PortfoliosLab logoPortfoliosLab logo
ISIN
US46436E5859
CUSIP
46436E585
Issuer
iShares
Inception Date
Sep 29, 2020
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
NYSE FactSet Global Virtual Work and Life Index
Distribution Policy
Accumulating
Asset Class
Equity
Assets Under Management
$3M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

IWFH Performance Chart


Loading charts...

S&P 500 Index

Returns By Period


iShares Virtual Work and Life Multisector ETF

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWFH Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.47%2.59%2.07%-4.75%1.35%-0.34%2.54%-6.17%-7.41%
202313.54%-6.76%2.75%-4.12%1.11%5.34%10.22%-9.06%-8.02%-5.67%17.34%3.58%17.42%
2022-9.83%-7.04%-3.06%-13.31%-3.15%-7.48%4.54%-4.74%-12.05%-0.68%11.61%-1.00%-39.32%
20214.71%-0.65%-9.30%3.96%-4.86%6.36%-5.00%-1.37%-5.72%3.50%-11.89%-6.90%-25.56%

Benchmark Metrics

iShares Virtual Work and Life Multisector ETF has an annualized alpha of -24.55%, beta of 1.23, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since October 01, 2020.

  • This ETF participated in 133.70% of S&P 500 Index downside but only 37.54% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -24.55% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-24.55%
Beta
1.23
0.52
Upside Capture
37.54%
Downside Capture
133.70%

Expense Ratio

IWFH has an expense ratio of 0.47%, placing it in the medium range.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares Virtual Work and Life Multisector ETF (IWFH) 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.


IWFHBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

12.44

Dividends

Dividend History

iShares Virtual Work and Life Multisector ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%0.50%1.00%1.50%2.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.302020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$0.00$0.28$0.04$0.00$0.05

Dividend yield

0.00%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.01
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$0.28
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$0.04
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$0.00
2020$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.


Loading charts...

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.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-67.25%Oct 2022
1y 8mo
5y 4moFeb 2021 - now
2020 pullback2020
-8.71%Nov 2020
1d24d
25dNov 2020 - Dec 2020
2020 pullback2020
-7.50%Nov 2020
19d3d
22dOct 2020 - Nov 2020
2021 pullback2021
-3.71%Jan 2021
1d6d
7dJan 2021 - Feb 2021
2020 pullback2020
-2.94%Dec 2020
5d11d
16dDec 2020 - Jan 2021

Drawdown Indicators


IWFHBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.80%

Average Drawdown

Average peak-to-trough decline

-10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with IWFH

Add iShares Virtual Work and Life Multisector ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with IWFH