019
-9.0
2022
-5.1
2014
-5.1
2019
-10.4
2022
-9.9
2018
-2.6
2021
-12.4
2018
Monthly Seasonality over the period Feb 1927 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
2.16
63%
0.97
63%
1.07
69%
1.84
68%
0.40
60%
1.43
63%
1.92
65%
1.19
62%
-0.66
51%
0.19
60%
1.65
69%
2.07
77%
Best 25.8
1975
11.3
1931
10.3
1928
41.5
1933
17.6
1933
25.4
1938
37.6
1932
37.4
1932
17.2
1939
15.3
2011
19.2
2020
14.3
2000
Worst -13.9
2009
-13.0
2009
-25.8
2020
-19.0
1932
-22.8
1940
-17.9
1930
-15.8
2002
-17.4
1998
-32.2
1931
-25.9
1987
-15.2
1973
-16.8
1931
Monthly Seasonality over the period Feb 1927 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares S&P Small-Cap 600 Value (IJS) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES S&P SMALL-CAP 600 VALUE (IJS) ETF
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1927 - 29 February 2024 (~97 years)
231 Positive Months (64%) - 129 Negative Months (36%)
748 Positive Months (64%) - 418 Negative Months (36%)
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(Scroll down to see all data)
Investment Returns, up to December 2000, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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