iShares Edge MSCI USA Value Factor ETF (VLUE)
VLUE is a passive ETF by iShares tracking the investment results of the MSCI USA Value Weighted Index. VLUE launched on Apr 16, 2013 and has a 0.15% expense ratio.
ETF Info
US46432F3881
46432F388
Apr 16, 2013
North America (U.S.)
1x
MSCI USA Value Weighted Index
Large-Cap
Blend
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares Edge MSCI USA 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.
Returns By Period
iShares Edge MSCI USA Value Factor ETF had a return of 12.59% year-to-date (YTD) and 23.13% in the last 12 months. Over the past 10 years, iShares Edge MSCI USA Value Factor ETF had an annualized return of 8.17%, while the S&P 500 had an annualized return of 11.10%, indicating that iShares Edge MSCI USA Value Factor ETF did not perform as well as the benchmark.
VLUE
12.59%
0.72%
8.39%
23.13%
8.20%
8.17%
^GSPC (Benchmark)
23.56%
0.49%
11.03%
30.56%
13.70%
11.10%
Monthly Returns
The table below presents the monthly returns of VLUE, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.85% | 2.52% | 6.02% | -6.80% | 3.13% | -0.05% | 3.99% | 0.41% | 1.73% | -1.30% | 12.59% | ||
| 2023 | 7.18% | -4.04% | -0.34% | -1.09% | -3.67% | 6.98% | 3.73% | -2.91% | -3.24% | -3.60% | 8.23% | 7.58% | 14.26% |
| 2022 | -1.97% | -2.15% | 0.29% | -5.75% | 3.91% | -11.01% | 5.86% | -3.57% | -10.60% | 13.10% | 5.74% | -6.18% | -14.17% |
| 2021 | 3.30% | 6.91% | 7.25% | 1.78% | 2.85% | -1.60% | -0.69% | 0.77% | -3.52% | 2.48% | -0.95% | 7.84% | 28.93% |
| 2020 | -3.78% | -9.64% | -18.32% | 11.08% | 3.46% | 0.38% | 1.05% | 3.85% | -2.09% | -1.07% | 16.43% | 2.90% | -0.23% |
| 2019 | 9.84% | 1.89% | -0.95% | 3.42% | -9.60% | 9.57% | 1.60% | -4.52% | 4.86% | 2.84% | 3.70% | 3.27% | 27.20% |
| 2018 | 4.37% | -3.30% | -2.27% | 0.39% | 1.98% | -1.07% | 3.41% | 3.61% | -0.20% | -5.91% | -0.59% | -11.05% | -11.13% |
| 2017 | 1.27% | 4.57% | -1.10% | 0.22% | -0.12% | 1.18% | 1.98% | 0.21% | 3.48% | 2.61% | 4.16% | 1.72% | 21.95% |
| 2016 | -8.68% | 1.82% | 6.75% | 0.75% | 1.47% | -1.21% | 4.53% | 1.24% | 0.65% | -1.19% | 7.09% | 2.08% | 15.34% |
| 2015 | -4.12% | 5.93% | -0.94% | 0.67% | 0.92% | -1.65% | 0.32% | -5.78% | -2.87% | 7.30% | -0.68% | -1.87% | -3.49% |
| 2014 | -3.57% | 3.97% | 1.90% | 0.81% | 1.54% | 2.62% | -0.81% | 2.90% | -1.57% | 1.47% | 2.53% | 0.53% | 12.77% |
| 2013 | 1.28% | 7.30% | -2.53% | 4.96% | -3.04% | 2.74% | 4.73% | 3.30% | 2.17% | 22.41% |
Expense Ratio
VLUE has an expense ratio of 0.15%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VLUE is 57, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor ETF (VLUE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares Edge MSCI USA Value Factor ETF provided a 2.50% dividend yield over the last twelve months, with an annual payout of $2.79 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.79 | $2.69 | $2.90 | $2.43 | $2.11 | $2.34 | $1.96 | $1.79 | $1.45 | $1.49 | $1.08 | $0.79 |
Dividend yield | 2.50% | 2.66% | 3.19% | 2.22% | 2.42% | 2.60% | 2.70% | 2.14% | 2.07% | 2.39% | 1.64% | 1.33% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares Edge MSCI USA Value Factor 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.69 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.85 | $0.00 | $0.00 | $2.13 | |
| 2023 | $0.00 | $0.00 | $0.79 | $0.00 | $0.00 | $0.57 | $0.00 | $0.00 | $0.68 | $0.00 | $0.00 | $0.66 | $2.69 |
| 2022 | $0.00 | $0.00 | $0.73 | $0.00 | $0.00 | $0.68 | $0.00 | $0.00 | $0.76 | $0.00 | $0.00 | $0.73 | $2.90 |
| 2021 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.74 | $0.00 | $0.00 | $0.74 | $2.43 |
| 2020 | $0.00 | $0.00 | $0.69 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.54 | $2.11 |
| 2019 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.60 | $2.34 |
| 2018 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.54 | $1.96 |
| 2017 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.44 | $1.79 |
| 2016 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.32 | $1.45 |
| 2015 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.47 | $1.49 |
| 2014 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.34 | $1.08 |
| 2013 | $0.21 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.30 | $0.79 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Edge MSCI USA 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 Edge MSCI USA Value Factor ETF was 39.47%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.
The current iShares Edge MSCI USA Value Factor ETF drawdown is 1.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.47% | Feb 13, 2020 | 27 | Mar 23, 2020 | 200 | Jan 6, 2021 | 227 |
| -27.12% | Jan 18, 2022 | 178 | Sep 30, 2022 | 373 | Mar 27, 2024 | 551 |
| -22.17% | Sep 21, 2018 | 65 | Dec 24, 2018 | 217 | Nov 4, 2019 | 282 |
| -19.65% | May 26, 2015 | 178 | Feb 11, 2016 | 164 | Oct 5, 2016 | 342 |
| -10.21% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
Volatility
Volatility Chart
The current iShares Edge MSCI USA Value Factor ETF volatility is 4.23%, 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.