Performance analysis of GLOF (ISHARES GLOBAL EQUITY FACTOR ETF)
Annual Return
Over the past 3 years, GLOF has had an average annual return of +20.40%, outperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, GLOF has had an average annual return of +11.77%, underperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, GLOF has had an average annual return of +12.07%, underperforming the benchmark SPY, which returned +15.04% annual.
Since May 4, 2015, GLOF has had an average annual return of +10.13%, underperforming the benchmark SPY, which returned +13.81% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +12.66% | +23.92% | +17.50% | +22.41% | -16.96% | +18.68% | +10% | +23.19% | -13.70% | +29.87% | +4.99% | -6.46% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.81% | +1.83% | -5.68% | +9.46% | +4.64% | -0.74% | +0.35% | +12.66% | |||||
| 2025 | +3.67% | -0.96% | -3.84% | +1.93% | +5.85% | +5.25% | +1.10% | +2.60% | +3.24% | +2.18% | +0.02% | +0.98% | +23.92% |
| 2024 | +1.71% | +4.30% | +2.86% | -3.25% | +4.72% | +2.25% | +1.19% | +2.40% | +1.94% | -2.62% | +3.63% | -2.48% | +17.50% |
| 2023 | +6.87% | -3.38% | +2.56% | +1.39% | -1.11% | +6.03% | +3.52% | -2.48% | -3.79% | -2.52% | +9.31% | +5.07% | +22.41% |
| 2022 | -5.40% | -1.53% | +1.14% | -6.98% | +0.86% | -9.48% | +6.98% | -3.65% | -8.81% | +7.61% | +7.96% | -4.98% | -16.96% |
| 2021 | +0.82% | +3.28% | +4.06% | +3.02% | +2.23% | +0.05% | +0.42% | +1.81% | -5.27% | +2.90% | -1.39% | +5.77% | +18.68% |
| 2020 | -2.44% | -7.41% | -15.01% | +10.10% | +4.92% | +1.69% | +4.98% | +3.87% | -2.28% | -2.28% | +10.58% | +5.94% | +10% |
| 2019 | +9.70% | +2.07% | -0.06% | +2.06% | -6.98% | +7.35% | -0.56% | -2.56% | +2.21% | +2.35% | +3.15% | +3.31% | +23.19% |
| 2018 | +5.89% | -3.21% | -1.62% | -0.75% | +1.24% | -2.69% | +2.66% | +0.16% | -0.55% | -7.95% | +0.92% | -7.87% | -13.70% |
| 2017 | +3.94% | +1.68% | +1.66% | +1.40% | +3.07% | +1.83% | +2.34% | +0.93% | +2.80% | +3.07% | +2.44% | +1.31% | +29.87% |
Drawdown analysis of GLOF (ISHARES GLOBAL EQUITY FACTOR ETF)
The maximum drawdown for the GLOF was -34.12%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.
The current GLOF drawdown is -1.23%.
Since May 4, 2015 GLOF has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.12% | Jan 17, 2020 | 44 | Mar 23, 2020 | 163 | Nov 11, 2020 | 207 |
| -25.14% | Jan 4, 2022 | 186 | Sep 30, 2022 | 306 | Dec 19, 2023 | 492 |
| -23.82% | Jan 26, 2018 | 229 | Dec 24, 2018 | 268 | Jan 17, 2020 | 497 |
| -19.94% | May 21, 2015 | 183 | Feb 11, 2016 | 230 | Jan 10, 2017 | 413 |
| -16.12% | Feb 18, 2025 | 35 | Apr 8, 2025 | 26 | May 15, 2025 | 61 |
| -9.05% | Feb 25, 2026 | 23 | Mar 30, 2026 | 10 | Apr 14, 2026 | 33 |
| -8.72% | Jul 16, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -7.20% | Sep 3, 2021 | 20 | Oct 4, 2021 | 58 | Dec 27, 2021 | 78 |
| -5.15% | Feb 16, 2021 | 12 | Mar 4, 2021 | 9 | Mar 17, 2021 | 21 |
| -4.80% | Mar 21, 2024 | 20 | Apr 19, 2024 | 15 | May 10, 2024 | 35 |
| -4.80% | Jan 21, 2021 | 6 | Jan 29, 2021 | 9 | Feb 11, 2021 | 15 |
| -4.72% | Oct 29, 2025 | 16 | Nov 20, 2025 | 13 | Dec 10, 2025 | 29 |
| -4.53% | Jun 2, 2026 | 6 | Jun 10, 2026 | Ongoing | Ongoing | Ongoing |
| -4.40% | Dec 6, 2024 | 22 | Jan 10, 2025 | 8 | Jan 23, 2025 | 30 |
| -4.25% | Aug 23, 2024 | 9 | Sep 6, 2024 | 9 | Sep 19, 2024 | 18 |
| -4.24% | May 7, 2021 | 3 | May 12, 2021 | 11 | May 27, 2021 | 14 |
| -3.47% | Jan 26, 2017 | 3 | Jan 31, 2017 | 32 | Mar 17, 2017 | 35 |
| -3.43% | Jun 7, 2021 | 9 | Jun 18, 2021 | 31 | Aug 3, 2021 | 40 |
| -3.41% | Oct 14, 2024 | 13 | Oct 31, 2024 | 5 | Nov 7, 2024 | 18 |
| -3.35% | Oct 6, 2025 | 4 | Oct 10, 2025 | 10 | Oct 24, 2025 | 14 |
| -2.82% | Nov 7, 2024 | 6 | Nov 15, 2024 | 11 | Dec 3, 2024 | 17 |
| -2.48% | Mar 17, 2021 | 5 | Mar 24, 2021 | 2 | Mar 26, 2021 | 7 |
| -2.45% | Aug 16, 2021 | 3 | Aug 19, 2021 | 6 | Aug 27, 2021 | 9 |
| -2.41% | Jul 20, 2017 | 16 | Aug 11, 2017 | 14 | Aug 31, 2017 | 30 |
| -2.39% | Jan 12, 2026 | 5 | Jan 20, 2026 | 4 | Jan 26, 2026 | 9 |