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iShares S&P MidCap 400 Value ETF (IJJ)

ETF · Currency in USD · Last updated Feb 29, 2024

IJJ is a passive ETF by iShares tracking the investment results of the S&P MidCap 400/Citigroup Value Index. IJJ launched on Jul 24, 2000 and has a 0.25% expense ratio.

Summary

ETF Info

ISINUS4642877058
CUSIP464287705
IssueriShares
Inception DateJul 24, 2000
RegionNorth America (U.S.)
CategorySmall Cap Value Equities
Index TrackedS&P MidCap 400/Citigroup Value Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

The iShares S&P MidCap 400 Value ETF has a high expense ratio of 0.25%, indicating higher-than-average management fees.


0.25%
0.00%2.15%

Share Price Chart


Loading data...

Performance

The chart shows the growth of an initial investment of $10,000 in iShares S&P MidCap 400 Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%400.00%600.00%800.00%SeptemberOctoberNovemberDecember2024February
846.38%
257.05%
IJJ (iShares S&P MidCap 400 Value ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with IJJ

iShares S&P MidCap 400 Value ETF

Popular comparisons: IJJ vs. IJH, IJJ vs. VOE, IJJ vs. IVV, IJJ vs. VOO, IJJ vs. VBR, IJJ vs. SPY, IJJ vs. SDY, IJJ vs. SLYV, IJJ vs. VOOV, IJJ vs. VONG

Return

iShares S&P MidCap 400 Value ETF had a return of -1.75% year-to-date (YTD) and 4.64% in the last 12 months. Over the past 10 years, iShares S&P MidCap 400 Value ETF had an annualized return of 8.49%, while the S&P 500 had an annualized return of 10.57%, indicating that iShares S&P MidCap 400 Value ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-1.75%6.29%
1 month-0.99%2.88%
6 months5.31%12.29%
1 year4.64%27.70%
5 years (annualized)8.86%12.61%
10 years (annualized)8.49%10.57%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.20%
2023-3.84%-5.68%-5.95%9.54%10.20%

Risk-Adjusted Performance

This table presents risk-adjusted performance metrics for iShares S&P MidCap 400 Value ETF (IJJ) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IJJ
iShares S&P MidCap 400 Value ETF
0.24
^GSPC
S&P 500
2.22

Sharpe Ratio

The current iShares S&P MidCap 400 Value ETF Sharpe ratio is 0.24. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.24
2.22
IJJ (iShares S&P MidCap 400 Value ETF)
Benchmark (^GSPC)

Dividend History

iShares S&P MidCap 400 Value ETF granted a 1.71% dividend yield in the last twelve months. The annual payout for that period amounted to $1.92 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.92$1.92$1.98$1.79$1.54$1.45$1.39$1.22$1.21$1.07$1.05$0.86

Dividend yield

1.71%1.68%1.97%1.62%1.78%1.70%2.01%1.52%1.67%1.83%1.65%1.48%

Monthly Dividends

The table displays the monthly dividend distributions for iShares S&P MidCap 400 Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00
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
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
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
2020$0.00$0.00$0.50$0.00$0.00$0.30$0.00$0.00$0.38$0.00$0.00$0.36
2019$0.00$0.00$0.31$0.00$0.00$0.34$0.00$0.00$0.37$0.00$0.00$0.43
2018$0.00$0.00$0.37$0.00$0.00$0.33$0.00$0.00$0.32$0.00$0.00$0.37
2017$0.00$0.00$0.24$0.00$0.00$0.31$0.00$0.00$0.31$0.00$0.00$0.36
2016$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.33$0.00$0.00$0.36
2015$0.00$0.00$0.21$0.00$0.00$0.25$0.00$0.00$0.26$0.00$0.00$0.35
2014$0.00$0.00$0.21$0.00$0.00$0.23$0.00$0.00$0.24$0.00$0.00$0.37
2013$0.18$0.00$0.00$0.20$0.00$0.00$0.21$0.00$0.00$0.26

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.72%
-0.37%
IJJ (iShares S&P MidCap 400 Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares S&P MidCap 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 MidCap 400 Value ETF was 58.00%, occurring on Mar 9, 2009. Recovery took 484 trading sessions.

The current iShares S&P MidCap 400 Value ETF drawdown is 2.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58%Jun 5, 2007444Mar 9, 2009484Feb 7, 2011928
-46.11%Jan 17, 202045Mar 23, 2020179Dec 4, 2020224
-32.72%Apr 18, 2002122Oct 9, 2002252Oct 9, 2003374
-27.55%May 2, 2011108Oct 3, 2011113Mar 15, 2012221
-22.85%Aug 30, 201880Dec 24, 2018218Nov 5, 2019298

Volatility Chart

The current iShares S&P MidCap 400 Value ETF volatility is 5.18%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2024February
5.18%
3.89%
IJJ (iShares S&P MidCap 400 Value ETF)
Benchmark (^GSPC)