- ISIN
- US46432F3881
- CUSIP
- 46432F388
- Issuer
- iShares
- Inception Date
- Apr 16, 2013
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI USA Enhanced Value Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $15B
Share Price Chart
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Performance
VLUE Performance Chart
iShares MSCI USA Value Factor ETF (VLUE) is up 50.5% since the beginning of the year. VLUE is currently trading at $204 per share. Investors who bought $1,000 worth of VLUE shares 5 years ago would now be looking at an investment worth $2,244.
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Returns By Period
iShares MSCI USA Value Factor ETF (VLUE) has returned 50.50% so far this year and 89.78% over the past 12 months. Looking at the last ten years, VLUE has achieved an annualized return of 15.97%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
iShares MSCI USA Value Factor ETF
- 1D
- 2.13%
- 1M
- 9.37%
- YTD
- 50.50%
- 6M
- 49.56%
- 1Y
- 89.78%
- 3Y*
- 34.06%
- 5Y*
- 17.54%
- 10Y*
- 15.97%
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%
VLUE Monthly Returns History
Based on dividend-adjusted daily data since Apr 18, 2013, VLUE's average daily return is +0.06%, while the average monthly return is +1.23%. At this rate, an investment would double in approximately 4.7 years.
Historically, 63% of months were positive and 37% were negative. The best month was May 2026 with a return of +18.6%, while the worst month was Mar 2020 at -18.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, VLUE closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -12.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.64% | 2.45% | -5.29% | 17.50% | 18.59% | 3.42% | 50.50% | ||||||
| 2025 | 4.16% | 1.05% | -3.45% | -3.83% | 4.32% | 6.53% | -0.23% | 5.96% | 5.06% | 4.29% | 2.50% | 2.90% | 32.67% |
| 2024 | -0.85% | 2.52% | 6.02% | -6.80% | 3.13% | -0.05% | 3.99% | 0.41% | 1.73% | -1.30% | 6.46% | -7.18% | 7.25% |
| 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% |
Benchmark Metrics
iShares MSCI USA Value Factor ETF has an annualized alpha of 1.94%, beta of 0.98, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since April 18, 2013.
- This ETF captured 106.70% of S&P 500 Index gains and 100.70% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 0.98 and R2 of 0.80, 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
- 1.94%
- Beta
- 0.98
- R²
- 0.80
- Upside Capture
- 106.70%
- Downside Capture
- 100.70%
Expense Ratio
VLUE has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
VLUE ranks 97 for risk / return — in the top 97% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI USA Value Factor ETF (VLUE) 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.
| VLUE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.80 | ||
| Sortino ratioReturn per unit of downside risk | +3.27 | ||
| Omega ratioGain probability vs. loss probability | 1.81 | 1.37 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 9.99 | 2.78 | +7.20 |
| Martin ratioReturn relative to average drawdown | 41.99 | 12.44 | +29.56 |
Dividends
Dividend History
iShares MSCI USA Value Factor ETF provided a 1.37% dividend yield over the last twelve months, with an annual payout of $2.80 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.80 | $2.89 | $2.88 | $2.69 | $2.90 | $2.43 | $2.10 | $2.34 | $1.96 | $1.79 | $1.45 | $1.49 |
Dividend yield | 1.37% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.70 | $1.33 | ||||||
| 2025 | $0.00 | $0.00 | $0.68 | $0.00 | $0.00 | $0.74 | $0.00 | $0.00 | $0.66 | $0.00 | $0.00 | $0.81 | $2.89 |
| 2024 | $0.00 | $0.00 | $0.69 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.85 | $0.00 | $0.00 | $0.75 | $2.88 |
| 2023 | $0.00 | $0.00 | $0.79 | $0.00 | $0.00 | $0.56 | $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 |
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 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 MSCI USA Value Factor ETF was 39.47%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -39.47%Mar 2020 | 1mo 9d | 9mo 19d | 10mo 28dFeb 2020 - Jan 2021 |
Bear market2022 | -27.12%Sep 2022 | 8mo 15d | 1y 5mo | 2y 2moJan 2022 - Mar 2024 |
Rate-hike selloffLate 2018 | -22.17%Dec 2018 | 3mo 4d | 10mo 15d | 1y 1moSep 2018 - Nov 2019 |
2016 correction2016 | -19.66%Feb 2016 | 8mo 21d | 7mo 27d | 1y 4moMay 2015 - Oct 2016 |
2025 selloff2025 | -17.89%Apr 2025 | 4mo 13d | 2mo 23d | 7mo 6dNov 2024 - Jun 2025 |
Drawdown Indicators
| VLUE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.47% | -56.78% | +17.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -9.10% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -17.89% | -18.90% | +1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -27.12% | -25.43% | -1.69% |
Max Drawdown (10Y)Largest decline over 10 years | -39.47% | -33.92% | -5.55% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -10.71% | +4.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.03% | +0.12% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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