- ISIN
- US46434V2824
- CUSIP
- 46434V282
- Issuer
- iShares
- Inception Date
- Apr 30, 2015
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI USA Diversified Multi-Factor
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $3B
Share Price Chart
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Performance
LRGF Performance Chart
iShares MSCI USA Multifactor ETF (LRGF) is up 9.2% since the beginning of the year. LRGF is currently trading at $75 per share. Investors who bought $1,000 worth of LRGF shares 5 years ago would now be looking at an investment worth $1,921.
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Returns By Period
iShares MSCI USA Multifactor ETF (LRGF) has returned 9.22% so far this year and 23.95% over the past 12 months. Over the last decade, LRGF has posted an annualized return of 14.19%, slightly higher than the S&P 500 Index benchmark’s 13.88%.
iShares MSCI USA Multifactor ETF
- 1D
- -0.24%
- 1M
- 0.82%
- YTD
- 9.22%
- 6M
- 8.47%
- 1Y
- 23.95%
- 3Y*
- 21.80%
- 5Y*
- 13.95%
- 10Y*
- 14.19%
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%
LRGF Monthly Returns History
Based on dividend-adjusted daily data since Apr 30, 2015, LRGF's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +11.5%, while the worst month was Mar 2020 at -15.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, LRGF closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.30% | -0.78% | -4.24% | 9.03% | 6.27% | -1.09% | 9.22% | ||||||
| 2025 | 3.41% | -0.96% | -6.09% | -0.35% | 6.12% | 5.09% | 2.18% | 1.91% | 3.74% | 1.49% | -0.68% | 0.08% | 16.48% |
| 2024 | 1.80% | 5.72% | 3.87% | -4.39% | 5.29% | 3.08% | 1.54% | 2.07% | 2.20% | -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% |
Benchmark Metrics
iShares MSCI USA Multifactor ETF has an annualized alpha of 0.65%, beta of 0.98, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since April 30, 2015.
- With beta of 0.98 and R2 of 0.93, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.65%
- Beta
- 0.98
- R²
- 0.93
- Upside Capture
- 97.33%
- Downside Capture
- 95.39%
Expense Ratio
LRGF has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
LRGF ranks 58 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) 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.
| LRGF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 2.78 | -0.09 |
| Martin ratioReturn relative to average drawdown | 10.89 | 12.44 | -1.55 |
Dividends
Dividend History
iShares MSCI USA Multifactor ETF provided a 1.09% dividend yield over the last twelve months, with an annual payout of $0.82 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.82 | $0.80 | $0.74 | $0.72 | $0.69 | $0.49 | $0.51 | $0.61 | $0.91 | $0.53 | $0.42 | $0.20 |
Dividend yield | 1.09% | 1.16% | 1.23% | 1.49% | 1.78% | 1.05% | 1.35% | 1.76% | 3.27% | 1.68% | 1.56% | 0.83% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.19 | $0.37 | ||||||
| 2025 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.25 | $0.80 |
| 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 |
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 1.86%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.03%Mar 2020 | 1mo 2d | 7mo 17d | 8mo 19dFeb 2020 - Nov 2020 |
Bear market2022 | -21.62%Sep 2022 | 8mo 28d | 9mo 21d | 1y 6moJan 2022 - Jul 2023 |
Rate-hike selloffLate 2018 | -21.42%Dec 2018 | 3mo 26d | 10mo 8d | 1y 1moAug 2018 - Oct 2019 |
2025 selloff2025 | -19.44%Apr 2025 | 1mo 18d | 2mo 20d | 4mo 8dFeb 2025 - Jun 2025 |
2016 correction2016 | -16.11%Feb 2016 | 7mo 23d | 6mo 6d | 1y 1moJun 2015 - Aug 2016 |
Drawdown Indicators
| LRGF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.03% | -56.78% | +20.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -9.10% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | -18.90% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -21.62% | -25.43% | +3.81% |
Max Drawdown (10Y)Largest decline over 10 years | -36.03% | -33.92% | -2.11% |
Current DrawdownCurrent decline from peak | -1.86% | -1.80% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -10.71% | +6.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.03% | +0.17% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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