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NYSEArca - Delayed Quote USD

iShares Edge MSCI Intl Value Factor ETF (IVLU)

29.17
+0.39
+(1.36%)
At close: April 14 at 4:00:00 PM EDT
29.17
0.00
(0.00%)
After hours: April 14 at 6:59:58 PM EDT

ETF Summary

The fund generally will invest at least 80% of its assets in the component securities of the underlying index and in investments that have economic characteristics that are substantially identical to the component securities of the underlying index and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents as well as in securities not included in the underlying index. The index is based on a traditional market capitalization-weighted parent index, the MSCI World ex USA Index.

Risk Overview

Performance & Risk

YTD Return 6.16%
5y Average Return 13.52%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.99
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
IVLUCategory AverageIVLUCategory AverageIVLUCategory Average
Alpha 5.75 3.08 4.36 2.7 0 0.25
BETA 0.99 0.98 0.98 0.99 0 1.01
Mean Annual Return 0.95 0.73 1.31 1.18 0 0.52
R-squared 88.81 88.25 81.16 85.92 0 88.6
Standard Deviation 16.96 16.87 16.82 16.49 0 16.16
Sharpe Ratio 0.41 0.25 0.77 0.69 0 0.27
Treynor Ratio 5.93 3.15 12.83 11.05 0 3.11

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