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 has an expense ratio of 0.59%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Alpha Architect International Quantitative Value ETF (IVAL) returned 13.24% year-to-date (YTD) and 4.67% over the past 12 months. Over the past 10 years, IVAL returned 2.93% annually, underperforming the S&P 500 benchmark at 10.79%.
IVAL
13.24%
7.15%
13.75%
4.67%
9.08%
2.93%
^GSPC (Benchmark)
0.60%
9.64%
-0.54%
11.47%
15.67%
10.79%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.62% | 1.94% | 2.91% | 3.25% | 2.88% | 13.24% | |||||||
| 2024 | 2.02% | 1.51% | 4.62% | -4.74% | 3.70% | -4.79% | 0.60% | 2.09% | 0.89% | -4.22% | -0.24% | -1.54% | -0.68% |
| 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% | 9.09% | 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 | 3.34% | 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 39, indicating average performance compared to other ETFs on our website. Here’s 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.
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Dividends
Dividend History
Alpha Architect International Quantitative Value ETF provided a 2.89% dividend yield over the last twelve months, with an annual payout of $0.78 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.78 | $0.87 | $1.29 | $1.75 | $1.04 | $0.57 | $0.74 | $0.73 | $0.57 | $0.52 | $0.45 | $0.05 |
Dividend yield | 2.89% | 3.61% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | |||||||
| 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.
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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. Recovery took 1254 trading sessions.
The current Alpha Architect International Quantitative Value ETF drawdown is 0.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.09% | Jan 25, 2018 | 543 | Mar 23, 2020 | 1254 | Mar 19, 2025 | 1797 |
| -25.82% | May 19, 2015 | 186 | Feb 11, 2016 | 256 | Feb 16, 2017 | 442 |
| -13.12% | Mar 20, 2025 | 14 | Apr 8, 2025 | 13 | Apr 28, 2025 | 27 |
| -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 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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