PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares Morningstar Value ETF (ILCV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642881092
CUSIP464288109
IssueriShares
Inception DateJun 28, 2004
RegionNorth America (U.S.)
CategoryLarge Cap Value Equities
Leveraged1x
Index TrackedILCV-US - Morningstar US Large-Mid Cap Broad Value Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

ILCV has an expense ratio of 0.04%, which is considered low compared to other funds.


Expense ratio chart for ILCV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

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.


Popular comparisons: ILCV vs. AVLV, ILCV vs. FLCEX, ILCV vs. VTV, ILCV vs. SCHD, ILCV vs. FIOOX, ILCV vs. SPY, ILCV vs. BBUS, ILCV vs. MGV, ILCV vs. DVY, ILCV vs. ilcb

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Morningstar 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember0
10.27%
ILCV (iShares Morningstar Value ETF)
Benchmark (^GSPC)

Returns By Period

iShares Morningstar Value ETF had a return of 16.37% year-to-date (YTD) and 27.24% in the last 12 months. Over the past 10 years, iShares Morningstar Value ETF had an annualized return of 9.48%, while the S&P 500 had an annualized return of 10.92%, indicating that iShares Morningstar Value ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date16.37%19.77%
1 month-1.47%-0.67%
6 months9.11%10.27%
1 year27.24%31.07%
5 years (annualized)9.94%13.22%
10 years (annualized)9.48%10.92%

Monthly Returns

The table below presents the monthly returns of ILCV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.75%3.68%4.68%-4.06%3.42%0.56%3.92%2.81%1.38%-1.22%16.37%
20234.63%-3.40%0.58%1.58%-3.02%6.17%3.88%-2.24%-3.46%-3.01%7.37%5.42%14.43%
2022-2.30%-2.00%3.41%-5.37%1.74%-8.16%5.99%-2.67%-8.63%10.89%5.91%-4.07%-7.02%
2021-1.18%4.49%6.60%3.73%2.15%-0.42%1.02%1.93%-3.70%5.33%-2.12%6.71%26.71%
2020-3.51%-9.72%-14.25%11.30%2.37%-1.17%1.91%3.59%-2.38%-3.18%14.19%3.46%-0.84%
20196.54%2.78%0.60%2.78%-6.32%7.02%1.45%-2.82%4.64%1.82%2.74%2.21%25.19%
20184.48%-4.91%-2.57%-0.33%0.89%0.23%4.00%1.73%0.46%-3.82%3.09%-8.80%-6.24%
20170.21%3.77%-1.13%-1.20%-0.54%2.18%1.55%-0.74%3.59%1.65%2.92%1.97%15.00%
2016-3.50%0.16%6.98%1.12%1.72%1.20%2.00%0.75%-0.37%-1.17%5.58%3.08%18.53%
2015-5.29%5.27%-1.86%2.53%0.94%-2.55%0.62%-5.66%-2.30%7.78%0.43%-1.35%-2.28%
2014-3.92%3.20%3.00%1.57%0.88%1.92%-0.74%2.84%-1.56%0.30%1.25%0.99%9.90%
20135.51%1.12%3.45%1.94%2.59%-1.21%5.10%-4.68%1.60%4.36%3.75%1.97%28.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ILCV is 71, 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.


The Risk-Adjusted Performance Rank of ILCV is 7171
Combined Rank
The Sharpe Ratio Rank of ILCV is 8787Sharpe Ratio Rank
The Sortino Ratio Rank of ILCV is 8585Sortino Ratio Rank
The Omega Ratio Rank of ILCV is 8484Omega Ratio Rank
The Calmar Ratio Rank of ILCV is 1414Calmar Ratio Rank
The Martin Ratio Rank of ILCV is 8686Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Morningstar Value ETF (ILCV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ILCV
Sharpe ratio
The chart of Sharpe ratio for ILCV, currently valued at 2.84, compared to the broader market0.002.004.006.002.84
Sortino ratio
The chart of Sortino ratio for ILCV, currently valued at 3.87, compared to the broader market0.005.0010.003.87
Omega ratio
The chart of Omega ratio for ILCV, currently valued at 1.52, compared to the broader market1.001.502.002.503.003.501.52
Calmar ratio
The chart of Calmar ratio for ILCV, currently valued at 0.29, compared to the broader market0.005.0010.0015.0020.000.29
Martin ratio
The chart of Martin ratio for ILCV, currently valued at 18.59, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.59
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.67, compared to the broader market0.002.004.006.002.67
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.55, compared to the broader market0.005.0010.003.55
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.003.501.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.45, compared to the broader market0.005.0010.0015.0020.003.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.04

Sharpe Ratio

The current iShares Morningstar Value ETF Sharpe ratio is 2.84. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Morningstar Value ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.84
2.67
ILCV (iShares Morningstar Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Morningstar Value ETF provided a 2.06% dividend yield over the last twelve months, with an annual payout of $1.66 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%2.20%2.40%2.60%2.80%3.00%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.66$1.60$1.47$1.40$1.66$1.58$1.41$1.23$1.30$1.23$1.05$1.01

Dividend yield

2.06%2.27%2.32%2.01%2.96%2.70%2.93%2.32%2.76%3.01%2.44%2.51%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.35$0.00$0.00$0.37$0.00$0.00$0.46$0.00$0.00$1.18
2023$0.00$0.00$0.36$0.00$0.00$0.30$0.00$0.00$0.45$0.00$0.00$0.48$1.60
2022$0.00$0.00$0.33$0.00$0.00$0.27$0.00$0.00$0.47$0.00$0.00$0.40$1.47
2021$0.00$0.00$0.36$0.00$0.00$0.25$0.00$0.00$0.39$0.00$0.00$0.40$1.40
2020$0.00$0.00$0.44$0.00$0.00$0.40$0.00$0.00$0.41$0.00$0.00$0.40$1.66
2019$0.00$0.00$0.35$0.00$0.00$0.34$0.00$0.00$0.44$0.00$0.00$0.45$1.58
2018$0.00$0.00$0.33$0.00$0.00$0.35$0.00$0.00$0.34$0.00$0.00$0.39$1.41
2017$0.00$0.00$0.28$0.00$0.00$0.30$0.00$0.00$0.31$0.00$0.00$0.34$1.23
2016$0.00$0.00$0.32$0.00$0.00$0.32$0.00$0.00$0.31$0.00$0.00$0.35$1.30
2015$0.00$0.00$0.28$0.00$0.00$0.30$0.00$0.00$0.32$0.00$0.00$0.33$1.23
2014$0.00$0.00$0.23$0.00$0.00$0.26$0.00$0.00$0.27$0.00$0.00$0.29$1.05
2013$0.21$0.00$0.00$0.17$0.00$0.00$0.32$0.00$0.00$0.31$1.01

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-99.97%
-2.59%
ILCV (iShares Morningstar Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Morningstar 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 Morningstar Value ETF was 100.00%, occurring on Mar 5, 2009. The portfolio has not yet recovered.

The current iShares Morningstar Value ETF drawdown is 99.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-100%Jul 6, 20041176Mar 5, 2009

Volatility

Volatility Chart

The current iShares Morningstar Value ETF volatility is 2.45%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.45%
3.11%
ILCV (iShares Morningstar Value ETF)
Benchmark (^GSPC)