Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GLOF (iShares Global Equity Factor ETF) | 10.27% | 26.94% | 21.70% | 10.97% | 11.90% | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 05/04/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GLOF (iShares Global Equity Factor ETF) | 05/04/2015 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.51 | 26.94 | 21.70 | 10.97 | 11.90 | NA | NA | … | … | 10.27 | 23.91 | 17.50 | 22.38 | -16.97 | 18.67 | 10.01 | 23.21 | -13.70 | 29.86 | 5.00 | -6.46 |
| Sharpe Ratio | NA | 1.88 | 1.31 | 0.54 | 0.60 | NA | NA | … | … | 1.46 | 1.27 | 1.17 | 1.53 | -0.84 | 1.39 | 0.30 | 1.73 | -0.94 | 3.24 | 0.29 | -0.53 |
| Standard Deviation(%) | NA | 12.94 | 14.11 | 15.71 | 17.25 | NA | NA | … | … | 15.79 | 16.62 | 11.84 | 12.33 | 21.85 | 13.37 | 31.98 | 12.54 | 16.02 | 9.06 | 16.69 | 18.05 |
| Draw Down(%) | NA | 9.05 | 16.11 | 25.15 | 34.12 | NA | NA | … | … | 9.05 | 16.11 | 8.72 | 10.04 | 25.15 | 7.20 | 34.12 | 8.05 | 23.82 | 3.47 | 13.50 | 13.53 |
| Yield(%) | 0.00 | 1.92 | 2.86 | 2.33 | 3.17 | 2.02 | 1.52 | … | … | 0.00 | 2.07 | 2.99 | 3.00 | 2.05 | 2.22 | 1.85 | 2.90 | 1.71 | 2.45 | 2.05 | 0.85 |
Data as of 06/05/2026, Common starting date is 05/04/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLOF (iShares Global Equity Factor ETF) |
-0.45%
Mar 2017 – Mar 2020 |
2.23%
Sep 2017 – Sep 2022 |
9.24%
Jun 2015 – Jun 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLOF (iShares Global Equity Factor ETF) |
23.99%
Sep 2022 – Sep 2025 |
15.28%
Oct 2020 – Oct 2025 |
12.34%
May 2016 – May 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart