Performance analysis of VLUE (ISHARES MSCI USA VALUE FACTOR ETF)
Annual Return
Over the past 3 years, VLUE has had an average annual return of +34.53%, outperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, VLUE has had an average annual return of +16.61%, outperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, VLUE has had an average annual return of +15.49%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Apr 18, 2013, VLUE has had an average annual return of +14.16%, underperforming the benchmark SPY, which returned +14.86% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +49.62% | +32.66% | +7.26% | +14.28% | -14.16% | +28.94% | -0.24% | +27.21% | -11.10% | +21.95% | +15.36% | -3.48% |
| 2014 | 2013 | ||||||||||
| +12.77% | +22.41% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.64% | +2.45% | -5.30% | +17.50% | +18.59% | +2.82% | +49.62% | ||||||
| 2025 | +4.16% | +1.06% | -3.45% | -3.83% | +4.32% | +6.52% | -0.23% | +5.96% | +5.06% | +4.29% | +2.50% | +2.90% | +32.66% |
| 2024 | -0.85% | +2.52% | +6.01% | -6.79% | +3.13% | -0.05% | +3.99% | +0.41% | +1.73% | -1.30% | +6.46% | -7.18% | +7.26% |
| 2023 | +7.18% | -4.05% | -0.33% | -1.09% | -3.67% | +6.96% | +3.73% | -2.91% | -3.23% | -3.60% | +8.23% | +7.59% | +14.28% |
| 2022 | -1.97% | -2.16% | +0.28% | -5.75% | +3.91% | -10.99% | +5.86% | -3.57% | -10.59% | +13.09% | +5.74% | -6.19% | -14.16% |
| 2021 | +3.30% | +6.91% | +7.24% | +1.78% | +2.85% | -1.59% | -0.69% | +0.77% | -3.52% | +2.48% | -0.95% | +7.85% | +28.94% |
| 2020 | -3.78% | -9.63% | -18.33% | +11.08% | +3.46% | +0.38% | +1.05% | +3.85% | -2.07% | -1.07% | +16.42% | +2.91% | -0.24% |
| 2019 | +9.84% | +1.90% | -0.94% | +3.42% | -9.60% | +9.57% | +1.60% | -4.52% | +4.86% | +2.84% | +3.70% | +3.26% | +27.21% |
| 2018 | +4.36% | -3.30% | -2.26% | +0.39% | +1.98% | -1.07% | +3.41% | +3.60% | -0.19% | -5.91% | -0.59% | -11.04% | -11.10% |
| 2017 | +1.26% | +4.57% | -1.10% | +0.22% | -0.12% | +1.19% | +1.98% | +0.22% | +3.47% | +2.62% | +4.16% | +1.71% | +21.95% |
Drawdown analysis of VLUE (ISHARES MSCI USA VALUE FACTOR ETF)
The maximum drawdown for the VLUE was -39.47%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.
Since Apr 18, 2013 VLUE has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.47% | Feb 12, 2020 | 27 | Mar 23, 2020 | 200 | Jan 6, 2021 | 227 |
| -27.11% | Jan 14, 2022 | 178 | Sep 30, 2022 | 373 | Mar 27, 2024 | 551 |
| -22.16% | Sep 20, 2018 | 65 | Dec 24, 2018 | 217 | Nov 4, 2019 | 282 |
| -19.66% | May 22, 2015 | 182 | Feb 11, 2016 | 164 | Oct 5, 2016 | 346 |
| -17.89% | Nov 25, 2024 | 90 | Apr 8, 2025 | 56 | Jun 30, 2025 | 146 |
| -10.21% | Jan 26, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
| -9.17% | Jul 16, 2024 | 16 | Aug 7, 2024 | 35 | Sep 26, 2024 | 51 |
| -9.04% | Feb 11, 2026 | 32 | Mar 30, 2026 | 7 | Apr 9, 2026 | 39 |
| -8.18% | Sep 18, 2014 | 19 | Oct 15, 2014 | 17 | Nov 7, 2014 | 36 |
| -7.53% | Mar 28, 2024 | 23 | May 1, 2024 | 51 | Jul 16, 2024 | 74 |
| -7.09% | Jun 4, 2021 | 75 | Sep 21, 2021 | 38 | Nov 12, 2021 | 113 |
| -6.03% | Nov 12, 2025 | 6 | Nov 20, 2025 | 5 | Nov 28, 2025 | 11 |
| -5.78% | Jan 15, 2014 | 14 | Feb 5, 2014 | 16 | Feb 28, 2014 | 30 |
| -5.63% | May 21, 2013 | 23 | Jun 24, 2013 | 13 | Jul 12, 2013 | 36 |
| -5.61% | Nov 12, 2021 | 12 | Dec 1, 2021 | 15 | Dec 22, 2021 | 27 |
| -5.59% | Dec 29, 2014 | 23 | Feb 2, 2015 | 9 | Feb 13, 2015 | 32 |
| -5.13% | Nov 25, 2014 | 14 | Dec 16, 2014 | 5 | Dec 23, 2014 | 19 |
| -4.89% | Jan 21, 2021 | 6 | Jan 29, 2021 | 6 | Feb 8, 2021 | 12 |
| -4.58% | Jan 23, 2020 | 6 | Jan 31, 2020 | 7 | Feb 11, 2020 | 13 |
| -4.47% | May 7, 2021 | 3 | May 12, 2021 | 14 | Jun 2, 2021 | 17 |
| -4.35% | Aug 2, 2013 | 17 | Aug 27, 2013 | 15 | Sep 18, 2013 | 32 |
| -4.26% | Jul 23, 2025 | 7 | Aug 1, 2025 | 8 | Aug 13, 2025 | 15 |
| -4.26% | Mar 1, 2017 | 31 | Apr 13, 2017 | 63 | Jul 14, 2017 | 94 |
| -4.23% | Sep 18, 2013 | 15 | Oct 9, 2013 | 8 | Oct 21, 2013 | 23 |
| -4.12% | Jul 24, 2014 | 10 | Aug 7, 2014 | 10 | Aug 21, 2014 | 20 |