ISHARES INTERNATIONAL EQUITY FACTOR ETF
Symbol: INTF
Exchange: NYSE
Sector: Financial_Services
Category: Foreign Large Blend
Inception date: 28/04/2015
Latest date: 17/07/2026
Current price: $41.04
Expense ratio: 0.16%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.12%
Ann. -34.69% (Sharpe / Sortino numerator)
Volatility
25.82%
Sharpe ratio
-1.484
VaR 95%
-2.82%
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
0.14%
Ann. 13.29% (Sharpe / Sortino numerator)
Volatility
19.26%
Sharpe ratio
0.502
VaR 95%
-1.95%
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
8.38%
Ann. 21.23% (Sharpe / Sortino numerator)
Volatility
15.73%
Sharpe ratio
1.119
VaR 95%
-1.70%
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
24.70%
Ann. 30.87% (Sharpe / Sortino numerator)
Volatility
17.83%
Sharpe ratio
1.528
VaR 95%
-1.60%
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
44.28%
Ann. 19.33% (Sharpe / Sortino numerator)
Volatility
15.87%
Sharpe ratio
0.989
VaR 95%
-1.53%
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
65.47%
Ann. 18.10% (Sharpe / Sortino numerator)
Volatility
14.77%
Sharpe ratio
0.980
VaR 95%
-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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.
Average daily return
0.092%
Best day
3.566%
Worst day
-2.925%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $40.81 | $41.12 | $40.73 | $41.04 | 405,700 |
| 16/07/2026 | $41.16 | $41.40 | $41.14 | $41.27 | 161,800 |
| 15/07/2026 | $41.49 | $41.60 | $41.23 | $41.56 | 284,400 |
| 14/07/2026 | $41.43 | $41.56 | $41.22 | $41.30 | 336,700 |
| 13/07/2026 | $41.14 | $41.21 | $40.92 | $40.98 | 198,400 |
| 10/07/2026 | $41.27 | $41.41 | $41.07 | $41.31 | 714,900 |
| 09/07/2026 | $41.04 | $41.21 | $40.97 | $41.12 | 144,300 |
| 08/07/2026 | $40.76 | $40.94 | $40.50 | $40.93 | 158,700 |
| 07/07/2026 | $41.52 | $41.52 | $41.11 | $41.22 | 201,800 |
| 06/07/2026 | $41.47 | $41.68 | $41.46 | $41.65 | 207,900 |