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IVLU vs. FLOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IVLU vs. FLOT

Last updated Jun 9, 2026

IVLU (iShares MSCI Intl Value Factor ETF) and FLOT (iShares Floating Rate Bond ETF) are both exchange-traded funds - IVLU is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Enhanced Value, while FLOT is a Ultrashort Bond fund tracking the Bloomberg US Floating Rate Note < 5 Years Index. Both are passively managed. Over the past 10 years, IVLU returned 11.09%/yr vs 3.03%/yr for FLOT. At a 0.15 correlation, their price movements are largely independent. IVLU charges 0.30%/yr vs 0.15%/yr for FLOT.

Performance

IVLU vs. FLOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Value Factor ETF (IVLU) and iShares Floating Rate Bond ETF (FLOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVLU achieves a 10.99% return, which is significantly higher than FLOT's 1.87% return. Over the past 10 years, IVLU has outperformed FLOT with an annualized return of 11.09%, while FLOT has yielded a comparatively lower 3.03% annualized return.

IVLU

1D
0.45%
1M
0.05%
YTD
10.99%
6M
14.55%
1Y
32.63%
3Y*
23.34%
5Y*
13.74%
10Y*
11.09%

FLOT

1D
0.00%
1M
0.41%
YTD
1.87%
6M
2.15%
1Y
4.85%
3Y*
5.60%
5Y*
4.20%
10Y*
3.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVLU vs. FLOT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IVLU
iShares MSCI Intl Value Factor ETF		10.99%46.09%6.76%20.07%-5.73%15.60%-4.50%15.60%-15.10%23.10%
FLOT
iShares Floating Rate Bond ETF		1.87%4.91%6.53%6.43%1.28%0.45%0.87%3.97%1.48%1.65%

Correlation

The correlation between IVLU and FLOT is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2015

0.15

The correlation between IVLU and FLOT shifts across timeframes, from 0.15 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Intl Value Factor ETF

iShares Floating Rate Bond ETF

Often compared with IVLU:
IVLU vs. DFIVIVLU vs. VXUSIVLU vs. FIVAIVLU vs. IDMOIVLU vs. IEFAIVLU vs. DISVIVLU vs. SFNNX
Often compared with FLOT:
FLOT vs. SGOVFLOT vs. FLTRFLOT vs. USFRFLOT vs. FLRNFLOT vs. FLOA.LFLOT vs. NEARFLOT vs. IUSB

Return for Risk

IVLU vs. FLOT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IVLU
IVLU Risk / Return Rank: 6969
Overall Rank
IVLU Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IVLU Sortino Ratio Rank: 7272
Sortino Ratio Rank
IVLU Omega Ratio Rank: 7272
Omega Ratio Rank
IVLU Calmar Ratio Rank: 6262
Calmar Ratio Rank
IVLU Martin Ratio Rank: 6464
Martin Ratio Rank
FLOT
FLOT Risk / Return Rank: 9999
Overall Rank
FLOT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLOT Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLOT Omega Ratio Rank: 9999
Omega Ratio Rank
FLOT Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLOT Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IVLU vs. FLOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Value Factor ETF (IVLU) and iShares Floating Rate Bond ETF (FLOT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

IVLUFLOTDifference
Sharpe ratioReturn per unit of total volatility
2.14
6.54

-4.40

Sortino ratioReturn per unit of downside risk
2.92
11.79

-8.86

Omega ratioGain probability vs. loss probability

1.38

3.22

-1.84

Calmar ratioReturn relative to maximum drawdown

2.80

11.27

-8.47

Martin ratioReturn relative to average drawdown

10.66

104.83

-94.17

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IVLU vs. FLOT - Sharpe Ratio Comparison

The current IVLU Sharpe Ratio is 2.14, which is lower than the FLOT Sharpe Ratio of 6.54. The chart below compares the historical Sharpe Ratios of IVLU and FLOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

IVLUFLOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

6.54

-4.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

2.38

-1.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.73

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.66

-0.19

Drawdowns

IVLU vs. FLOT - Drawdown Comparison

The maximum IVLU drawdown since its inception was -41.85%, which is greater than FLOT's maximum drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for IVLU and FLOT.

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Drawdown Indicators

IVLUFLOTDifference

Max Drawdown

Largest peak-to-trough decline

-41.85%

-13.54%

-28.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-0.43%

-11.26%

Max Drawdown (3Y)

Largest decline over 3 years

-15.48%

-1.57%

-13.91%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-2.36%

-23.68%

Max Drawdown (10Y)

Largest decline over 10 years

-41.85%

-13.54%

-28.31%

Current Drawdown

Current decline from peak

-2.27%

-0.02%

-2.25%

Average Drawdown

Average peak-to-trough decline

-8.59%

-0.21%

-8.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

0.05%

+3.02%

Volatility

IVLU vs. FLOT - Volatility Comparison

iShares MSCI Intl Value Factor ETF (IVLU) has a higher volatility of 4.47% compared to iShares Floating Rate Bond ETF (FLOT) at 0.20%. This indicates that IVLU's price experiences larger fluctuations and is considered to be riskier than FLOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IVLUFLOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

0.20%

+4.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

0.62%

+11.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.33%

0.75%

+14.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

1.77%

+14.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

4.15%

+13.52%

IVLU vs. FLOT - Expense Ratio Comparison

IVLU has a 0.30% expense ratio, which is higher than FLOT's 0.15% expense ratio.

Dividends

IVLU vs. FLOT - Dividend Comparison

IVLU's dividend yield for the trailing twelve months is around 3.34%, less than FLOT's 4.54% yield.

PositionTTM20252024202320222021202020192018201720162015
FLOT
iShares Floating Rate Bond ETF		4.54%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%
IVLU
iShares MSCI Intl Value Factor ETF		3.34%3.71%4.46%4.69%3.59%3.47%2.05%3.53%2.82%2.87%2.53%0.93%

Frequently Asked Questions

IVLU and FLOT have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVLU has higher volatility (4.47%) compared to FLOT (0.20%). In terms of maximum drawdown, IVLU dropped -41.85% vs FLOT's -13.54%.

On 10-year performance, IVLU leads with 11.09% vs 3.03% for FLOT. On fees, FLOT is cheaper at 0.15% per year. On volatility, FLOT has been the lower-risk option at 0.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IVLU has performed better with a 11.09% return vs 3.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLOT is cheaper with a 0.15% expense ratio, compared with 0.30% for IVLU.

FLOT has the higher dividend yield at 4.54%, compared with 3.34% for IVLU.

IVLU is categorized as Foreign Large Cap Equities, while FLOT is Ultrashort Bond. IVLU tracks MSCI World ex USA Enhanced Value, while FLOT tracks Bloomberg US Floating Rate Note < 5 Years Index. Their fees differ too: 0.30% for IVLU and 0.15% for FLOT.

FLOT currently has the higher Sharpe Ratio (6.54 vs 2.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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