iShares MSCI Intl Value Factor ETF (IVLU)

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The chart shows the growth of an initial investment of $10,000 in iShares MSCI Intl Value Factor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

iShares MSCI Intl Value Factor ETF (IVLU) has returned 4.28% so far this year and 36.26% over the past 12 months. Over the last ten years, IVLU has returned 10.58% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Jul 15, 2015, IVLU's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, your investment would double in approximately 7.7 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%.

iShares MSCI Intl Value Factor ETF has an annualized alpha of 0.42%, 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 84.12% of S&P 500 Index downside but only 73.88% of its upside — more exposed to losses than it benefited from rallies.

IVLU has an expense ratio of 0.30%, placing it in the medium range.

IVLU ranks 90 for risk / return — in the top 90% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below present risk-adjusted performance metrics for iShares MSCI Intl Value Factor ETF (IVLU) and compare them to a chosen benchmark (S&P 500 Index).

iShares MSCI Intl Value Factor ETF provided a 3.56% dividend yield over the last twelve months, with an annual payout of $1.41 per share.

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.

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.

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 7.74%.

The chart below shows the rolling one-month volatility.