ISHARES MSCI USA VALUE FACTOR ETF
Symbol: VLUE
Exchange: BATS
Sector: Technology
Category: Large Value
Inception Date: 16/04/2013
Latest Date: 02/04/2026
Current Price: $145.22
Expense Ratio: 0.15%
Assets Under Management
$10.2B
2.23% 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
-2.95%
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
Return
4.21%
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
Return
15.08%
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
Return
37.89%
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
Return
42.22%
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
Return
68.46%
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
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
0.136%
Best Day
7.797%
09/04/2025
Worst Day
-5.919%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $142.05 | $145.52 | $142.02 | $145.22 | 678,800 |
| 01/04/2026 | $143.60 | $145.63 | $143.25 | $144.76 | 1,393,700 |
| 31/03/2026 | $139.67 | $142.29 | $139.26 | $142.19 | 2,363,100 |
| 30/03/2026 | $142.38 | $142.45 | $137.85 | $138.48 | 619,700 |
| 27/03/2026 | $142.47 | $143.04 | $140.79 | $141.08 | 566,900 |
| 26/03/2026 | $144.16 | $145.06 | $142.84 | $142.90 | 546,100 |
| 25/03/2026 | $145.46 | $146.21 | $144.55 | $145.56 | 907,300 |
| 24/03/2026 | $142.97 | $145.33 | $142.81 | $144.91 | 501,900 |
| 23/03/2026 | $145.08 | $146.01 | $143.31 | $143.80 | 1,286,500 |
| 20/03/2026 | $145.70 | $145.80 | $142.20 | $143.10 | 1,426,600 |