iShares US Fundamental Index ETF (CLU.TO)
CLU.TO is a passive ETF by iShares tracking the investment results of the FTSE RAFI US 1000 Canadian Dollar Hedged Index. CLU.TO launched on Sep 8, 2006 and has a 0.72% expense ratio.
ETF Info
| ISIN | CA46433B2049 |
|---|---|
| Issuer | iShares |
| Inception Date | Sep 8, 2006 |
| Region | North America (United States) |
| Category | Large Cap Blend Equities |
| Leveraged | 1x |
| Index Tracked | FTSE RAFI US 1000 Canadian Dollar Hedged Index |
| Home Page | www.blackrock.com |
| Asset Class | Equity |
Expense Ratio
CLU.TO features an expense ratio of 0.72%, falling within the medium range.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: CLU.TO vs. PRF, CLU.TO vs. MOAT, CLU.TO vs. VDY.TO, CLU.TO vs. SPY, CLU.TO vs. ILCV, CLU.TO vs. VSP.TO
Performance
Performance Chart
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.
Returns By Period
iShares US Fundamental Index ETF had a return of 10.58% year-to-date (YTD) and 18.82% in the last 12 months. Over the past 10 years, iShares US Fundamental Index ETF had an annualized return of 7.40%, while the S&P 500 had an annualized return of 10.55%, indicating that iShares US Fundamental Index ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 10.58% | 13.39% |
| 1 month | 3.05% | 4.02% |
| 6 months | 4.55% | 5.56% |
| 1 year | 18.82% | 21.51% |
| 5 years (annualized) | 10.56% | 12.69% |
| 10 years (annualized) | 7.40% | 10.55% |
Monthly Returns
The table below presents the monthly returns of CLU.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.76% | 3.81% | 4.68% | -4.27% | 2.97% | 0.08% | 4.42% | 1.33% | 10.58% | ||||
| 2023 | 4.77% | -3.08% | -0.83% | 0.49% | -2.09% | 6.40% | 3.42% | -2.25% | -3.74% | -2.91% | 7.65% | 5.50% | 13.13% |
| 2022 | -2.32% | -1.79% | 4.61% | -6.65% | 1.90% | -9.09% | 6.02% | -2.24% | -9.26% | 8.55% | 6.81% | -4.22% | -9.37% |
| 2021 | 4.05% | 2.80% | 8.09% | 3.45% | 2.24% | -0.90% | 0.76% | 2.09% | -2.67% | 4.56% | -2.13% | 5.20% | 30.63% |
| 2020 | -1.89% | -11.05% | -17.24% | 12.66% | 2.36% | 1.09% | 3.13% | 6.42% | -3.99% | -1.93% | 14.91% | 2.75% | 2.73% |
| 2019 | 8.07% | 3.17% | -0.21% | 3.81% | -7.16% | 6.04% | 1.82% | -3.84% | 3.50% | 1.27% | 3.72% | 2.04% | 23.49% |
| 2018 | 4.00% | -5.21% | -2.16% | 0.74% | 1.04% | 0.60% | 2.94% | 1.52% | -0.00% | -5.48% | 0.73% | -11.04% | -12.59% |
| 2017 | 0.33% | 3.44% | -1.26% | -0.03% | -0.16% | 0.85% | 1.62% | -0.99% | 2.65% | 1.42% | 3.13% | 1.47% | 13.07% |
| 2016 | -5.99% | 1.25% | 5.54% | 1.51% | 0.78% | -0.15% | 3.44% | 0.50% | -0.39% | -1.39% | 6.08% | 1.81% | 13.15% |
| 2015 | -4.39% | 5.12% | -1.63% | 1.19% | 0.57% | -2.06% | -0.07% | -5.88% | -3.74% | 8.01% | 0.07% | -2.30% | -5.79% |
| 2014 | -3.49% | 3.99% | 1.98% | 0.74% | 1.54% | 2.08% | -1.49% | 3.32% | -2.19% | 1.75% | 2.79% | -0.14% | 11.11% |
| 2013 | 7.00% | 2.03% | 3.45% | 1.92% | 3.64% | -1.64% | 4.74% | -3.02% | 2.27% | 5.05% | 2.86% | 1.45% | 33.62% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CLU.TO is 72, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares US Fundamental Index ETF (CLU.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares US Fundamental Index ETF granted a 1.25% dividend yield in the last twelve months. The annual payout for that period amounted to CA$0.66 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|
| Dividend | CA$0.66 | CA$0.65 | CA$0.70 | CA$0.39 | CA$0.38 |
Dividend yield | 1.25% | 1.35% | 1.63% | 0.82% | 1.04% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | CA$0.00 | CA$0.00 | CA$0.16 | CA$0.00 | CA$0.00 | CA$0.16 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.33 | |||
| 2023 | CA$0.00 | CA$0.00 | CA$0.15 | CA$0.00 | CA$0.00 | CA$0.17 | CA$0.00 | CA$0.00 | CA$0.16 | CA$0.00 | CA$0.00 | CA$0.17 | CA$0.65 |
| 2022 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.15 | CA$0.00 | CA$0.00 | CA$0.18 | CA$0.00 | CA$0.00 | CA$0.24 | CA$0.70 |
| 2021 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.12 | CA$0.00 | CA$0.00 | CA$0.15 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.39 |
| 2020 | CA$0.12 | CA$0.00 | CA$0.00 | CA$0.27 | CA$0.38 |
Drawdowns
Drawdowns Chart
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.
Worst Drawdowns
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 177 trading sessions.
The current iShares US Fundamental Index ETF drawdown is 3.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.93% | Feb 14, 2020 | 26 | Mar 23, 2020 | 177 | Dec 3, 2020 | 203 |
| -31.44% | Jan 5, 2009 | 44 | Mar 6, 2009 | 42 | May 6, 2009 | 86 |
| -22.13% | Apr 29, 2011 | 108 | Oct 3, 2011 | 235 | Sep 10, 2012 | 343 |
| -20.92% | Jan 29, 2018 | 229 | Dec 24, 2018 | 232 | Nov 27, 2019 | 461 |
| -20.66% | Jan 14, 2022 | 177 | Sep 27, 2022 | 309 | Dec 19, 2023 | 486 |
Volatility
Volatility Chart
The current iShares US Fundamental Index ETF volatility is 3.36%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.