ISHARES MSCI INTL VALUE FACTOR ETF
Symbol: IVLU
Exchange: NYSE ARCA
Sector: Financial_Services
Category: Foreign Large Value
Inception Date: 16/06/2015
Latest Date: 17/04/2026
Current Price: $42.13
Expense Ratio: 0.31%
Assets Under Management
$3.8B
-0.17% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
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Performance Metrics
Return
7.39%
Volatility
25.86%
Sharpe Ratio
-1.678
VaR 95%
-2.95%
CVaR 95%:
-3.12%
Max Drawdown:
-7.39%
Sortino Ratio:
-2.579
Calmar Ratio:
-5.38
Return
8.28%
Volatility
19.25%
Sharpe Ratio
0.752
VaR 95%
-1.88%
CVaR 95%:
-2.63%
Max Drawdown:
-11.70%
Sortino Ratio:
1.012
Calmar Ratio:
1.55
Return
19.83%
Volatility
16.00%
Sharpe Ratio
1.749
VaR 95%
-1.73%
CVaR 95%:
-2.31%
Max Drawdown:
-11.70%
Sortino Ratio:
2.320
Calmar Ratio:
2.70
Return
47.35%
Volatility
18.09%
Sharpe Ratio
1.902
VaR 95%
-1.59%
CVaR 95%:
-2.55%
Max Drawdown:
-11.70%
Sortino Ratio:
2.349
Calmar Ratio:
3.25
Return
67.88%
Volatility
16.17%
Sharpe Ratio
1.322
VaR 95%
-1.58%
CVaR 95%:
-2.26%
Max Drawdown:
-15.48%
Sortino Ratio:
1.757
Calmar Ratio:
1.61
Return
87.52%
Volatility
15.00%
Sharpe Ratio
1.276
VaR 95%
-1.45%
CVaR 95%:
-2.03%
Max Drawdown:
-15.48%
Sortino Ratio:
1.774
Calmar Ratio:
1.47
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.
Average Daily Return
0.162%
Best Day
3.639%
10/04/2026
Worst Day
-3.189%
03/03/2026
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $42.20 | $42.40 | $42.06 | $42.13 | 1,257,300 |
| 16/04/2026 | $41.94 | $41.95 | $41.60 | $41.72 | 964,500 |
| 15/04/2026 | $41.88 | $41.91 | $41.70 | $41.81 | 896,200 |
| 14/04/2026 | $41.86 | $42.08 | $41.82 | $42.02 | 1,076,500 |
| 13/04/2026 | $41.19 | $41.83 | $41.14 | $41.81 | 1,067,200 |
| 10/04/2026 | $41.72 | $41.77 | $41.44 | $41.58 | 622,600 |
| 02/04/2026 | $39.50 | $40.27 | $39.43 | $40.12 | 1,742,700 |
| 01/04/2026 | $40.33 | $40.59 | $40.15 | $40.34 | 2,048,100 |
| 31/03/2026 | $39.10 | $39.74 | $38.88 | $39.68 | 2,424,600 |
| 30/03/2026 | $38.73 | $38.89 | $38.35 | $38.51 | 1,608,100 |