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

Simulation Settings

Category: Stocks

Period: August 1953 - October 2024 (~71 years)
Consolidated Returns as of 31 October 2024

Currency: CAD

IJS is not denominated in CAD. Returns are simulated using exchange rates or interest rate differentials in case of currency hedging.

(Change Settings)

1.00$
Initial Capital
November 1994
20.32$
Final Capital
October 2024
10.56%
Yearly Return
16.74
Std Deviation
-47.10%
Max Drawdown
72months
Recovery Period

1.00$
Initial Capital
August 1953
16170.18$
Final Capital
October 2024
14.57%
Yearly Return
16.35
Std Deviation
-47.10%
Max Drawdown
72months
Recovery Period

The iShares S&P Small-Cap 600 Value (IJS) to CAD ETF covers to the following investment themes:

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

As of October 2024, in the previous 30 Years, the iShares S&P Small-Cap 600 Value (IJS) to CAD ETF obtained a 10.56% compound annual return, with a 16.74% standard deviation. It suffered a maximum drawdown of -47.10% that required 72 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.

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

Portfolio Name	Author	IJS Weight▾	Currency
US Golden Butterfly To CAD	Tyler	20.00%	CAD

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Investment Returns as of Oct 31, 2024

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

Returns are calculated in CAD, assuming:

no fees or capital gain taxes.
dividend reinvestment, when applicable.
for non-CAD assets, the adjustment for actual currency exchange rates.
the actual Canada Inflation rates.

ISHARES S&P SMALL-CAP 600 VALUE (IJS) TO CAD ETF

1 August 1953 - 31 October 2024 (~71 years)

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	Chg (%)		Return (%)	Return (%) as of Oct 31, 2024
	1 Day	*Time ET^()**	Nov 2024	YTD (10M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~71Y)
Investment Return	n.a.		n.a.	8.89	1.01	12.66	28.09	9.47	10.18	10.56	14.57
Canada Inflation Adjusted Return				6.99	1.01	12.31	26.11	5.91	7.50	8.26	10.70
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
Canada Inflation is updated to Sep 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 1.58% , 5Y: 3.35% , 10Y: 2.50% , 30Y: 2.13%

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Capital Growth as of Oct 31, 2024

An investment of 1$, from November 1994 to October 2024, would be worth 20.32$, with a total return of 1932.02% (10.56% annualized).

The Inflation Adjusted Capital would be 10.81$, with a net total return of 980.97% (8.26% annualized).

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An investment of 1$, from August 1953 to October 2024, would be worth 16170.18$, with a total return of 1616918.23% (14.57% annualized).

The Inflation Adjusted Capital would be 1395.19$, with a net total return of 139419.24% (10.70% annualized).

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Investment Metrics as of Oct 31, 2024

Metrics of iShares S&P Small-Cap 600 Value (IJS) to CAD ETF, updated as of 31 October 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:

no fees or capital gain taxes.
dividend reinvestment, when applicable.
for non-CAD assets, the adjustment for actual currency exchange rates.
the actual Canada Inflation rates.

