ISHARES GLOBAL EQUITY FACTOR ETF
Symbol: GLOF
Exchange: NYSE
Sector: Technology
Category: Global Large-Stock Blend
Inception date: 28/04/2015
Latest date: 15/10/2026
Current price: $60.85
Expense ratio: 0.20%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.81%
Ann. -37.76% (Sharpe / Sortino numerator)
Volatility
20.73%
Sharpe ratio
-1.997
VaR 95%
-1.98%
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
2.42%
Ann. -2.92% (Sharpe / Sortino numerator)
Volatility
16.00%
Sharpe ratio
-0.410
VaR 95%
-1.68%
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
9.26%
Ann. 4.62% (Sharpe / Sortino numerator)
Volatility
14.00%
Sharpe ratio
0.071
VaR 95%
-1.48%
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
20.44%
Ann. 23.67% (Sharpe / Sortino numerator)
Volatility
16.98%
Sharpe ratio
1.180
VaR 95%
-1.37%
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
42.36%
Ann. 15.87% (Sharpe / Sortino numerator)
Volatility
15.05%
Sharpe ratio
0.813
VaR 95%
-1.40%
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
86.49%
Ann. 18.87% (Sharpe / Sortino numerator)
Volatility
13.92%
Sharpe ratio
1.095
VaR 95%
-1.31%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.078%
Best day
3.12%
Worst day
-2.88%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $60.68 | $60.87 | $60.24 | $60.85 | 24,200 |
| 14/10/2026 | $61.02 | $61.02 | $60.37 | $60.61 | 10,000 |
| 13/10/2026 | $61.41 | $61.41 | $61.16 | $61.27 | 14,500 |
| 12/10/2026 | $61.27 | $61.39 | $61.19 | $61.25 | 19,600 |
| 09/10/2026 | $61.33 | $61.41 | $61.13 | $61.41 | 22,100 |
| 08/10/2026 | $61.15 | $61.15 | $60.77 | $60.98 | 25,000 |
| 07/10/2026 | $61.10 | $61.34 | $61.00 | $61.15 | 8,400 |
| 06/10/2026 | $61.83 | $61.83 | $61.66 | $61.71 | 19,400 |
| 05/10/2026 | $61.19 | $61.49 | $61.13 | $61.49 | 4,700 |
| 02/10/2026 | $61.15 | $61.21 | $60.91 | $61.09 | 5,000 |