C000215211 Performance — iShares Factors US Value Style ETF
Data updated: 2023-11-22
C000215211 returned +14.21% over one year to Sep 2023. The annualised 3-year return is +11.13%. The fund beat its Money Market category average: $100 invested three years ago grew to $137, against $105 for the category, and to $114 over one year, against $107. Volatility over the past three years was 17.69% a year. In the 12 months to Sep 2023 the fund took in a net $1.4M, and assets reached $2.66M.
C000215211 Growth of $100
What $100 invested in iShares Factors US Value Style ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | C000215211 | Category average |
|---|---|---|
| 1 year (Oct 2022 – Sep 2023) | $114 | $107 |
| 3 years (Oct 2020 – Sep 2023) | $137 | $105 |
| Since data start (Jan 2020 – Sep 2023) | $118 | $103 |
C000215211 Trailing Returns
Total returns to Sep 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +14.21% |
| 3 years (annualised) | +11.13% |
C000215211 Annual Returns
Calendar-year total returns of iShares Factors US Value Style ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Sep) | +2.08% |
| 2022 | −8.50% |
| 2021 | +25.26% |
| 2020 | +0.72% |
C000215211 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +5.8% | −3.2% | −2.1% | +1.0% | −4.1% | +8.0% | +3.1% | −2.7% | −3.0% | — | — | — |
| 2022 | −2.4% | −1.6% | +1.1% | −3.7% | +2.0% | −8.8% | +6.2% | −2.9% | −8.7% | +10.6% | +6.6% | −5.1% |
| 2021 | +0.5% | +4.3% | +7.1% | +3.8% | +2.7% | −0.3% | +0.2% | +3.9% | −5.1% | +3.4% | −2.4% | +5.3% |
| 2020 | −2.4% | −10.5% | −19.7% | +11.3% | +3.4% | +1.5% | +2.2% | +4.9% | −2.2% | −1.2% | +13.7% | +4.5% |
C000215211 Risk
Risk measures from monthly returns over Oct 2020 – Sep 2023.
- 3-year volatility (annualised): 17.69%
- 3-year Sharpe ratio: 0.37 (vs 4.5% risk-free rate)
- Best month: +13.68% (Nov 2020)
- Worst month: −8.80% (Jun 2022)
C000215211 Fund Flows
Monthly money in and out of iShares Factors US Value Style ETF, from SEC Form N-PORT.
- 12-month net flow: $1.4M
- 12-month gross sales (incl. reinvestments): $0
- Sales ÷ redemptions: -0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2023 | $0 | $0 | $0 |
| Aug 2023 | $0 | $0 | $0 |
| Jul 2023 | $0 | −$1.4M | $1.4M |
| Jun 2023 | $0 | $0 | $0 |
| May 2023 | $0 | $0 | $0 |
| Apr 2023 | $0 | $0 | $0 |
| Mar 2023 | $0 | $0 | $0 |
| Feb 2023 | $0 | $0 | $0 |
| Jan 2023 | $0 | $0 | $0 |
| Dec 2022 | $0 | $0 | $0 |
| Nov 2022 | $0 | $0 | $0 |
| Oct 2022 | $0 | $0 | $0 |
C000215211 Assets Under Management
Net assets of iShares Factors US Value Style ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-09-30 | $2.66M |
| 2023-06-30 | $4.16M |
| 2023-03-31 | $3.99M |
| 2022-12-30 | $4.00M |
| 2022-09-30 | $3.61M |
| 2022-06-30 | $6.47M |
| 2022-03-31 | $7.26M |
| 2021-12-31 | $7.52M |
| 2021-09-30 | $7.11M |
| 2021-06-30 | $7.26M |
| 2021-03-31 | $6.86M |
| 2020-12-31 | $6.14M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.