ISHARES S&P SMALL-CAP 600 VALUE (IJS) TO CAD ETF

Advanced Metrics

1 August 1953 - 31 October 2024 (~71 years)

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	Metrics as of Oct 31, 2024
	YTD (10M)	1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX (~71Y)
Investment Return (%)	8.89	1.01	-1.65	12.66	28.09	6.17	9.47	10.18	9.27	10.56	14.57
Growth of 1$	1.09	1.01	0.98	1.13	1.28	1.20	1.57	2.64	5.88	20.32	16.2K
Infl. Adjusted Return (%)	6.99	1.01	-1.04	12.31	26.11	2.24	5.91	7.50	6.96	8.26	10.70
Canada Inflation (%)	1.77	0.00	-0.62	0.31	1.58	3.84	3.35	2.50	2.15	2.13	3.50
Pending updates, the monthly inflation of Oct 2024 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN Inflation Adjusted: Inflation Adjusted:				Current	1Y	3Y	5Y	10Y	20Y	30Y	MAX
Deepest Drawdown Depth (%)				-1.65	-5.50	-14.26	-32.34	-35.64	-47.10	-47.10	-47.10
Start to Recovery (# months)				3*	4	10	12	29	72	72	72
Start (yyyy mm)					2024 04	2023 03	2020 01	2018 09	2007 02	2007 02	2007 02
Start to Bottom (# months)					1	8	3	19	25	25	25
Bottom (yyyy mm)					2024 04	2023 10	2020 03	2020 03	2009 02	2009 02	2009 02
Bottom to End (# months)					3	2	9	10	47	47	47
End (yyyy mm)					2024 07	2023 12	2020 12	2021 01	2013 01	2013 01	2013 01
Longest Drawdown Depth (%)					same	-12.69	same	same	same	same	-43.12
Start to Recovery (# months)					same	11	same	same	same	same	86
Start (yyyy mm)					2024 04	2022 01	2020 01	2018 09	2007 02	2007 02	1968 12
Start to Bottom (# months)					1	6	3	19	25	25	70
Bottom (yyyy mm)					2024 04	2022 06	2020 03	2020 03	2009 02	2009 02	1974 09
Bottom to End (# months)					3	5	9	10	47	47	16
End (yyyy mm)					2024 07	2022 11	2020 12	2021 01	2013 01	2013 01	1976 01
Longest negative period (# months)					6	25	32	52	82	114	114
Start (yyyy mm)					2024 01	2021 11	2021 03	2015 12	2004 12	2002 04	2002 04
End (yyyy mm)					2024 06	2023 11	2023 10	2020 03	2011 09	2011 09	2011 09
Annualized Return (%)					-4.42	-0.19	-0.25	-0.31	-0.57	-0.68	-0.68
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%)				-1.04	-5.97	-17.99	-32.44	-36.77	-49.15	-49.15	-60.41
Start to Recovery (# months)				3*	4	31	13	30	76	76	112
Start (yyyy mm)					2024 04	2022 01	2020 01	2018 09	2007 02	2007 02	1968 12
Start to Bottom (# months)					1	22	3	19	25	25	73
Bottom (yyyy mm)					2024 04	2023 10	2020 03	2020 03	2009 02	2009 02	1974 12
Bottom to End (# months)					3	9	10	11	51	51	39
End (yyyy mm)					2024 07	2024 07	2021 01	2021 02	2013 05	2013 05	1978 03
Longest Drawdown Depth (%)					same	same	-17.99	-17.99	same	same	same
Start to Recovery (# months)					same	same	31	31	same	same	same
Start (yyyy mm)					2024 04	2022 01	2022 01	2022 01	2007 02	2007 02	1968 12
Start to Bottom (# months)					1	22	22	22	25	25	73
Bottom (yyyy mm)					2024 04	2023 10	2023 10	2023 10	2009 02	2009 02	1974 12
Bottom to End (# months)					3	9	9	9	51	51	39
End (yyyy mm)					2024 07	2024 07	2024 07	2024 07	2013 05	2013 05	1978 03
Longest negative period (# months)					6	32	40	64	92	139	139
Start (yyyy mm)					2024 01	2021 11	2021 03	2018 07	2005 01	1998 05	1998 05
End (yyyy mm)					2024 06	2024 06	2024 06	2023 10	2012 08	2009 11	2009 11
Annualized Return (%)					-8.05	-1.60	-0.51	-0.16	-0.03	0.00	0.00
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Standard Deviation (%)					19.33	19.18	21.77	18.76	17.39	16.74	16.35
Sharpe Ratio					1.18	0.14	0.33	0.46	0.45	0.49	0.64
Sortino Ratio					1.79	0.21	0.47	0.64	0.62	0.66	0.86
Ulcer Index					2.70	6.16	9.64	9.06	14.28	13.42	12.03
Ratio: Return / Standard Deviation					1.45	0.32	0.43	0.54	0.53	0.63	0.89
Ratio: Return / Deepest Drawdown					5.11	0.43	0.29	0.29	0.20	0.22	0.31
Positive Months (%)					66.66	52.77	60.00	60.00	60.00	63.05	65.14
Positive Months					8	19	36	72	144	227	557
Negative Months					4	17	24	48	96	133	298
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted:					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Best 10 Years Return (%) - Annualized								10.18	17.68	17.68	33.65
Worst 10 Years Return (%) - Annualized								10.18	7.27	1.23	1.23
Best 10 Years Return (%) - Annualized								7.50	15.73	15.73	23.38
Worst 10 Years Return (%) - Annualized								7.50	5.53	-0.83	-1.09
TIMEFRAMES Inflation Adjusted: Inflation Adjusted:		1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX
··· As of Oct 2024 - Over the previous 30Y
Best Rolling Return (%) - Annualized					82.36	32.46	23.71	17.68	11.21	10.56
Worst Rolling Return (%) - Annualized					-34.25	-15.42	-6.76	1.23	7.04	10.56
Positive Periods (%)					77.6	85.8	86.3	100.0	100.0	100.0
Best Rolling Return (%) - Annualized					78.44	30.74	21.71	15.73	9.19	8.26
Worst Rolling Return (%) - Annualized					-36.93	-16.78	-8.51	-0.83	5.10	8.26
Positive Periods (%)					73.0	82.7	83.0	96.6	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		6.99	10.90	13.73	19.65	21.42	10.87	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		9.00	14.37	18.64	25.39	28.49	17.35	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		10.29	16.60	21.79	27.93	32.19	23.29	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		12.38	20.23	26.93	32.96	39.15	27.18	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					75.08	23.87	14.48	8.37	5.73	10.23
Perpetual Withdrawal Rate (%)					---	---	---	---	3.71	9.29
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com
··· All available data (Aug 1953 - Oct 2024)
Best Rolling Return (%) - Annualized					90.79	45.27	40.05	33.65	24.53	20.92
Worst Rolling Return (%) - Annualized					-34.25	-15.42	-6.88	1.23	7.04	9.83
Positive Periods (%)					78.9	89.5	92.0	100.0	100.0	100.0
Best Rolling Return (%) - Annualized					80.98	36.77	28.94	23.38	17.63	15.64
Worst Rolling Return (%) - Annualized					-39.93	-20.21	-12.26	-1.09	5.10	7.61
Positive Periods (%)					74.8	84.3	86.9	98.2	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		6.51	9.69	11.50	18.38	12.41	8.20	0.00	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		8.47	13.08	16.30	24.14	23.58	18.00	0.00	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		9.73	15.26	19.38	27.24	29.18	25.68	0.00	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		11.77	18.80	24.39	31.01	33.93	28.32	0.00	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					75.08	22.66	14.48	7.07	5.42	5.07
Perpetual Withdrawal Rate (%)					---	---	---	---	3.71	4.83
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| 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.
Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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.

