Summary
IVLU
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 35.33% 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: 02/06/2026

Current price: $43.18

Expense ratio: 0.31%

Assets under management
$4.0B
0.70% 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

5.50%

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

2.76%

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

17.69%

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

35.33%

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

60.85%

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

94.70%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.125%

Best day

3.705%

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
02/06/2026 $42.88 $43.20 $42.88 $43.18 733,300
01/06/2026 $42.60 $42.99 $42.47 $42.80 1,033,500
29/05/2026 $43.17 $43.26 $42.95 $42.95 536,200
28/05/2026 $42.81 $43.08 $42.67 $42.94 1,882,700
27/05/2026 $43.10 $43.13 $42.95 $43.05 577,200
26/05/2026 $43.26 $43.41 $43.10 $43.21 830,000
22/05/2026 $42.70 $42.84 $42.53 $42.66 743,100
21/05/2026 $42.21 $42.84 $42.08 $42.71 858,400
20/05/2026 $42.01 $42.65 $41.95 $42.55 628,800
19/05/2026 $42.01 $42.15 $41.84 $41.93 1,075,500