GLOF
iShares Global Equity Factor ETF
iShares Trust
ETFIndex fund

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
23.69%
3 year
21.14%
5 year
11.95%
10 year
10.95%

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

2025 onward derived from N-PORT monthly returns

Risk statistics

78 months through Jan. 31, 2026
Volatility (ann.)
10.97%
Sharpe
1.79
Sortino
3.84
Max drawdown
-24.46%
Best month
10.86%
Worst month
-13.94%
Beta vs VTIAX
0.83
Correlation
0.86

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.