Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VLUE (iShares MSCI USA Value Factor ETF) | 9.65% | 13.83% | 11.16% | 12.38% | 8.50% | NA | NA | 9.95% |
Data as of 07/03/2025, AR inception is 04/18/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VLUE (iShares MSCI USA Value Factor ETF) | 04/18/2013 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.01 | 13.83 | 11.16 | 12.38 | 8.50 | NA | NA | 9.95 | 9.65 | 7.25 | 14.26 | -14.17 | 28.93 | -0.24 | 27.21 | -11.10 | 21.95 | 14.54 | -3.49 | 12.77 | 22.41 |
| Sharpe Ratio | NA | 0.56 | 0.44 | 0.60 | 0.35 | NA | NA | 0.46 | 0.77 | 0.05 | 0.68 | -0.68 | 1.88 | -0.01 | 1.74 | -0.72 | 2.56 | 0.93 | -0.22 | 1.16 | 2.71 |
| Standard Deviation(%) | NA | 18.94 | 17.24 | 17.85 | 19.92 | NA | NA | 18.70 | 22.25 | 13.26 | 14.79 | 22.96 | 15.41 | 39.58 | 14.85 | 17.32 | 8.35 | 15.42 | 15.67 | 10.98 | 12.23 |
| Draw Down(%) | NA | 18.40 | 18.40 | 27.13 | 39.47 | NA | NA | 39.47 | 17.66 | 9.23 | 11.69 | 27.13 | 7.09 | 39.47 | 10.31 | 22.15 | 4.26 | 13.98 | 12.95 | 8.18 | 5.63 |
| Yield(%) | 0.00 | 1.55 | 2.60 | 3.26 | 3.20 | 3.17 | 2.38 | 3.97 | 0.00 | 2.84 | 2.95 | 2.61 | 2.83 | 2.33 | 3.19 | 2.32 | 2.53 | 1.67 | 2.28 | 1.83 | 1.60 |
Data as of 07/03/2025, AR inception is 04/18/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VLUE (iShares MSCI USA Value Factor ETF) |
-2.21%
Mar 2017 - Mar 2020 |
1.48%
Mar 2015 - Mar 2020 |
6.99%
Oct 2013 - Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VLUE (iShares MSCI USA Value Factor ETF) |
17.84%
Dec 2018 - Dec 2021 |
14.16%
May 2016 - May 2021 |
8.65%
Jun 2013 - Jun 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart