CSML Performance — IQ Chaikin U.S. Small Cap ETF
Data updated: 2024-03-28
CSML returned +2.39% over one year to Jan 2024. The annualised 3-year return is +6.14%. Against its US Small Blend category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $120, against $108 for the category, and to $102 over one year, against $103. Volatility over the past three years was 20.85% a year. In the 12 months to Jan 2024 the fund took in a net $138.0M, and assets reached $175.33M.
CSML Growth of $100
What $100 invested in IQ Chaikin U.S. Small Cap ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | CSML | Category average |
|---|---|---|
| 1 year (Feb 2023 – Jan 2024) | $102 | $103 |
| 3 years (Feb 2021 – Jan 2024) | $120 | $108 |
| Since data start (Aug 2019 – Jan 2024) | $145 | $139 |
CSML Trailing Returns
Total returns to Jan 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +2.39% |
| 3 years (annualised) | +6.14% |
CSML Annual Returns
Calendar-year total returns of IQ Chaikin U.S. Small Cap ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jan) | −3.25% |
| 2023 | +14.90% |
| 2022 | −11.95% |
| 2021 | +27.35% |
| 2020 | +7.81% |
| 2019 (Aug–Dec) | +7.92% |
CSML Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −3.2% | — | — | — | — | — | — | — | — | — | — | — |
| 2023 | +8.6% | −1.5% | −6.5% | −3.2% | −0.8% | +6.7% | +5.6% | −3.7% | −5.4% | −5.2% | +8.9% | +12.7% |
| 2022 | −6.2% | +1.1% | +0.6% | −8.8% | +2.7% | −7.7% | +9.6% | −3.6% | −8.9% | +13.0% | +3.9% | −5.5% |
| 2021 | +4.2% | +9.3% | +3.8% | +1.8% | +3.1% | −1.2% | −2.0% | +2.7% | −2.4% | +4.0% | −2.8% | +4.5% |
| 2020 | −4.5% | −9.5% | −26.8% | +15.8% | +3.9% | +4.4% | +3.1% | +4.5% | −4.6% | +2.1% | +18.3% | +9.3% |
| 2019 | — | — | — | — | — | — | — | −6.2% | +5.2% | +4.2% | +2.9% | +2.0% |
CSML Risk
Risk measures from monthly returns over Feb 2021 – Jan 2024.
- 3-year volatility (annualised): 20.85%
- 3-year Sharpe ratio: 0.08 (vs 4.5% risk-free rate)
- Best month: +13.03% (Oct 2022)
- Worst month: −8.90% (Sep 2022)
CSML Fund Flows
Monthly money in and out of IQ Chaikin U.S. Small Cap ETF, from SEC Form N-PORT.
- 12-month net flow: $138.0M
- 12-month gross sales (incl. reinvestments): $22.4M
- Sales ÷ redemptions: -0.19×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jan 2024 | $0 | −$12.3M | $12.3M |
| Dec 2023 | $2.5M | −$2.7M | $5.2M |
| Nov 2023 | $0 | −$3.1M | $3.1M |
| Oct 2023 | $0 | −$3.8M | $3.8M |
| Sep 2023 | $793K | $0 | $793K |
| Aug 2023 | $0 | −$29.4M | $29.4M |
| Jul 2023 | $826K | −$2.4M | $3.3M |
| Jun 2023 | $814K | −$30.1M | $31.0M |
| May 2023 | $0 | −$17.0M | $17.0M |
| Apr 2023 | $14.1M | −$1.6M | $15.7M |
| Mar 2023 | $1.6M | −$4.7M | $6.3M |
| Feb 2023 | $1.8M | −$8.5M | $10.3M |
CSML Assets Under Management
Net assets of IQ Chaikin U.S. Small Cap ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-01-31 | $175.33M |
| 2023-10-31 | $161.47M |
| 2023-07-31 | $220.73M |
| 2023-04-28 | $244.20M |
| 2023-01-31 | $271.69M |
| 2022-10-31 | $238.20M |
| 2022-07-29 | $227.60M |
| 2022-04-29 | $186.31M |
| 2022-01-31 | $202.97M |
| 2021-10-29 | $224.80M |
| 2021-07-30 | $202.38M |
| 2021-04-30 | $206.66M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.