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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) TO CAD ETF

Drawdown periods

Drawdown periods - Inflation Adjusted

1 November 1994 - 31 October 2024 (30 Years)

1 August 1953 - 31 October 2024 (~71 years)

Inflation Adjusted:

Chart Table Range

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Rolling Returns

For a detailed rolling return analysis, click here
iShares S&P Small-Cap 600 Value (IJS) to CAD ETF: Rolling Returns

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) TO CAD ETF

Annualized Rolling Returns

Annualized Rolling Returns - Inflation Adjusted

1 November 1994 - 31 October 2024 (30 Years)

1 August 1953 - 31 October 2024 (~71 years)

Inflation Adjusted:

Return Chart Capital Chart Table

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

Seasonality

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

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from August 1953 to October 2024.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares S&P Small-Cap 600 Value (IJS) to CAD 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) TO CAD ETF

Monthly Returns Distribution

1 November 1994 - 31 October 2024 (30 Years)

1 August 1953 - 31 October 2024 (~71 years)

227 Positive Months (63%) - 133 Negative Months (37%)

557 Positive Months (65%) - 298 Negative Months (35%)

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Methodology

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.

For non-CAD assets, returns are calculated based on the performance of the original asset, adjusted for actual currency exchange rates.

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Table of contents

Investment Returns as of Oct 31, 2024

Capital Growth as of Oct 31, 2024

Investment Metrics as of Oct 31, 2024

Drawdowns

Rolling Returns

Seasonality

Monthly Returns