Summary
VLUE
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 70.80% Volatility 19.62% Sharpe 1.76
Official loaded data — not a live quote.

ISHARES MSCI USA VALUE FACTOR ETF

Symbol: VLUE

Exchange: BATS

Sector: Technology

Category: Large Value

Inception date: 16/04/2013

Latest date: 16/07/2026

Current price: $189.91

Expense ratio: 0.15%

Assets under management
$10.6B
0.08% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-4.40%

Ann. -28.01% (Sharpe / Sortino numerator)

Volatility

21.80%

Sharpe ratio

-1.451

VaR 95%

-2.08%

CVaR 95%: -2.12%
Max drawdown: -6.82%
Sortino ratio: -3.183
Calmar ratio: -4.11

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

21.95%

Ann. 18.26% (Sharpe / Sortino numerator)

Volatility

18.71%

Sharpe ratio

0.782

VaR 95%

-1.86%

CVaR 95%: -2.03%
Max drawdown: -9.43%
Sortino ratio: 1.320
Calmar ratio: 1.94

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

32.47%

Ann. 32.74% (Sharpe / Sortino numerator)

Volatility

17.50%

Sharpe ratio

1.664

VaR 95%

-1.83%

CVaR 95%: -2.19%
Max drawdown: -9.43%
Sortino ratio: 2.559
Calmar ratio: 3.47

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.

Period total return

70.80%

Ann. 38.07% (Sharpe / Sortino numerator)

Volatility

19.62%

Sharpe ratio

1.756

VaR 95%

-1.78%

CVaR 95%: -2.78%
Max drawdown: -9.43%
Sortino ratio: 2.263
Calmar ratio: 4.04

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

82.36%

Ann. 19.34% (Sharpe / Sortino numerator)

Volatility

17.01%

Sharpe ratio

0.924

VaR 95%

-1.67%

CVaR 95%: -2.44%
Max drawdown: -17.89%
Sortino ratio: 1.259
Calmar ratio: 1.08

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

116.23%

Ann. 19.07% (Sharpe / Sortino numerator)

Volatility

15.79%

Sharpe ratio

0.978

VaR 95%

-1.46%

CVaR 95%: -2.17%
Max drawdown: -17.89%
Sortino ratio: 1.407
Calmar ratio: 1.07

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.221%

Best day

4.451%

08/05/2026
Worst day

-4.155%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $189.75 $191.07 $189.00 $189.91 695,500
15/07/2026 $195.39 $195.39 $189.53 $191.25 3,224,700
14/07/2026 $195.88 $196.48 $194.36 $195.30 1,076,700
13/07/2026 $193.44 $194.42 $192.42 $193.78 732,500
10/07/2026 $194.17 $196.33 $194.17 $195.37 435,600
09/07/2026 $195.00 $196.98 $194.43 $195.10 1,201,600
08/07/2026 $189.84 $192.35 $189.51 $191.46 1,074,800
07/07/2026 $191.61 $192.80 $190.13 $191.87 603,100
06/07/2026 $194.33 $195.39 $193.76 $194.00 748,800
02/07/2026 $196.33 $197.73 $190.40 $192.97 3,474,600