- ISIN
- US02072L2016
- CUSIP
- 02072L201
- Issuer
- Alpha Architect
- Inception Date
- Dec 16, 2014
- Region
- Global ex-U.S. (Broad)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- U.S.
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $214M
Highlights
- Avg. Volume (1M)
- 12K
- Avg. Volume Value (1M)
- $422.74K
Share Price Chart
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Performance
IVAL Performance Chart
Alpha Architect International Quantitative Value ETF (IVAL) is up 16.9% since the beginning of the year. IVAL is currently trading at $36 per share. Investors who bought $1,000 worth of IVAL shares 5 years ago would now be looking at an investment worth $1,605.
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Returns By Period
Alpha Architect International Quantitative Value ETF (IVAL) has returned 16.85% so far this year and 34.16% over the past 12 months. Over the last ten years, IVAL has returned 8.16% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Alpha Architect International Quantitative Value ETF
- 1D
- -2.03%
- 1M
- 4.21%
- 6M
- 9.40%
- YTD
- 16.85%
- 1Y
- 34.16%
- 3Y*
- 18.08%
- 5Y*
- 9.92%
- 10Y*
- 8.16%
- ALL TIME*
- 6.66%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
IVAL Monthly Returns History
Based on dividend-adjusted daily data since Dec 17, 2014, IVAL's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, an investment would double in approximately 8.8 years.
Historically, 59% of months were positive and 41% were negative. The best month was Jan 2019 with a return of +11.9%, while the worst month was Mar 2020 at -17.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.
On a daily basis, IVAL closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.0%, while the worst single day was Mar 12, 2020 at -11.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.81% | 9.27% | -7.11% | 2.87% | 2.44% | -3.69% | 6.19% | 16.85% | |||||
| 2025 | 1.62% | 1.94% | 2.91% | 3.25% | 5.08% | 2.06% | -1.19% | 8.01% | 1.74% | 0.18% | 2.16% | 2.85% | 34.92% |
| 2024 | 2.02% | 1.51% | 4.62% | -4.74% | 3.70% | -4.81% | 0.60% | 2.09% | 0.89% | -4.22% | -0.24% | -1.54% | -0.71% |
| 2023 | 8.68% | -2.24% | 1.58% | -0.80% | -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% |
Benchmark Metrics
Alpha Architect International Quantitative Value ETF has an annualized alpha of -1.90%, beta of 0.78, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since December 17, 2014.
- This ETF participated in 89.80% of S&P 500 Index downside but only 70.00% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.90%
- Beta
- 0.78
- R²
- 0.54
- Upside Capture
- 70.00%
- Downside Capture
- 89.80%
Expense Ratio
IVAL has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
IVAL ranks 86 for risk / return — above 86% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Alpha Architect International Quantitative Value ETF (IVAL) 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.
| IVAL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.25 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 2.00 | +1.14 |
| Martin ratioReturn relative to average drawdown | 10.25 | 8.49 | +1.75 |
Dividends
Dividend History
Alpha Architect International Quantitative Value ETF provided a 2.61% dividend yield over the last twelve months, with an annual payout of $0.94 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.94 | $0.87 | $0.87 | $1.29 | $1.75 | $1.04 | $0.57 | $0.74 | $0.73 | $0.57 | $0.52 | $0.45 |
Dividend yield | 2.61% | 2.75% | 3.60% | 5.15% | 8.00% | 3.95% | 2.07% | 2.51% | 2.93% | 1.73% | 2.02% | 1.86% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.40 | $0.00 | $0.54 | |||||
| 2025 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.30 | $0.87 |
| 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 |
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 1281 trading sessions.
The current Alpha Architect International Quantitative Value ETF drawdown is 2.03%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-46.09%Mar 2020 | 2y 1mo | 5y 1mo | 7y 3moJan 2018 - Apr 2025 | COVID crash2020 |
-25.82%Feb 2016 | 8mo 28d | 1y 11d | 1y 9moMay 2015 - Feb 2017 | — |
-11.24%Mar 2026 | 18d | 4mo 11d | 4mo 29dMar 2026 - Jul 2026 | — |
-5.22%Nov 2025 | 23d | 14d | 1mo 7dOct 2025 - Dec 2025 | — |
-4.62%Jan 2015 | 8d | 28d | 1mo 6dDec 2014 - Feb 2015 | — |
Drawdown Indicators
| IVAL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.09% | -56.78% | +10.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -9.10% | -2.14% |
Max Drawdown (3Y)Largest decline over 3 years | -14.92% | -18.90% | +3.98% |
Max Drawdown (5Y)Largest decline over 5 years | -28.54% | -25.43% | -3.11% |
Max Drawdown (10Y)Largest decline over 10 years | -46.09% | -33.92% | -12.17% |
Current DrawdownCurrent decline from peak | -2.03% | -1.58% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -11.88% | -10.70% | -1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.14% | +1.30% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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