ISHARES GLOBAL EQUITY FACTOR ETF

Symbol: GLOF

Exchange: NYSE ARCA

Sector: Technology

Category: Global Large-Stock Blend

Inception Date: 28/04/2015

Latest Date: 17/04/2026

Current Price: $56.86

Expense Ratio: 0.20%

Assets Under Management
$166.4M
0.11% daily change

Period Performance

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

Adjusted Return
--
--

Performance Metrics

Return

8.12%

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
Return

7.58%

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
Return

10.55%

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
Return

39.58%

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
Return

49.34%

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
Return

78.18%

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

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.139%

Best Day

4.042%

10/04/2026
Worst Day

-2.571%

10/10/2025
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $56.80 $56.99 $56.71 $56.86 5,800
16/04/2026 $56.26 $56.34 $56.05 $56.10 79,600
15/04/2026 $55.85 $56.12 $55.77 $56.12 15,000
14/04/2026 $55.39 $55.91 $55.39 $55.91 13,100
13/04/2026 $54.47 $55.18 $54.39 $55.18 5,900
10/04/2026 $54.80 $54.85 $54.65 $54.70 7,600
02/04/2026 $51.90 $52.64 $51.90 $52.58 5,500
01/04/2026 $52.67 $52.91 $52.63 $52.72 9,500
31/03/2026 $51.50 $52.13 $51.21 $52.12 6,900
30/03/2026 $51.23 $51.23 $50.50 $50.67 11,100