ISHARES GLOBAL EQUITY FACTOR ETF
Symbol: GLOF
Exchange: NYSE ARCA
Sector: Technology
Category: Global Large-Stock Blend
Inception Date: 28/04/2015
Latest Date: 02/04/2026
Current Price: $52.58
Expense Ratio: 0.20%
Assets Under Management
$165.8M
1.30% 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
-4.24%
Volatility
20.73%
Sharpe Ratio
-1.997
VaR 95%
-1.98%
CVaR 95%:
-2.07%
Max Drawdown:
-6.96%
Sortino Ratio:
-3.818
Calmar Ratio:
-5.43
Return
-0.73%
Volatility
16.00%
Sharpe Ratio
-0.410
VaR 95%
-1.68%
CVaR 95%:
-1.91%
Max Drawdown:
-9.05%
Sortino Ratio:
-0.671
Calmar Ratio:
-0.32
Return
2.27%
Volatility
14.00%
Sharpe Ratio
0.071
VaR 95%
-1.48%
CVaR 95%:
-1.89%
Max Drawdown:
-9.05%
Sortino Ratio:
0.104
Calmar Ratio:
0.51
Return
23.56%
Volatility
16.98%
Sharpe Ratio
1.180
VaR 95%
-1.37%
CVaR 95%:
-2.36%
Max Drawdown:
-9.05%
Sortino Ratio:
1.515
Calmar Ratio:
2.62
Return
34.10%
Volatility
15.05%
Sharpe Ratio
0.813
VaR 95%
-1.40%
CVaR 95%:
-2.15%
Max Drawdown:
-16.12%
Sortino Ratio:
1.067
Calmar Ratio:
0.98
Return
67.60%
Volatility
13.92%
Sharpe Ratio
1.095
VaR 95%
-1.31%
CVaR 95%:
-1.93%
Max Drawdown:
-16.12%
Sortino Ratio:
1.500
Calmar Ratio:
1.17
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.09%
Best Day
8.392%
09/04/2025
Worst Day
-5.941%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $51.90 | $52.64 | $51.90 | $52.58 | 5,500 |
| 01/04/2026 | $52.67 | $52.91 | $52.63 | $52.72 | 9,500 |
| 31/03/2026 | $51.50 | $52.13 | $51.21 | $52.12 | 6,900 |
| 30/03/2026 | $51.23 | $51.23 | $50.50 | $50.67 | 11,100 |
| 27/03/2026 | $51.16 | $51.16 | $50.63 | $50.80 | 53,500 |
| 26/03/2026 | $51.93 | $52.21 | $51.41 | $51.41 | 19,000 |
| 25/03/2026 | $52.69 | $52.69 | $52.41 | $52.45 | 13,000 |
| 24/03/2026 | $51.91 | $52.30 | $51.74 | $52.00 | 22,300 |
| 23/03/2026 | $52.43 | $52.72 | $52.14 | $52.41 | 49,800 |
| 20/03/2026 | $52.13 | $52.13 | $51.45 | $51.48 | 17,200 |