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iShares Edge MSCI USA Value Factor ETF

VLUE
ETF · Currency in USD
ISIN
US46432F3881
CUSIP
46432F388
Issuer
iShares
Inception Date
Apr 16, 2013
Region
North America (U.S.)
Category
Large Cap Value Equities
Expense Ratio
0.15%
Index Tracked
MSCI USA Value Weighted Index
ETF Home Page
www.ishares.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

VLUEPrice Chart


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VLUEPerformance

The chart shows the growth of $10,000 invested in iShares Edge MSCI USA Value Factor ETF on Apr 19, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $25,608 for a total return of roughly 156.08%. All prices are adjusted for splits and dividends.


VLUE (iShares Edge MSCI USA Value Factor ETF)
Benchmark (S&P 500)

VLUEReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M4.50%
6M1.93%
YTD22.02%
1Y39.15%
5Y12.89%
10Y11.68%

VLUEMonthly Returns Heatmap


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VLUESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares Edge MSCI USA Value Factor ETF Sharpe ratio is 2.22. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


VLUE (iShares Edge MSCI USA Value Factor ETF)
Benchmark (S&P 500)

VLUEDividends

iShares Edge MSCI USA Value Factor ETF granted a 2.14% dividend yield in the last twelve months, as of Oct 23, 2021. The annual payout for that period amounted to $2.23 per share.


PeriodTTM20202019201820172016201520142013
Dividend$2.23$2.11$2.34$1.96$1.79$1.02$1.49$1.08$0.79

Dividend yield

2.14%2.42%2.60%2.70%2.14%1.45%2.39%1.64%1.33%

VLUEDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


VLUE (iShares Edge MSCI USA Value Factor ETF)
Benchmark (S&P 500)

VLUEWorst Drawdowns

The table below shows the maximum drawdowns of the iShares Edge MSCI USA Value Factor ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares Edge MSCI USA Value Factor ETF is 39.47%, recorded on Mar 23, 2020. It took 200 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.47%Feb 13, 202027Mar 23, 2020200Jan 6, 2021227
-22.17%Sep 21, 201865Dec 24, 2018217Nov 4, 2019282
-19.66%May 26, 2015182Feb 11, 2016189Nov 9, 2016371
-10.21%Jan 29, 20189Feb 8, 2018138Aug 27, 2018147
-8.18%Sep 19, 201419Oct 15, 201417Nov 7, 201436
-7.09%Jun 7, 202175Sep 21, 2021
-5.78%Jan 16, 201414Feb 5, 201416Feb 28, 201430
-5.63%May 22, 201323Jun 24, 201313Jul 12, 201336
-5.59%Dec 30, 201423Feb 2, 20159Feb 13, 201532
-5.12%Nov 26, 201414Dec 16, 20145Dec 23, 201419

VLUEVolatility Chart

Current iShares Edge MSCI USA Value Factor ETF volatility is 12.81%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


VLUE (iShares Edge MSCI USA Value Factor ETF)
Benchmark (S&P 500)

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