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iShares MSCI Intl Multifactor ETF (INTF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46434V2741

CUSIP

46434V274

Issuer

iShares

Inception Date

Apr 28, 2015

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

MSCI World ex USA Diversified Multi-Factor

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

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:
INTF vs. VFMF INTF vs. LRGF INTF vs. IDHQ INTF vs. DFIV INTF vs. ESGD INTF vs. XLK INTF vs. SPY INTF vs. DFAI INTF vs. IVLU INTF vs. FNDC
Popular comparisons:
INTF vs. VFMF INTF vs. LRGF INTF vs. IDHQ INTF vs. DFIV INTF vs. ESGD INTF vs. XLK INTF vs. SPY INTF vs. DFAI INTF vs. IVLU INTF vs. FNDC

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-1.93%
11.08%
INTF (iShares MSCI Intl Multifactor ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Intl Multifactor ETF had a return of 7.13% year-to-date (YTD) and 14.08% in the last 12 months.


INTF

YTD

7.13%

1M

-4.57%

6M

-1.77%

1Y

14.08%

5Y (annualized)

5.62%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

23.62%

1M

0.54%

6M

11.19%

1Y

30.63%

5Y (annualized)

13.61%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.54%2.52%3.29%-2.92%5.63%-2.60%3.11%3.32%0.92%-5.25%7.13%
20238.45%-2.89%2.24%2.42%-4.24%5.35%3.13%-3.51%-3.11%-3.09%7.78%5.54%18.25%
2022-3.23%-1.76%0.99%-6.14%1.89%-9.22%4.68%-5.89%-9.66%6.16%12.91%-1.37%-12.31%
2021-0.59%2.54%3.63%3.66%3.90%-0.67%0.43%0.33%-4.16%2.17%-4.25%4.63%11.70%
2020-2.96%-8.84%-15.34%7.11%4.56%2.53%3.88%3.82%-1.70%-4.03%11.41%5.49%2.83%
20198.90%1.51%0.46%1.60%-5.57%6.20%-2.78%-2.90%2.86%2.94%1.83%2.85%18.46%
20185.51%-3.84%-1.30%0.80%-0.41%-3.51%2.53%-2.08%1.23%-9.26%-0.55%-5.42%-15.87%
20173.01%1.76%2.75%3.08%3.06%0.29%3.35%0.77%2.60%1.75%0.84%2.10%28.46%
2016-6.02%-1.92%6.53%0.43%1.37%-5.20%4.68%0.11%1.71%-1.89%-1.93%2.25%-0.64%
20150.30%-2.24%2.34%-6.41%-5.27%8.14%0.52%-0.99%-4.26%

Expense Ratio

INTF features an expense ratio of 0.30%, falling within the medium range.


Expense ratio chart for INTF: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of INTF is 45, 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 INTF is 4545
Combined Rank
The Sharpe Ratio Rank of INTF is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of INTF is 4040
Sortino Ratio Rank
The Omega Ratio Rank of INTF is 3838
Omega Ratio Rank
The Calmar Ratio Rank of INTF is 6262
Calmar Ratio Rank
The Martin Ratio Rank of INTF is 4545
Martin 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 MSCI Intl Multifactor ETF (INTF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for INTF, currently valued at 1.22, compared to the broader market0.002.004.001.222.51
The chart of Sortino ratio for INTF, currently valued at 1.72, compared to the broader market-2.000.002.004.006.008.0010.001.723.37
The chart of Omega ratio for INTF, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.47
The chart of Calmar ratio for INTF, currently valued at 1.96, compared to the broader market0.005.0010.0015.001.963.63
The chart of Martin ratio for INTF, currently valued at 6.08, compared to the broader market0.0020.0040.0060.0080.00100.006.0816.15
INTF
^GSPC

The current iShares MSCI Intl Multifactor ETF Sharpe ratio is 1.22. 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 MSCI Intl Multifactor 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.22
2.51
INTF (iShares MSCI Intl Multifactor ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Intl Multifactor ETF provided a 3.54% dividend yield over the last twelve months, with an annual payout of $1.04 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$1.04$1.01$0.69$1.55$0.56$0.99$0.62$0.94$0.39$0.20

Dividend yield

3.54%3.59%2.81%5.38%2.06%3.65%2.62%3.25%1.66%0.85%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Intl Multifactor 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$0.00$0.00$0.00$0.59$0.00$0.00$0.00$0.00$0.00$0.59
2023$0.00$0.00$0.00$0.00$0.00$0.55$0.00$0.00$0.00$0.00$0.00$0.46$1.01
2022$0.00$0.00$0.00$0.00$0.00$0.53$0.00$0.00$0.00$0.00$0.00$0.16$0.69
2021$0.00$0.00$0.00$0.00$0.00$0.68$0.00$0.00$0.00$0.00$0.00$0.87$1.55
2020$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$0.22$0.56
2019$0.00$0.00$0.00$0.00$0.00$0.55$0.00$0.00$0.00$0.00$0.00$0.44$0.99
2018$0.00$0.00$0.00$0.00$0.00$0.36$0.00$0.00$0.00$0.00$0.00$0.26$0.62
2017$0.00$0.00$0.00$0.00$0.00$0.42$0.00$0.00$0.00$0.00$0.00$0.52$0.94
2016$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.00$0.00$0.00$0.18$0.39
2015$0.17$0.00$0.00$0.00$0.00$0.00$0.04$0.20

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.36%
-1.75%
INTF (iShares MSCI Intl Multifactor ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Intl Multifactor 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 MSCI Intl Multifactor ETF was 40.39%, occurring on Mar 23, 2020. Recovery took 244 trading sessions.

The current iShares MSCI Intl Multifactor ETF drawdown is 7.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.39%Jan 29, 2018541Mar 23, 2020244Mar 11, 2021785
-29.26%Sep 7, 2021267Sep 27, 2022335Jan 29, 2024602
-17.82%May 26, 2015139Feb 11, 2016275Mar 24, 2017414
-8.04%Jul 15, 202416Aug 5, 202412Aug 21, 202428
-7.86%Sep 27, 202434Nov 13, 2024

Volatility

Volatility Chart

The current iShares MSCI Intl Multifactor ETF volatility is 4.14%, 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%JuneJulyAugustSeptemberOctoberNovember
4.14%
4.07%
INTF (iShares MSCI Intl Multifactor ETF)
Benchmark (^GSPC)