- ISIN
- US4642881092
- CUSIP
- 464288109
- Issuer
- iShares
- Inception Date
- Jun 28, 2004
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Morningstar US Large-Mid Cap Broad Value Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $1B
Share Price Chart
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Performance
ILCV Performance Chart
iShares Morningstar Value ETF (ILCV) is up 7.7% since the beginning of the year. ILCV is currently trading at $101 per share. Investors who bought $1,000 worth of ILCV shares 5 years ago would now be looking at an investment worth $1,758.
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Returns By Period
iShares Morningstar Value ETF (ILCV) has returned 7.68% so far this year and 26.41% over the past 12 months. Over the last ten years, ILCV has returned 11.80% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
iShares Morningstar Value ETF
- 1D
- -0.26%
- 1M
- -0.32%
- YTD
- 7.68%
- 6M
- 7.11%
- 1Y
- 26.41%
- 3Y*
- 18.18%
- 5Y*
- 11.95%
- 10Y*
- 11.80%
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%
ILCV Monthly Returns History
Based on dividend-adjusted daily data since Jul 2, 2004, ILCV's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +14.2%, while the worst month was Mar 2020 at -14.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ILCV closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -10.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.10% | 1.61% | -4.49% | 6.61% | 2.62% | -0.67% | 7.68% | ||||||
| 2025 | 3.63% | 0.74% | -3.20% | -3.17% | 2.55% | 3.61% | 0.73% | 4.63% | 2.89% | 2.04% | 3.21% | 0.03% | 18.79% |
| 2024 | 0.75% | 3.68% | 4.68% | -4.06% | 3.42% | 0.56% | 3.91% | 2.81% | 1.38% | -1.22% | 5.21% | -4.71% | 17.03% |
| 2023 | 4.63% | -3.40% | 0.58% | 1.58% | -3.02% | 6.17% | 3.88% | -2.24% | -3.47% | -3.01% | 7.36% | 5.42% | 14.43% |
| 2022 | -2.29% | -2.01% | 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% | 1.03% | 1.93% | -3.70% | 5.32% | -2.11% | 6.71% | 26.71% |
Benchmark Metrics
iShares Morningstar Value ETF has an annualized alpha of 0.16%, beta of 0.93, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since July 02, 2004.
- This ETF participated in 94.83% of S&P 500 Index downside but only 92.50% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.93 and R2 of 0.89, 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
- 0.16%
- Beta
- 0.93
- R²
- 0.89
- Upside Capture
- 92.50%
- Downside Capture
- 94.83%
Expense Ratio
ILCV has an expense ratio of 0.04%, which is considered low.
Return for Risk
Risk / Return Rank
ILCV ranks 84 for risk / return — in the top 84% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares Morningstar Value ETF (ILCV) 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.
| ILCV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.37 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.05 | 2.78 | +1.27 |
| Martin ratioReturn relative to average drawdown | 16.62 | 12.44 | +4.18 |
Dividends
Dividend History
iShares Morningstar Value ETF provided a 1.62% dividend yield over the last twelve months, with an annual payout of $1.64 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.64 | $1.67 | $1.62 | $1.60 | $1.47 | $1.40 | $1.66 | $1.58 | $1.41 | $1.23 | $1.30 | $1.23 |
Dividend yield | 1.62% | 1.77% | 1.99% | 2.27% | 2.32% | 2.01% | 2.96% | 2.70% | 2.93% | 2.32% | 2.76% | 3.01% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.39 | $0.75 | ||||||
| 2025 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.48 | $1.67 |
| 2024 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.43 | $1.62 |
| 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 |
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 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 58.63%, occurring on Mar 5, 2009. Recovery took 1094 trading sessions.
The current iShares Morningstar Value ETF drawdown is 1.32%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -58.63%Mar 2009 | 1y 7mo | 4y 4mo | 5y 12moJul 2007 - Jul 2013 |
COVID crash2020 | -35.53%Mar 2020 | 2mo 20d | 9mo 19d | 1y 4dJan 2020 - Jan 2021 |
Bear market2022 | -18.58%Sep 2022 | 8mo 28d | 9mo 24d | 1y 6moJan 2022 - Jul 2023 |
Rate-hike selloffLate 2018 | -16.67%Dec 2018 | 10mo 29d | 6mo 9d | 1y 5moJan 2018 - Jul 2019 |
2025 selloff2025 | -14.95%Apr 2025 | 1mo 17d | 2mo 25d | 4mo 12dFeb 2025 - Jul 2025 |
Drawdown Indicators
| ILCV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.63% | -56.78% | -1.85% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -9.10% | +2.55% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -18.90% | +3.95% |
Max Drawdown (5Y)Largest decline over 5 years | -18.58% | -25.43% | +6.85% |
Max Drawdown (10Y)Largest decline over 10 years | -35.53% | -33.92% | -1.61% |
Current DrawdownCurrent decline from peak | -1.32% | -1.80% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -9.30% | -10.71% | +1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 2.03% | -0.44% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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