- ISIN
- US46435G4091
- CUSIP
- 46435G409
- Issuer
- iShares
- Inception Date
- Jun 16, 2015
- Region
- Developed Markets (Broad)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI World ex USA Enhanced Value
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $4B
Share Price Chart
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Performance
IVLU Performance Chart
iShares MSCI Intl Value Factor ETF (IVLU) is up 12.6% since the beginning of the year. IVLU is currently trading at $43 per share. Investors who bought $1,000 worth of IVLU shares 5 years ago would now be looking at an investment worth $1,926.
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Returns By Period
iShares MSCI Intl Value Factor ETF (IVLU) has returned 12.64% so far this year and 35.35% over the past 12 months. Over the last ten years, IVLU has returned 10.97% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
iShares MSCI Intl Value Factor ETF
- 1D
- -0.74%
- 1M
- 4.72%
- YTD
- 12.64%
- 6M
- 16.60%
- 1Y
- 35.35%
- 3Y*
- 24.56%
- 5Y*
- 14.01%
- 10Y*
- 10.97%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
IVLU Monthly Returns History
Based on dividend-adjusted daily data since Jul 15, 2015, IVLU's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +16.7%, while the worst month was Mar 2020 at -17.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, IVLU closed higher 51% of trading days. The best single day was Oct 26, 2015 with a return of +9.0%, while the worst single day was Mar 12, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.44% | 5.73% | -7.33% | 4.91% | 3.17% | -0.21% | 12.64% | ||||||
| 2025 | 3.87% | 4.94% | 2.57% | 2.94% | 5.45% | 2.18% | 0.15% | 5.92% | 1.69% | 1.21% | 3.56% | 4.18% | 46.09% |
| 2024 | -0.72% | 2.39% | 4.75% | -1.45% | 4.85% | -3.75% | 4.05% | 2.38% | 1.03% | -4.33% | -0.81% | -1.28% | 6.76% |
| 2023 | 8.46% | -1.75% | 0.41% | 2.78% | -4.16% | 6.86% | 4.13% | -3.06% | -1.28% | -4.18% | 7.00% | 4.35% | 20.07% |
| 2022 | 2.99% | -2.60% | -0.27% | -5.30% | 4.11% | -9.67% | 2.21% | -4.32% | -8.94% | 6.28% | 12.34% | -0.47% | -5.73% |
| 2021 | -0.09% | 5.89% | 4.98% | 0.79% | 4.71% | -2.17% | -0.54% | 1.01% | -0.89% | 1.21% | -5.61% | 5.98% | 15.60% |
Benchmark Metrics
iShares MSCI Intl Value Factor ETF has an annualized alpha of 0.12%, beta of 0.73, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since July 16, 2015.
- This ETF participated in 84.02% of S&P 500 Index downside but only 72.40% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.12%
- Beta
- 0.73
- R²
- 0.53
- Upside Capture
- 72.40%
- Downside Capture
- 84.02%
Expense Ratio
IVLU has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
IVLU ranks 69 for risk / return — better than 69% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI Intl Value Factor ETF (IVLU) and compare them to S&P 500 Index.
| IVLU | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 2.93 | +0.11 |
| Martin ratioReturn relative to average drawdown | 11.57 | 13.52 | -1.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
iShares MSCI Intl Value Factor ETF provided a 3.29% dividend yield over the last twelve months, with an annual payout of $1.41 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.41 | $1.41 | $1.21 | $1.24 | $0.83 | $0.88 | $0.47 | $0.86 | $0.62 | $0.76 | $0.56 | $0.21 |
Dividend yield | 3.29% | 3.71% | 4.46% | 4.69% | 3.59% | 3.47% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI Intl Value Factor 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.72 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.69 | $1.41 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.56 | $1.21 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.61 | $1.24 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.83 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.58 | $0.88 |
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 iShares MSCI Intl Value Factor 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 Value Factor ETF was 41.85%, occurring on Mar 23, 2020. Recovery took 283 trading sessions.
The current iShares MSCI Intl Value Factor ETF drawdown is 0.81%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -41.85%Mar 2020 | 2y 1mo | 1y 1mo | 3y 3moJan 2018 - May 2021 |
Bear market2022 | -26.04%Sep 2022 | 7mo 19d | 8mo 21d | 1y 4moFeb 2022 - Jun 2023 |
2016 bear market2016 | -24.85%Feb 2016 | 6mo 3d | 1y 2mo | 1y 8moAug 2015 - May 2017 |
2025 selloff2025 | -15.48%Apr 2025 | 19d | 1mo 1d | 1mo 20dMar 2025 - May 2025 |
2026 correction2026 | -11.69%Mar 2026 | 22d | 2mo 7d | 2mo 29dFeb 2026 - May 2026 |
Drawdown Indicators
| IVLU | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.85% | -56.78% | +14.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.69% | -9.10% | -2.59% |
Max Drawdown (3Y)Largest decline over 3 years | -15.48% | -18.90% | +3.42% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -25.43% | -0.61% |
Max Drawdown (10Y)Largest decline over 10 years | -41.85% | -33.92% | -7.93% |
Current DrawdownCurrent decline from peak | -0.81% | -0.74% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -8.59% | -10.72% | +2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 1.97% | +1.09% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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