ISHARES MSCI USA VALUE FACTOR ETF
Symbol: VLUE
Exchange: BATS
Sector: Technology
Category: Large Value
Inception date: 16/04/2013
Latest date: 15/10/2026
Current price: $195.51
Expense ratio: 0.15%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-1.97%
Ann. -28.01% (Sharpe / Sortino numerator)
Volatility
21.80%
Sharpe ratio
-1.451
VaR 95%
-2.08%
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
2.71%
Ann. 18.26% (Sharpe / Sortino numerator)
Volatility
18.71%
Sharpe ratio
0.782
VaR 95%
-1.86%
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
27.62%
Ann. 32.74% (Sharpe / Sortino numerator)
Volatility
17.50%
Sharpe ratio
1.664
VaR 95%
-1.83%
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
57.61%
Ann. 38.07% (Sharpe / Sortino numerator)
Volatility
19.62%
Sharpe ratio
1.756
VaR 95%
-1.78%
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
85.71%
Ann. 19.34% (Sharpe / Sortino numerator)
Volatility
17.01%
Sharpe ratio
0.924
VaR 95%
-1.67%
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
131.59%
Ann. 19.07% (Sharpe / Sortino numerator)
Volatility
15.79%
Sharpe ratio
0.978
VaR 95%
-1.46%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.19%
Best day
4.451%
Worst day
-4.155%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $191.52 | $195.63 | $191.40 | $195.51 | 556,400 |
| 14/10/2026 | $194.81 | $194.82 | $192.93 | $193.46 | 521,900 |
| 13/10/2026 | $195.36 | $196.80 | $195.32 | $196.51 | 373,100 |
| 12/10/2026 | $198.83 | $198.83 | $197.23 | $197.86 | 270,900 |
| 09/10/2026 | $200.62 | $200.62 | $198.48 | $199.52 | 359,700 |
| 08/10/2026 | $200.30 | $200.79 | $199.08 | $200.12 | 467,900 |
| 07/10/2026 | $198.42 | $201.66 | $198.07 | $201.10 | 537,800 |
| 06/10/2026 | $200.41 | $201.29 | $199.88 | $200.22 | 307,100 |
| 05/10/2026 | $200.13 | $200.13 | $198.39 | $199.76 | 666,800 |
| 02/10/2026 | $202.03 | $202.03 | $199.72 | $200.20 | 823,700 |