iShares MSCI USA Value Factor Index ETF (XVLU.TO)
XVLU.TO is a passive ETF by iShares tracking the investment results of the MSCI USA Enhanced Value Index. XVLU.TO launched on Sep 4, 2019 and has a 0.32% expense ratio.
ETF Info
| Issuer | iShares |
|---|---|
| Inception Date | Sep 4, 2019 |
| Region | North America (United States) |
| Category | Large Cap Value Equities |
| Index Tracked | MSCI USA Enhanced Value Index |
| Home Page | www.blackrock.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
XVLU.TO has a high expense ratio of 0.32%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in iShares MSCI USA Value Factor Index 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 MSCI USA Value Factor Index ETF had a return of 6.02% year-to-date (YTD) and 20.67% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 6.02% | 10.00% |
| 1 month | 0.45% | 2.41% |
| 6 months | 12.86% | 16.70% |
| 1 year | 20.67% | 26.85% |
| 5 years (annualized) | N/A | 12.81% |
| 10 years (annualized) | N/A | 10.84% |
Monthly Returns
The table below presents the monthly returns of XVLU.TO, 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 | 1.15% | 1.96% | 6.63% | -4.53% | 6.02% | ||||||||
| 2023 | 4.43% | -0.99% | -1.58% | -1.06% | -2.19% | 3.30% | 2.78% | -0.17% | -3.41% | -2.26% | 7.03% | 5.34% | 11.09% |
| 2022 | -2.02% | -2.81% | -0.49% | -3.20% | 2.38% | -10.03% | 5.30% | -0.30% | -6.36% | 11.22% | 3.99% | -5.14% | -8.87% |
| 2021 | 5.19% | 5.67% | 6.10% | -1.06% | 0.62% | 1.39% | -0.00% | 1.79% | -2.91% | -0.29% | 4.89% | 4.55% | 28.64% |
| 2020 | -2.39% | -10.10% | -10.42% | 10.20% | 0.94% | -2.98% | 0.16% | 0.96% | 0.44% | -2.17% | 15.05% | -0.68% | -3.66% |
| 2019 | -0.82% | -0.15% | 7.46% | 0.81% | 7.29% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of XVLU.TO is 80, placing it in the top 20% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
XVLU.TO (iShares MSCI USA Value Factor Index ETF)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares MSCI USA Value Factor Index ETF (XVLU.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares MSCI USA Value Factor Index ETF granted a 2.15% dividend yield in the last twelve months. The annual payout for that period amounted to CA$0.57 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|
| Dividend | CA$0.57 | CA$0.57 | CA$0.58 | CA$0.53 | CA$0.57 | CA$0.15 |
Dividend yield | 2.15% | 2.26% | 2.51% | 2.03% | 2.72% | 0.68% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI USA Value Factor Index 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 | CA$0.00 | CA$0.00 | CA$0.16 | CA$0.00 | CA$0.00 | CA$0.16 | |||||||
| 2023 | CA$0.00 | CA$0.00 | CA$0.16 | CA$0.00 | CA$0.00 | CA$0.12 | CA$0.00 | CA$0.00 | CA$0.20 | CA$0.00 | CA$0.00 | CA$0.09 | CA$0.57 |
| 2022 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.20 | CA$0.58 |
| 2021 | CA$0.00 | CA$0.00 | CA$0.08 | CA$0.00 | CA$0.00 | CA$0.09 | CA$0.00 | CA$0.00 | CA$0.09 | CA$0.00 | CA$0.00 | CA$0.28 | CA$0.53 |
| 2020 | CA$0.00 | CA$0.00 | CA$0.11 | CA$0.00 | CA$0.00 | CA$0.07 | CA$0.00 | CA$0.00 | CA$0.07 | CA$0.00 | CA$0.00 | CA$0.31 | CA$0.57 |
| 2019 | CA$0.15 | CA$0.15 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares MSCI USA Value Factor Index 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 Index ETF was 34.40%, occurring on Mar 23, 2020. Recovery took 207 trading sessions.
The current iShares MSCI USA Value Factor Index ETF drawdown is 3.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.4% | Feb 13, 2020 | 27 | Mar 23, 2020 | 207 | Jan 19, 2021 | 234 |
| -20.16% | Jan 18, 2022 | 177 | Sep 29, 2022 | 351 | Feb 23, 2024 | 528 |
| -6.31% | Apr 1, 2024 | 25 | May 3, 2024 | — | — | — |
| -5.18% | Apr 8, 2021 | 25 | May 12, 2021 | 56 | Aug 3, 2021 | 81 |
| -4.58% | Aug 31, 2021 | 30 | Oct 13, 2021 | 17 | Nov 5, 2021 | 47 |
Volatility
Volatility Chart
The current iShares MSCI USA Value Factor Index ETF volatility is 2.79%, 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.