Summary
GLOF
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 23.49% Volatility 16.98% Sharpe 1.18
Official loaded data — not a live quote.

ISHARES GLOBAL EQUITY FACTOR ETF

Symbol: GLOF

Exchange: NYSE

Sector: Technology

Category: Global Large-Stock Blend

Inception date: 28/04/2015

Latest date: 16/07/2026

Current price: $58.77

Expense ratio: 0.20%

Assets under management
$212.0M
-0.52% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.95%

Ann. -37.76% (Sharpe / Sortino numerator)

Volatility

20.73%

Sharpe ratio

-1.997

VaR 95%

-1.98%

CVaR 95%: -2.07%
Max drawdown: -6.96%
Sortino ratio: -3.818
Calmar ratio: -5.43

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.56%

Ann. -2.92% (Sharpe / Sortino numerator)

Volatility

16.00%

Sharpe ratio

-0.410

VaR 95%

-1.68%

CVaR 95%: -1.91%
Max drawdown: -9.05%
Sortino ratio: -0.671
Calmar ratio: -0.32

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.03%

Ann. 4.62% (Sharpe / Sortino numerator)

Volatility

14.00%

Sharpe ratio

0.071

VaR 95%

-1.48%

CVaR 95%: -1.89%
Max drawdown: -9.05%
Sortino ratio: 0.104
Calmar ratio: 0.51

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

23.49%

Ann. 23.67% (Sharpe / Sortino numerator)

Volatility

16.98%

Sharpe ratio

1.180

VaR 95%

-1.37%

CVaR 95%: -2.36%
Max drawdown: -9.05%
Sortino ratio: 1.515
Calmar ratio: 2.62

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

39.47%

Ann. 15.87% (Sharpe / Sortino numerator)

Volatility

15.05%

Sharpe ratio

0.813

VaR 95%

-1.40%

CVaR 95%: -2.15%
Max drawdown: -16.12%
Sortino ratio: 1.067
Calmar ratio: 0.98

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

73.71%

Ann. 18.87% (Sharpe / Sortino numerator)

Volatility

13.92%

Sharpe ratio

1.095

VaR 95%

-1.31%

CVaR 95%: -1.93%
Max drawdown: -16.12%
Sortino ratio: 1.500
Calmar ratio: 1.17

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.088%

Best day

3.12%

08/04/2026
Worst day

-2.88%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $59.08 $59.08 $58.42 $58.77 188,700
15/07/2026 $59.42 $59.53 $59.08 $59.41 16,800
14/07/2026 $59.21 $59.34 $59.10 $59.22 11,600
13/07/2026 $59.11 $59.18 $58.72 $58.72 10,200
10/07/2026 $59.37 $59.46 $59.10 $59.34 21,100
09/07/2026 $58.96 $59.17 $58.83 $59.15 7,500
08/07/2026 $58.46 $58.70 $58.16 $58.70 5,500
07/07/2026 $59.06 $59.06 $58.67 $58.83 18,700
06/07/2026 $59.14 $59.31 $59.13 $59.30 13,400
02/07/2026 $58.83 $59.12 $58.27 $58.56 5,100