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
| ISIN | US02072L2016 |
|---|---|
| CUSIP | 02072L201 |
| Issuer | EMPIRICAL FINANCE LLC |
| Inception Date | Dec 17, 2014 |
| Region | Global ex-U.S. (Broad) |
| Category | Global Equities |
| Leveraged | 1x |
| Index Tracked | IVAL-US - Alpha Architect International Quantitative Value Index |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | 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
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: IVAL vs. IMOM, IVAL vs. AVUV, IVAL vs. AVDV, IVAL vs. VSS, IVAL vs. AVES, IVAL vs. IVV, IVAL vs. QQQ, IVAL vs. DGS, IVAL vs. FNDE, IVAL vs. IPAC
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 1.53% year-to-date (YTD) and 12.75% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 1.53% | 25.82% |
| 1 month | -1.98% | 3.20% |
| 6 months | -3.78% | 14.94% |
| 1 year | 12.75% | 35.92% |
| 5 years (annualized) | 1.35% | 14.22% |
| 10 years (annualized) | N/A | 11.43% |
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% | 1.53% | ||
| 2023 | 8.69% | -2.24% | 1.58% | -0.81% | -4.33% | 7.48% | 4.98% | -2.26% | -0.74% | -5.10% | 7.75% | 5.21% | 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% | 6.50% | -2.93% | -3.08% | 6.65% | 5.34% | 1.31% | 3.41% | 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% | 2.40% | 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 22, indicating that it is in the bottom 22% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 3.85% dividend yield over the last twelve months, with an annual payout of $0.95 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.95 | $1.29 | $1.75 | $1.04 | $0.57 | $0.74 | $0.73 | $0.57 | $0.52 | $0.45 | $0.05 |
Dividend yield | 3.85% | 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 | $0.63 | |
| 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 7.13%.
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 4.38%, 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.