NYSEArca - Nasdaq Real Time Price USD
iShares Global Equity Factor ETF (GLOF)
As of 10:35 AM EST. Market Open.
ETF Summary
The underlying index is composed of large- and mid-capitalization equity securities from the STOXX World AC Index (the “parent index”) that are selected and weighted using an optimization process designed to maximize exposure to five target factors: momentum, quality, value, low volatility and size.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 17.91% |
| 5y Average Return | 10.18% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 1.01 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| GLOF | Category Average | GLOF | Category Average | GLOF | Category Average | |
| Alpha | 1.6 | -1.02 | -0.45 | -1.04 | 0 | -0.38 |
| BETA | 1.01 | 0.98 | 0.98 | 0.97 | 0 | 0.95 |
| Mean Annual Return | 0.69 | 0.47 | 0.95 | 0.89 | 0 | 0.75 |
| R-squared | 97.84 | 92.12 | 97.09 | 93.04 | 0 | 92.01 |
| Standard Deviation | 16.72 | 16.73 | 17.26 | 17.52 | 0 | 14.62 |
| Sharpe Ratio | 0.26 | 0.11 | 0.52 | 0.47 | 0 | 0.5 |
| Treynor Ratio | 3.14 | 0.42 | 8.03 | 7.3 | 0 | 6.85 |
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