VLUE — iShares MSCI USA Value Factor ETF

Overview

The iShares MSCI USA Value Factor ETF (VLUE) is a fund within the US Quality / Factor category managed by issuer iShares. Tracking 120 ETFs across all categories, it holds an overall rank of #5 and has received an ETFValuer grade of B+ with a score of 81.9 out of 100. The fund carries an expense ratio of 0.15% and offers a dividend yield of 1.40%. With assets under management totaling $10.6 billion and a share price of $191.46, the fund demonstrates significant investor adoption relative to its category peers. It is one of five ETFs tracked in its specific category, positioning it as a substantial player within the US Quality / Factor segment.

VLUE has recorded a 1-day return of -0.21% and a 1-week decline of -4.18%, followed by a modest 1-month gain of +0.11%. The fund then accelerated significantly over the next three months with a return of +31.32%, continuing this upward trajectory to reach +37.35% over six months. Year-to-date performance stands at +38.48%, while the 1-year return has surged to +70.58%. This momentum extended further into the long term, resulting in a 3-year return of +115.30%. The data indicates a pattern where short-term volatility gave way to sustained, accelerating gains over the medium and long-term horizons.

The fund is assigned a Moderate volatility label and exhibits a beta of 1.20, suggesting price movements that are more sensitive than the broader market. Despite this higher sensitivity, the ETF has achieved a Sharpe ratio of 3.33, indicating strong risk-adjusted returns relative to the volatility experienced. The maximum drawdown recorded for the fund is -17.89%, representing the largest peak-to-trough decline during the measured period. This combination of a moderate volatility classification, a beta above 1.0, and a high Sharpe ratio implies the fund has delivered substantial returns while managing downside risk effectively. The -17.89% drawdown figure provides a specific measure of the maximum loss an investor would have faced during the most adverse market conditions in the dataset.

AI-generated summary based on the data on this page.

VLUE Top Holdings

Holdings as of 2026-04-30 per the fund's most recent SEC N-PORT-P filing.

Market Backdrop

10-Year Treasury Yield: 4.55% (as of 2026-07-07) — The yield on 10-year US Treasury bonds — the standard "risk-free rate" benchmark used to contextualize this fund’s Sharpe ratio and returns.

CBOE Volatility Index (VIX): 16.13 (as of 2026-07-07) — A real-time gauge of expected S&P 500 volatility over the next 30 days — useful context for this fund’s own volatility label.

Federal Funds Rate: 3.63% (as of 2026-06-01) — The Federal Reserve’s target policy rate, which anchors short-term borrowing costs across the economy.

VLUE Performance History

How VLUE Compares to Other US Quality / Factor ETFs