iShares Edge MSCI USA Value Factor ETF USD (Dist)/ US46432F3881 /
| NAV9/29/2023 | Chg.-0.0743 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 90.7300USD | -0.08% | paying dividend | Equity | BlackRock ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2013 | - | - | - | - | 3.11 | -1.74 | 5.40 | -3.05 | 2.19 | 4.47 | 3.32 | 2.05 | - |
| 2014 | -3.93 | 4.22 | 1.40 | 0.88 | 1.90 | 1.62 | -1.35 | 3.76 | -2.19 | 2.04 | 2.14 | -0.26 | +10.40% |
| 2015 | -4.03 | 5.97 | -1.94 | 1.21 | 1.02 | -2.50 | 0.77 | -6.01 | -3.44 | 7.38 | -0.68 | -2.83 | -5.77% |
| 2016 | -8.14 | 1.25 | 6.28 | 0.76 | 1.47 | -1.75 | 4.53 | 1.22 | 0.16 | -1.24 | 6.98 | - | +13.09% |
| 2017 | 3.09 | 4.60 | -9.39 | 0.19 | -0.11 | 1.21 | 1.93 | 0.24 | 3.53 | 2.56 | 4.22 | 1.62 | +11.78% |
| 2018 | 4.33 | -3.23 | -2.30 | 0.43 | 1.96 | -1.05 | 3.39 | 3.66 | -0.18 | -5.90 | -0.54 | -11.24 | -11.18% |
| 2019 | 9.97 | 1.93 | -0.95 | 3.46 | -9.62 | 9.45 | 1.68 | -4.44 | 4.78 | 2.81 | 3.69 | 3.35 | +27.47% |
| 2020 | -3.78 | -9.69 | -18.51 | 11.32 | 3.61 | -0.30 | 0.95 | 3.96 | -2.73 | -1.18 | 16.45 | 2.34 | -2.12% |
| 2021 | 3.30 | 6.95 | 6.70 | 1.73 | 2.89 | -1.96 | -0.77 | 0.82 | -4.24 | 4.61 | -2.92 | 7.07 | +25.99% |
| 2022 | -3.11 | -1.00 | -0.40 | -5.76 | 3.88 | -11.64 | 5.93 | -3.54 | -11.55 | 13.14 | 5.82 | -6.87 | -16.73% |
| 2023 | 7.12 | -3.90 | -1.31 | -1.10 | -3.69 | 6.35 | 3.68 | -2.90 | -3.94 | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 14.40% | 13.15% | 17.22% | 18.13% | 23.75% |
| Sharpe ratio | -0.32 | -0.42 | 0.32 | 0.19 | -0.10 |
| Best month | +7.12% | +6.35% | +13.14% | +16.45% | +16.45% |
| Worst month | -6.87% | -3.94% | -11.55% | -11.64% | -18.51% |
| Maximum loss | -11.78% | -7.47% | -11.78% | -28.83% | -39.42% |
| Outperformance | - | - | - | - | - |
All quotes in USD
Performance
| YTD | -0.48% | ||
|---|---|---|---|
| 6 Months | -0.78% | ||
| 1 Year | +9.53% | ||
| 3 Years | +23.63% | ||
| 5 Years | +7.92% | ||
| Since start | +80.52% | ||
| Year | |||
| 2022 | -16.73% | ||
| 2021 | +25.99% | ||
| 2020 | -2.12% | ||
| 2019 | +27.47% | ||
| 2018 | -11.18% | ||
| 2017 | +11.78% | ||
| 2016 | +13.09% | ||
| 2015 | -5.77% | ||
| 2014 | +10.40% | ||
Dividends
| 3/25/2020 | 0.69 USD |
| 12/16/2019 | 0.60 USD |
| 9/24/2019 | 0.55 USD |
| 6/17/2019 | 0.59 USD |
| 3/20/2019 | 0.59 USD |
| 12/17/2018 | 0.54 USD |
| 9/26/2018 | 0.49 USD |
| 6/26/2018 | 0.47 USD |
| 3/22/2018 | 0.46 USD |
| 12/21/2017 | 0.44 USD |
| 9/26/2017 | 0.48 USD |
| 6/27/2017 | 0.49 USD |
| 3/24/2017 | 0.39 USD |
| 12/22/2016 | 0.32 USD |