iShares US Fundamental Index ETF (CLU.NEO)

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The chart shows the growth of an initial investment of CA$10,000 in iShares US Fundamental Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

iShares US Fundamental Index ETF (CLU.NEO) has returned -1.54% so far this year and 13.50% over the past 12 months. Over the last ten years, CLU.NEO has returned 10.22% per year, falling short of the S&P 500 Index benchmark, which averaged 12.91% annually.

Based on dividend-adjusted daily data since Jan 2, 2009, CLU.NEO's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, your investment would double in approximately 5.9 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2009 with a return of +17.3%, while the worst month was Mar 2020 at -16.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, CLU.NEO closed higher 50% of trading days. The best single day was Mar 17, 2020 with a return of +14.3%, while the worst single day was Mar 16, 2020 at -16.9%.

iShares US Fundamental Index ETF has an annualized alpha of 3.18%, beta of 0.80, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since January 05, 2009.

• R² of 0.44 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

CLU.NEO has an expense ratio of 0.72%, placing it in the medium range.

CLU.NEO ranks 52 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below present risk-adjusted performance metrics for iShares US Fundamental Index ETF (CLU.NEO) and compare them to a chosen benchmark (S&P 500 Index).

iShares US Fundamental Index ETF provided a 1.33% dividend yield over the last twelve months, with an annual payout of CA$0.80 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for iShares US Fundamental Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the iShares US Fundamental Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares US Fundamental Index ETF was 39.93%, occurring on Mar 23, 2020. Recovery took 170 trading sessions.

The current iShares US Fundamental Index ETF drawdown is 6.55%.

The chart below shows the rolling one-month volatility.