- CUSIP
- 46434V316
- Issuer
- iShares
- Inception Date
- Apr 28, 2005
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- STOXX Global Equity Factor Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $213M
Share Price Chart
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Performance
GLOF Performance Chart
iShares Global Equity Factor ETF (GLOF) is up 13.4% since the beginning of the year. GLOF is currently trading at $59 per share. Investors who bought $1,000 worth of GLOF shares 5 years ago would now be looking at an investment worth $1,765.
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Returns By Period
iShares Global Equity Factor ETF (GLOF) has returned 13.42% so far this year and 30.54% over the past 12 months. Over the last ten years, GLOF has returned 12.58% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
iShares Global Equity Factor ETF
- 1D
- 0.42%
- 1M
- 2.33%
- YTD
- 13.42%
- 6M
- 13.35%
- 1Y
- 30.54%
- 3Y*
- 22.46%
- 5Y*
- 12.04%
- 10Y*
- 12.58%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
GLOF Monthly Returns History
Based on dividend-adjusted daily data since May 4, 2015, GLOF's average daily return is +0.04%, while the average monthly return is +0.91%. At this rate, an investment would double in approximately 6.4 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +10.6%, while the worst month was Mar 2020 at -15.0%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.
On a daily basis, GLOF closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -10.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.81% | 1.83% | -5.68% | 9.46% | 4.64% | 0.28% | 13.42% | ||||||
| 2025 | 3.67% | -0.96% | -3.83% | 1.92% | 5.84% | 5.26% | 1.10% | 2.61% | 3.24% | 2.18% | 0.02% | 0.98% | 23.92% |
| 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% | 6.02% | 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% | 3.28% | 4.06% | 3.02% | 2.24% | 0.05% | 0.41% | 1.82% | -5.27% | 2.90% | -1.39% | 5.76% | 18.68% |
Benchmark Metrics
iShares Global Equity Factor ETF has an annualized alpha of 0.11%, beta of 0.86, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since May 04, 2015.
- This ETF participated in 92.62% of S&P 500 Index downside but only 86.72% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.86 and R2 of 0.79, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.11%
- Beta
- 0.86
- R²
- 0.79
- Upside Capture
- 86.72%
- Downside Capture
- 92.62%
Expense Ratio
GLOF has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
GLOF ranks 75 for risk / return — better than 75% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares Global Equity Factor ETF (GLOF) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GLOF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 2.78 | +0.61 |
| Martin ratioReturn relative to average drawdown | 14.73 | 12.44 | +2.29 |
Dividends
Dividend History
iShares Global Equity Factor ETF provided a 1.57% dividend yield over the last twelve months, with an annual payout of $0.93 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.93 | $0.90 | $1.12 | $0.95 | $0.80 | $0.75 | $0.58 | $0.75 | $0.53 | $0.60 | $0.47 | $0.21 |
Dividend yield | 1.57% | 1.70% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.45 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.48 | $0.90 |
| 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 |
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.
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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 0.57%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.12%Mar 2020 | 2mo 2d | 7mo 23d | 9mo 25dJan 2020 - Nov 2020 |
Bear market2022 | -25.15%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -23.82%Dec 2018 | 10mo 29d | 1y 24d | 1y 11moJan 2018 - Jan 2020 |
2016 correction2016 | -19.94%Feb 2016 | 8mo 25d | 11mo 4d | 1y 7moMay 2015 - Jan 2017 |
2025 selloff2025 | -16.12%Apr 2025 | 1mo 18d | 1mo 7d | 2mo 25dFeb 2025 - May 2025 |
Drawdown Indicators
| GLOF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.12% | -56.78% | +22.66% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -9.10% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.12% | -18.90% | +2.78% |
Max Drawdown (5Y)Largest decline over 5 years | -25.15% | -25.43% | +0.28% |
Max Drawdown (10Y)Largest decline over 10 years | -34.12% | -33.92% | -0.20% |
Current DrawdownCurrent decline from peak | -0.57% | -1.80% | +1.23% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -10.71% | +4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.03% | +0.05% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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