Alpha Architect International Quantitative Value ETF (IVAL)
IVAL is a passive ETF by EMPIRICAL FINANCE LLC tracking the investment results of the IVAL-US - Alpha Architect International Quantitative Value Index. IVAL launched on Dec 17, 2014 and has a 0.59% expense ratio.
ETF Info
US02072L2016
02072L201
Dec 17, 2014
Global ex-U.S. (Broad)
1x
IVAL-US - Alpha Architect International Quantitative Value Index
Multi-Cap
Value
Expense Ratio
IVAL features an expense ratio of 0.59%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Alpha Architect International Quantitative 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.
Returns By Period
Alpha Architect International Quantitative Value ETF had a return of -0.10% year-to-date (YTD) and 0.16% in the last 12 months. Over the past 10 years, Alpha Architect International Quantitative Value ETF had an annualized return of 2.92%, while the S&P 500 had an annualized return of 11.14%, indicating that Alpha Architect International Quantitative Value ETF did not perform as well as the benchmark.
IVAL
-0.10%
0.71%
-1.95%
0.16%
0.39%
2.92%
^GSPC (Benchmark)
25.18%
-0.47%
9.35%
24.83%
13.03%
11.14%
Monthly Returns
The table below presents the monthly returns of IVAL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.02% | 1.51% | 4.62% | -4.74% | 3.70% | -4.79% | 0.60% | 2.09% | 0.89% | -4.22% | -0.24% | -0.10% | |
| 2023 | 8.69% | -2.24% | 1.58% | -0.81% | -4.33% | 7.48% | 4.98% | -2.26% | -0.74% | -5.10% | 7.75% | 5.20% | 20.61% |
| 2022 | -0.77% | -0.03% | 1.61% | -6.37% | 5.34% | -14.01% | 4.71% | -3.48% | -10.82% | 8.04% | 11.64% | -3.22% | -10.06% |
| 2021 | -0.05% | 0.48% | 4.90% | 0.69% | 2.98% | -2.58% | -0.79% | -2.15% | -3.28% | 1.15% | -7.03% | 6.18% | -0.22% |
| 2020 | -5.10% | -9.76% | -17.10% | 9.10% | 6.32% | 0.91% | -1.78% | 8.24% | -2.92% | -4.35% | 10.12% | 5.23% | -4.94% |
| 2019 | 11.89% | 1.97% | -1.41% | 3.87% | -12.00% | 6.49% | -2.93% | -3.08% | 6.66% | 5.34% | 1.31% | 3.42% | 21.26% |
| 2018 | 3.24% | -2.61% | -1.60% | 0.34% | -2.90% | -2.03% | 2.18% | -2.92% | 0.85% | -10.27% | -2.56% | -6.15% | -22.50% |
| 2017 | 3.35% | 4.08% | 2.26% | 3.70% | 2.73% | 0.48% | 3.66% | 1.35% | 1.71% | 2.34% | -0.61% | 2.41% | 31.03% |
| 2016 | -6.10% | -2.62% | 6.59% | 0.43% | 0.13% | -5.72% | 8.73% | 3.29% | 0.92% | 3.95% | -1.93% | 2.61% | 9.55% |
| 2015 | 0.20% | 5.53% | -0.59% | 4.53% | 0.06% | -3.17% | -2.14% | -6.53% | -5.09% | 8.35% | -1.49% | -2.25% | -3.57% |
| 2014 | 0.36% | 0.36% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IVAL is 13, meaning it’s performing worse than 87% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Alpha Architect International Quantitative Value ETF (IVAL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Alpha Architect International Quantitative Value ETF provided a 3.58% dividend yield over the last twelve months, with an annual payout of $0.87 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.87 | $1.29 | $1.75 | $1.04 | $0.57 | $0.74 | $0.73 | $0.57 | $0.52 | $0.45 | $0.05 |
Dividend yield | 3.58% | 5.14% | 8.00% | 3.95% | 2.07% | 2.51% | 2.93% | 1.73% | 2.02% | 1.86% | 0.21% |
Monthly Dividends
The table displays the monthly dividend distributions for Alpha Architect International Quantitative 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.24 | $0.87 |
| 2023 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.65 | $0.00 | $0.00 | $0.33 | $1.29 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.75 | $1.75 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.67 | $1.04 |
| 2020 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.17 | $0.57 |
| 2019 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.20 | $0.74 |
| 2018 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.22 | $0.73 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.33 | $0.57 |
| 2016 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.52 |
| 2015 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.45 |
| 2014 | $0.05 | $0.05 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Alpha Architect International Quantitative 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 Alpha Architect International Quantitative Value ETF was 46.09%, occurring on Mar 23, 2020. The portfolio has not yet recovered.
The current Alpha Architect International Quantitative Value ETF drawdown is 8.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.09% | Jan 25, 2018 | 543 | Mar 23, 2020 | — | — | — |
| -25.82% | May 19, 2015 | 186 | Feb 11, 2016 | 256 | Feb 16, 2017 | 442 |
| -4.62% | Dec 29, 2014 | 6 | Jan 6, 2015 | 19 | Feb 3, 2015 | 25 |
| -4.58% | Nov 9, 2017 | 5 | Nov 15, 2017 | 25 | Dec 21, 2017 | 30 |
| -3.35% | Mar 24, 2015 | 7 | Apr 1, 2015 | 9 | Apr 15, 2015 | 16 |
Volatility
Volatility Chart
The current Alpha Architect International Quantitative Value ETF volatility is 4.00%, 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.