PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares Virtual Work and Life Multisector ETF (IWF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46436E5859
CUSIP46436E585
IssueriShares
Inception DateSep 29, 2020
RegionGlobal (Broad)
CategoryTechnology Equities
Index TrackedNYSE FactSet Global Virtual Work and Life Index
Asset ClassEquity

Expense Ratio

The iShares Virtual Work and Life Multisector ETF has a high expense ratio of 0.47%, indicating higher-than-average management fees.


Expense ratio chart for IWFH: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Virtual Work and Life Multisector ETF

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
17.18%
21.13%
IWFH (iShares Virtual Work and Life Multisector ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Virtual Work and Life Multisector ETF had a return of -4.39% year-to-date (YTD) and 9.54% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-4.39%6.33%
1 month-4.21%-2.81%
6 months17.18%21.13%
1 year9.54%24.56%
5 years (annualized)N/A11.55%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.47%2.59%2.07%
2023-8.02%-5.66%17.34%3.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IWFH is 24, indicating that it is in the bottom 24% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of IWFH is 2424
iShares Virtual Work and Life Multisector ETF(IWFH)
The Sharpe Ratio Rank of IWFH is 2525Sharpe Ratio Rank
The Sortino Ratio Rank of IWFH is 2626Sortino Ratio Rank
The Omega Ratio Rank of IWFH is 2626Omega Ratio Rank
The Calmar Ratio Rank of IWFH is 2222Calmar Ratio Rank
The Martin Ratio Rank of IWFH is 2424Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Virtual Work and Life Multisector ETF (IWFH) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


IWFH
Sharpe ratio
The chart of Sharpe ratio for IWFH, currently valued at 0.29, compared to the broader market-1.000.001.002.003.004.000.29
Sortino ratio
The chart of Sortino ratio for IWFH, currently valued at 0.57, compared to the broader market-2.000.002.004.006.008.000.57
Omega ratio
The chart of Omega ratio for IWFH, currently valued at 1.07, compared to the broader market1.001.502.001.07
Calmar ratio
The chart of Calmar ratio for IWFH, currently valued at 0.10, compared to the broader market0.002.004.006.008.000.10
Martin ratio
The chart of Martin ratio for IWFH, currently valued at 0.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.72
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

Sharpe Ratio

The current iShares Virtual Work and Life Multisector ETF Sharpe ratio is 0.29. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.29
1.91
IWFH (iShares Virtual Work and Life Multisector ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Virtual Work and Life Multisector ETF granted a 1.91% dividend yield in the last twelve months. The annual payout for that period amounted to $0.28 per share.


PeriodTTM2023202220212020
Dividend$0.28$0.28$0.04$0.00$0.05

Dividend yield

1.91%1.83%0.31%0.00%0.18%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Virtual Work and Life Multisector ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.26
2022$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.02
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.05

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-56.97%
-3.48%
IWFH (iShares Virtual Work and Life Multisector ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Virtual Work and Life Multisector 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 Virtual Work and Life Multisector ETF was 67.25%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current iShares Virtual Work and Life Multisector ETF drawdown is 56.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.25%Feb 16, 2021421Oct 14, 2022
-8.71%Nov 9, 20202Nov 10, 202017Dec 4, 202019
-7.5%Oct 14, 202014Nov 2, 20203Nov 5, 202017
-3.71%Jan 26, 20212Jan 27, 20214Feb 2, 20216
-2.94%Dec 23, 20203Dec 28, 20208Jan 8, 202111

Volatility

Volatility Chart

The current iShares Virtual Work and Life Multisector ETF volatility is 5.54%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
5.54%
3.59%
IWFH (iShares Virtual Work and Life Multisector ETF)
Benchmark (^GSPC)