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
| CUSIP | 46434V316 |
|---|---|
| Issuer | iShares |
| Inception Date | Apr 28, 2005 |
| Category | Global Equities |
| Leveraged | 1x |
| Index Tracked | STOXX Global Equity Factor Index |
| Distribution Policy | Distributing |
| Home Page | www.ishares.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
GLOF has an expense ratio of 0.20%, which is considered low compared to other funds.
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: GLOF vs. RODM, GLOF vs. DYNF, GLOF vs. IDMO, GLOF vs. STLG, GLOF vs. IVV, GLOF vs. QWLD, GLOF vs. QDVE.DE, GLOF vs. VT, GLOF vs. IMID.L, GLOF vs. VOO
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares Global Equity Factor 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 Global Equity Factor ETF had a return of 18.70% year-to-date (YTD) and 26.80% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 18.70% | 24.72% |
| 1 month | -0.09% | 2.30% |
| 6 months | 6.29% | 12.31% |
| 1 year | 26.80% | 32.12% |
| 5 years (annualized) | 10.36% | 13.81% |
| 10 years (annualized) | N/A | 11.31% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.71% | 4.30% | 2.86% | -3.25% | 4.72% | 2.25% | 1.19% | 2.40% | 1.93% | -2.62% | 18.70% | ||
| 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% | -8.80% | 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% | 10.00% |
| 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% | 23.21% |
| 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 70, 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 Global Equity Factor ETF (GLOF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares Global Equity Factor ETF provided a 2.27% dividend yield over the last twelve months, with an annual payout of $1.01 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.01 | $0.95 | $0.80 | $0.75 | $0.58 | $0.75 | $0.53 | $0.60 | $0.47 | $0.22 |
Dividend yield | 2.27% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | |
| 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.
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 1.74%.
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 |
| -8.72% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current iShares Global Equity Factor ETF volatility is 2.95%, 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.