- ISIN
- US4642877058
- CUSIP
- 464287705
- Issuer
- iShares
- Inception Date
- Jul 24, 2000
- Region
- North America (United States)
- Category
- Mid Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P MidCap 400 Value Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Value
- Assets Under Management
- $9B
Highlights
- Avg. Volume (1M)
- 161K
- Avg. Volume Value (1M)
- $23.68M
Share Price Chart
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Performance
IJJ Performance Chart
iShares S&P Mid-Cap 400 Value ETF (IJJ) is up 13.1% since the beginning of the year. IJJ is currently trading at $148 per share. Investors who bought $1,000 worth of IJJ shares 5 years ago would now be looking at an investment worth $1,542.
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Compare this symbol against anything
Returns By Period
iShares S&P Mid-Cap 400 Value ETF (IJJ) has returned 13.12% so far this year and 22.73% over the past 12 months. Over the last ten years, IJJ has returned 10.53% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
iShares S&P Mid-Cap 400 Value ETF
- 1D
- -0.26%
- 1M
- 0.74%
- 6M
- 8.77%
- YTD
- 13.12%
- 1Y
- 22.73%
- 3Y*
- 11.86%
- 5Y*
- 9.05%
- 10Y*
- 10.53%
- ALL TIME*
- 10.38%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
IJJ Monthly Returns History
Based on dividend-adjusted daily data since Jul 28, 2000, IJJ's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +16.6%, while the worst month was Mar 2020 at -24.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, IJJ closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +11.1%, while the worst single day was Mar 16, 2020 at -13.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.00% | 2.40% | -5.14% | 7.40% | -0.06% | 4.24% | 0.07% | 13.12% | |||||
| 2025 | 3.78% | -3.09% | -4.37% | -4.61% | 4.62% | 3.87% | 0.87% | 4.60% | -0.08% | -1.46% | 3.25% | 0.31% | 7.27% |
| 2024 | -3.20% | 1.87% | 5.53% | -6.11% | 4.78% | -2.06% | 7.78% | 0.44% | 1.24% | 0.04% | 8.86% | -6.72% | 11.63% |
| 2023 | 11.36% | -2.84% | -5.33% | -0.99% | -3.69% | 9.69% | 4.47% | -3.84% | -5.68% | -5.95% | 9.54% | 10.20% | 15.24% |
| 2022 | -4.06% | 1.34% | 2.27% | -6.74% | 2.06% | -9.22% | 9.15% | -2.83% | -9.48% | 11.44% | 6.42% | -5.05% | -7.11% |
| 2021 | 1.14% | 9.58% | 6.98% | 4.71% | 1.96% | -2.89% | -0.21% | 2.42% | -3.78% | 4.39% | -2.41% | 5.93% | 30.45% |
Benchmark Metrics
iShares S&P Mid-Cap 400 Value ETF has an annualized alpha of 3.89%, beta of 1.02, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since July 28, 2000.
- This ETF captured 116.75% of S&P 500 Index gains but only 98.99% of its losses - a favorable profile for investors.
- This ETF generated an annualized alpha of 3.89% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.02 and R2 of 0.81, 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
- 3.89%
- Beta
- 1.02
- R²
- 0.81
- Upside Capture
- 116.75%
- Downside Capture
- 98.99%
Expense Ratio
IJJ has an expense ratio of 0.18%, which is considered low.
Return for Risk
Risk / Return Rank
IJJ ranks 57 for risk / return — above 57% of ETFs peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for iShares S&P Mid-Cap 400 Value ETF (IJJ) 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.
| IJJ | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 2.00 | -0.04 |
| Martin ratioReturn relative to average drawdown | 7.00 | 8.49 | -1.50 |
Dividends
Dividend History
iShares S&P Mid-Cap 400 Value ETF provided a 1.58% dividend yield over the last twelve months, with an annual payout of $2.34 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.34 | $2.36 | $2.26 | $1.92 | $1.98 | $1.79 | $1.54 | $1.45 | $1.39 | $1.22 | $1.21 | $1.07 |
Dividend yield | 1.58% | 1.79% | 1.81% | 1.68% | 1.97% | 1.62% | 1.78% | 1.70% | 2.01% | 1.52% | 1.67% | 1.83% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares S&P Mid-Cap 400 Value 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 | $0.44 | $0.00 | $0.00 | $0.52 | $0.00 | $0.95 | |||||
| 2025 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.57 | $0.00 | $0.00 | $0.82 | $2.36 |
| 2024 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.73 | $0.00 | $0.00 | $0.65 | $2.26 |
| 2023 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.57 | $0.00 | $0.00 | $0.54 | $1.92 |
| 2022 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.66 | $0.00 | $0.00 | $0.56 | $1.98 |
| 2021 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.51 | $1.79 |
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 S&P Mid-Cap 400 Value 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 S&P Mid-Cap 400 Value ETF was 58.00%, occurring on Mar 9, 2009. Recovery took 483 trading sessions.
The current iShares S&P Mid-Cap 400 Value ETF drawdown is 1.19%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-58.00%Mar 2009 | 1y 9mo | 1y 11mo | 3y 8moJun 2007 - Feb 2011 | Financial crisis2007–2009 |
-46.11%Mar 2020 | 2mo 6d | 8mo 16d | 10mo 22dJan 2020 - Dec 2020 | COVID crash2020 |
-32.55%Oct 2002 | 5mo 24d | 12mo 3d | 1y 5moApr 2002 - Oct 2003 | Dot-com crash2000–2002 |
-27.55%Oct 2011 | 5mo 4d | 5mo 14d | 10mo 18dMay 2011 - Mar 2012 | — |
-22.85%Dec 2018 | 3mo 26d | 10mo 16d | 1y 2moAug 2018 - Nov 2019 | Rate-hike selloffLate 2018 |
Drawdown Indicators
| IJJ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.00% | -56.78% | -1.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -9.10% | -1.49% |
Max Drawdown (3Y)Largest decline over 3 years | -22.68% | -18.90% | -3.78% |
Max Drawdown (5Y)Largest decline over 5 years | -22.68% | -25.43% | +2.75% |
Max Drawdown (10Y)Largest decline over 10 years | -46.11% | -33.92% | -12.19% |
Current DrawdownCurrent decline from peak | -1.19% | -1.58% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -10.70% | +2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.14% | +0.83% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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