Summary
IVLU
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 33.29% Volatility 18.09% Sharpe 1.90
Official loaded data — not a live quote.

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%

Assets under management
$4.2B
0.74% daily change

Period performance

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

Adjusted return
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Performance metrics

Period total return

-0.17%

Ann. -39.77% (Sharpe / Sortino numerator)

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

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%

CVaR 95%: -2.63%
Max drawdown: -11.70%
Sortino ratio: 1.012
Calmar ratio: 1.55

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%

CVaR 95%: -2.31%
Max drawdown: -11.70%
Sortino ratio: 2.320
Calmar ratio: 2.70

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

33.29%

Ann. 38.04% (Sharpe / Sortino numerator)

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

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%

CVaR 95%: -2.26%
Max drawdown: -15.48%
Sortino ratio: 1.757
Calmar ratio: 1.61

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%

CVaR 95%: -2.03%
Max drawdown: -15.48%
Sortino ratio: 1.774
Calmar ratio: 1.47

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.119%

Best day

3.704%

08/04/2026
Worst day

-3.189%

03/03/2026
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