ISHARES MSCI INTL VALUE FACTOR ETF
Symbol: IVLU
Exchange: NYSE ARCA
Sector: Financial_Services
Category: Foreign Large Value
Inception Date: 16/06/2015
Latest Date: 02/04/2026
Current Price: $40.12
Expense Ratio: 0.31%
Assets Under Management
$4.1B
1.57% 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
-4.52%
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
Return
4.18%
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
Return
14.60%
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
Return
37.86%
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
Return
55.98%
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
Return
84.55%
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
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
0.134%
Best Day
7.306%
09/04/2025
Worst Day
-6.809%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $39.50 | $40.27 | $39.43 | $40.12 | 1,742,700 |
| 01/04/2026 | $40.33 | $40.59 | $40.15 | $40.34 | 2,048,100 |
| 31/03/2026 | $39.10 | $39.74 | $38.88 | $39.68 | 2,424,600 |
| 30/03/2026 | $38.73 | $38.89 | $38.35 | $38.51 | 1,608,100 |
| 27/03/2026 | $38.55 | $38.81 | $38.26 | $38.42 | 1,117,400 |
| 26/03/2026 | $38.92 | $39.22 | $38.66 | $38.66 | 1,204,500 |
| 25/03/2026 | $39.41 | $39.54 | $39.14 | $39.35 | 1,059,900 |
| 24/03/2026 | $38.43 | $38.97 | $38.38 | $38.78 | 1,585,600 |
| 23/03/2026 | $38.61 | $39.23 | $38.43 | $38.80 | 2,192,000 |
| 20/03/2026 | $38.97 | $39.02 | $37.77 | $37.98 | 2,276,000 |