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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.95%
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
5.56%
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
10.03%
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
23.49%
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
39.47%
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
73.71%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.088%
Best day
3.12%
Worst day
-2.88%
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 |