iShares Global Equity Factor ETF (GLOF)
The ETF offers access to global developed and emerging market large- and mid-cap stocks with a focus on investment factors such as value, quality, momentum, and low size, aiming to maximize exposure to historically outperforming market factors while managing market risk.
ETF Info
46434V316
Apr 28, 2005
1x
STOXX Global Equity Factor Index
Distributing
Large-Cap
Blend
Expense Ratio
GLOF has an expense ratio of 0.20%, which is considered low.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
Loading data...
Returns By Period
iShares Global Equity Factor ETF (GLOF) returned 5.61% year-to-date (YTD) and 10.84% over the past 12 months. Over the past 10 years, GLOF returned 8.25% annually, underperforming the S&P 500 benchmark at 10.64%.
GLOF
5.61%
12.10%
5.02%
10.84%
14.20%
14.02%
8.25%
^GSPC (Benchmark)
-0.63%
13.31%
-1.23%
9.83%
14.42%
14.61%
10.64%
Monthly Returns
The table below presents the monthly returns of GLOF, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.67% | -0.96% | -3.84% | 1.92% | 4.94% | 5.61% | |||||||
| 2024 | 1.71% | 4.30% | 2.86% | -3.25% | 4.72% | 2.25% | 1.19% | 2.40% | 1.93% | -2.62% | 3.63% | -2.49% | 17.49% |
| 2023 | 6.87% | -3.38% | 2.55% | 1.40% | -1.12% | 6.03% | 3.52% | -2.48% | -3.79% | -2.52% | 9.31% | 5.05% | 22.38% |
| 2022 | -5.40% | -1.53% | 1.14% | -6.98% | 0.86% | -9.49% | 6.98% | -3.65% | -8.81% | 7.60% | 7.97% | -4.97% | -16.97% |
| 2021 | 0.82% | 3.29% | 4.06% | 3.02% | 2.24% | 0.05% | 0.41% | 1.82% | -5.27% | 2.90% | -1.39% | 5.76% | 18.67% |
| 2020 | -2.44% | -7.42% | -15.01% | 10.10% | 4.92% | 1.69% | 4.98% | 3.87% | -2.28% | -2.28% | 10.58% | 5.95% | 10.01% |
| 2019 | 9.70% | 2.07% | -0.07% | 2.06% | -6.98% | 7.35% | -0.56% | -2.56% | 2.21% | 2.35% | 3.15% | 3.33% | 23.20% |
| 2018 | 5.89% | -3.20% | -1.62% | -0.74% | 1.24% | -2.69% | 2.66% | 0.16% | -0.55% | -7.95% | 0.92% | -7.87% | -13.70% |
| 2017 | 3.94% | 1.68% | 1.65% | 1.41% | 3.07% | 1.82% | 2.34% | 0.93% | 2.80% | 3.07% | 2.44% | 1.31% | 29.86% |
| 2016 | -9.74% | 1.69% | 7.60% | 0.65% | -0.43% | -1.47% | 5.20% | 0.76% | 0.63% | -1.00% | 2.56% | -0.57% | 5.00% |
| 2015 | -0.40% | -1.67% | -1.83% | -4.47% | -3.38% | 7.13% | -0.04% | -1.57% | -6.46% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GLOF is 65, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares Global Equity Factor ETF (GLOF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Loading data...
Dividends
Dividend History
iShares Global Equity Factor ETF provided a 2.45% dividend yield over the last twelve months, with an annual payout of $1.12 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.12 | $1.12 | $0.95 | $0.80 | $0.75 | $0.58 | $0.75 | $0.53 | $0.60 | $0.47 | $0.22 |
Dividend yield | 2.45% | 2.59% | 2.51% | 2.53% | 1.90% | 1.73% | 2.41% | 2.03% | 1.94% | 1.94% | 0.92% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares Global Equity Factor 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.71 | $1.12 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.59 | $0.95 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.49 | $0.80 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.75 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.58 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.75 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.53 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.60 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.47 |
| 2015 | $0.11 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.22 |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Global Equity Factor 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 Global Equity Factor ETF was 34.12%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.
The current iShares Global Equity Factor ETF drawdown is 1.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.12% | Jan 21, 2020 | 44 | Mar 23, 2020 | 163 | Nov 11, 2020 | 207 |
| -25.15% | Jan 5, 2022 | 186 | Sep 30, 2022 | 306 | Dec 19, 2023 | 492 |
| -23.82% | Jan 29, 2018 | 229 | Dec 24, 2018 | 268 | Jan 17, 2020 | 497 |
| -19.94% | May 22, 2015 | 183 | Feb 11, 2016 | 230 | Jan 10, 2017 | 413 |
| -16.12% | Feb 19, 2025 | 35 | Apr 8, 2025 | 26 | May 15, 2025 | 61 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...