ISHARES MSCI INTL VALUE FACTOR ETF
Symbol: IVLU
Exchange: NYSE
Sector: Financial_Services
Category: Foreign Large Value
Inception date: 16/06/2015
Latest date: 17/07/2026
Current price: $42.12
Expense ratio: 0.31%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.17%
Ann. -39.77% (Sharpe / Sortino numerator)
Volatility
25.86%
Sharpe ratio
-1.678
VaR 95%
-2.95%
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
1.66%
Ann. 18.11% (Sharpe / Sortino numerator)
Volatility
19.25%
Sharpe ratio
0.752
VaR 95%
-1.88%
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
10.07%
Ann. 31.61% (Sharpe / Sortino numerator)
Volatility
16.00%
Sharpe ratio
1.749
VaR 95%
-1.73%
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
33.29%
Ann. 38.04% (Sharpe / Sortino numerator)
Volatility
18.09%
Sharpe ratio
1.902
VaR 95%
-1.59%
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
58.27%
Ann. 25.00% (Sharpe / Sortino numerator)
Volatility
16.17%
Sharpe ratio
1.322
VaR 95%
-1.58%
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
80.72%
Ann. 22.76% (Sharpe / Sortino numerator)
Volatility
15.00%
Sharpe ratio
1.276
VaR 95%
-1.45%
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
0.119%
Best day
3.704%
Worst day
-3.189%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $41.81 | $42.16 | $41.76 | $42.12 | 692,100 |
| 16/07/2026 | $42.23 | $42.46 | $42.20 | $42.34 | 543,200 |
| 15/07/2026 | $42.53 | $42.74 | $42.37 | $42.66 | 699,800 |
| 14/07/2026 | $42.58 | $42.77 | $42.40 | $42.44 | 730,100 |
| 13/07/2026 | $42.31 | $42.36 | $42.04 | $42.11 | 879,100 |
| 10/07/2026 | $42.47 | $42.62 | $42.28 | $42.56 | 468,500 |
| 09/07/2026 | $42.07 | $42.31 | $42.07 | $42.25 | 590,200 |
| 08/07/2026 | $41.85 | $42.01 | $41.55 | $42.00 | 1,145,100 |
| 07/07/2026 | $42.69 | $42.77 | $42.27 | $42.38 | 772,200 |
| 06/07/2026 | $42.60 | $42.85 | $42.59 | $42.84 | 611,600 |