iShares MSCI USA Multifactor ETF (LRGF)
LRGF is a passive ETF by iShares tracking the investment results of the MSCI USA Diversified Multi-Factor. LRGF launched on Apr 30, 2015 and has a 0.20% expense ratio.
ETF Info
US46434V2824
46434V282
Apr 30, 2015
North America (U.S.)
1x
MSCI USA Diversified Multi-Factor
Multi-Cap
Blend
Expense Ratio
LRGF has an expense ratio of 0.20%, which is considered low.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
iShares MSCI USA Multifactor ETF (LRGF) returned -2.36% year-to-date (YTD) and 11.25% over the past 12 months. Over the past 10 years, LRGF delivered an annualized return of 11.07%, outperforming the S&P 500 benchmark at 10.45%.
LRGF
-2.36%
4.50%
-4.38%
11.25%
16.23%
11.07%
^GSPC (Benchmark)
-3.77%
3.72%
-5.60%
8.55%
14.11%
10.45%
Monthly Returns
The table below presents the monthly returns of LRGF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.41% | -0.96% | -6.09% | -0.35% | 1.87% | -2.36% | |||||||
| 2024 | 1.80% | 5.72% | 3.87% | -4.39% | 5.29% | 3.08% | 1.54% | 2.07% | 2.19% | -0.56% | 7.03% | -3.20% | 26.59% |
| 2023 | 6.41% | -2.19% | 2.53% | 0.82% | 0.24% | 6.78% | 3.43% | -1.56% | -4.10% | -2.52% | 9.02% | 5.31% | 25.85% |
| 2022 | -5.88% | -1.69% | 3.64% | -7.01% | 0.36% | -8.36% | 9.50% | -3.61% | -8.97% | 8.45% | 5.65% | -5.58% | -14.77% |
| 2021 | 0.32% | 2.62% | 5.07% | 3.57% | 1.12% | 0.85% | 1.89% | 2.75% | -5.74% | 6.03% | -1.59% | 6.28% | 25.01% |
| 2020 | -1.31% | -7.96% | -15.06% | 11.53% | 5.46% | 0.32% | 4.80% | 4.88% | -2.41% | -1.08% | 10.14% | 4.44% | 11.11% |
| 2019 | 8.79% | 2.67% | 0.08% | 3.06% | -7.60% | 7.96% | 1.13% | -2.62% | 2.60% | 2.76% | 3.54% | 2.07% | 26.12% |
| 2018 | 4.03% | -3.63% | -0.79% | 0.44% | 2.05% | -0.58% | 3.16% | 3.00% | -0.68% | -7.38% | 0.35% | -9.14% | -9.66% |
| 2017 | 2.10% | 3.45% | -0.56% | 0.86% | 1.81% | 0.45% | 1.92% | -0.20% | 3.00% | 2.87% | 3.73% | 0.02% | 21.13% |
| 2016 | -5.99% | 1.33% | 6.70% | -0.82% | 0.79% | -0.05% | 3.51% | 0.44% | 0.65% | -1.85% | 6.10% | 2.08% | 12.96% |
| 2015 | 2.19% | -1.21% | 1.25% | -5.77% | -2.38% | 6.38% | 0.12% | -1.83% | -1.69% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of LRGF is 67, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
iShares MSCI USA Multifactor ETF provided a 1.25% dividend yield over the last twelve months, with an annual payout of $0.74 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.74 | $0.74 | $0.72 | $0.69 | $0.49 | $0.51 | $0.61 | $0.91 | $0.53 | $0.42 | $0.20 |
Dividend yield | 1.25% | 1.23% | 1.50% | 1.78% | 1.06% | 1.35% | 1.76% | 3.27% | 1.68% | 1.56% | 0.84% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI USA Multifactor 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | |||||||
| 2024 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.20 | $0.74 |
| 2023 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.20 | $0.72 |
| 2022 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.18 | $0.69 |
| 2021 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.17 | $0.49 |
| 2020 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.51 |
| 2019 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.18 | $0.61 |
| 2018 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.54 | $0.91 |
| 2017 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.16 | $0.53 |
| 2016 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.10 | $0.42 |
| 2015 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.05 | $0.20 |
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 USA Multifactor 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 USA Multifactor ETF was 36.03%, occurring on Mar 23, 2020. Recovery took 159 trading sessions.
The current iShares MSCI USA Multifactor ETF drawdown is 7.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.03% | Feb 20, 2020 | 23 | Mar 23, 2020 | 159 | Nov 5, 2020 | 182 |
| -21.62% | Jan 5, 2022 | 186 | Sep 30, 2022 | 198 | Jul 18, 2023 | 384 |
| -21.42% | Aug 30, 2018 | 80 | Dec 24, 2018 | 212 | Oct 28, 2019 | 292 |
| -19.44% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -16.1% | Jun 23, 2015 | 133 | Feb 11, 2016 | 128 | Aug 15, 2016 | 261 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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