Summary
INTF
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 25.27% Volatility 17.83% Sharpe 1.53
Official loaded data — not a live quote.

ISHARES INTERNATIONAL EQUITY FACTOR ETF

Symbol: INTF

Exchange: NYSE

Sector: Financial_Services

Category: Foreign Large Blend

Inception date: 28/04/2015

Latest date: 02/06/2026

Current price: $41.68

Expense ratio: 0.16%

Assets under management
$3.4B
0.43% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

3.32%

Ann. -34.69% (Sharpe / Sortino numerator)

Volatility

25.82%

Sharpe ratio

-1.484

VaR 95%

-2.82%

CVaR 95%: -2.94%
Max drawdown: -6.76%
Sortino ratio: -2.646
Calmar ratio: -5.13

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

1.88%

Ann. 13.29% (Sharpe / Sortino numerator)

Volatility

19.26%

Sharpe ratio

0.502

VaR 95%

-1.95%

CVaR 95%: -2.48%
Max drawdown: -10.20%
Sortino ratio: 0.740
Calmar ratio: 1.30

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

14.13%

Ann. 21.23% (Sharpe / Sortino numerator)

Volatility

15.73%

Sharpe ratio

1.119

VaR 95%

-1.70%

CVaR 95%: -2.20%
Max drawdown: -10.20%
Sortino ratio: 1.543
Calmar ratio: 2.08

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

25.27%

Ann. 30.87% (Sharpe / Sortino numerator)

Volatility

17.83%

Sharpe ratio

1.528

VaR 95%

-1.60%

CVaR 95%: -2.45%
Max drawdown: -10.20%
Sortino ratio: 1.924
Calmar ratio: 3.03

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

45.15%

Ann. 19.33% (Sharpe / Sortino numerator)

Volatility

15.87%

Sharpe ratio

0.989

VaR 95%

-1.53%

CVaR 95%: -2.18%
Max drawdown: -13.64%
Sortino ratio: 1.340
Calmar ratio: 1.42

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

72.18%

Ann. 18.10% (Sharpe / Sortino numerator)

Volatility

14.77%

Sharpe ratio

0.980

VaR 95%

-1.42%

CVaR 95%: -1.99%
Max drawdown: -13.64%
Sortino ratio: 1.382
Calmar ratio: 1.33

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.094%

Best day

3.566%

08/04/2026
Worst day

-2.925%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $41.50 $41.71 $41.49 $41.68 179,200
01/06/2026 $41.24 $41.56 $41.16 $41.45 137,400
29/05/2026 $41.61 $41.81 $41.52 $41.54 332,300
28/05/2026 $41.32 $41.58 $41.20 $41.48 347,900
27/05/2026 $41.64 $41.65 $41.45 $41.55 165,300
26/05/2026 $41.78 $41.85 $41.59 $41.72 193,300
22/05/2026 $41.35 $41.45 $41.19 $41.33 211,800
21/05/2026 $40.91 $41.56 $40.87 $41.47 186,500
20/05/2026 $40.74 $41.35 $40.70 $41.31 198,700
19/05/2026 $40.75 $40.88 $40.57 $40.71 192,500