ValueShares International Quantitative Value ETF (IVAL)
Description
The investment seeks to track the performance of the Alpha Architect International Quantitative Value Index. The IVAL ETF contains 50 constituents. It is focused on value holdings in the Asia-Pacific region.
Price $21.15 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 3.19% |
| Expense ratio | 0.59% |
| Average spread | 0.284% |
| 1Y roundtrip cost | 0.874% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -0.8% | -0.0% | 1.6% | -6.4% | 5.3% | -14.0% | 4.7% | -3.5% | -10.8% | 4.3% | -19.5% | ||
| 2021 | -0.1% | 0.5% | 4.9% | 0.7% | 3.0% | -2.6% | -0.8% | -2.2% | -3.3% | 1.1% | -7.0% | 6.2% | 0.5% |
| 2020 | -5.1% | -9.8% | -17.1% | 9.1% | 6.3% | 0.9% | -1.8% | 8.2% | -2.9% | -4.4% | 10.1% | 5.2% | -1.1% |
| 2019 | 11.9% | 2.0% | -1.4% | 3.9% | -12.0% | 6.5% | -2.9% | -3.1% | 6.7% | 5.3% | 1.3% | 3.4% | 21.5% |
| 2018 | 3.2% | -2.6% | -1.6% | 0.3% | -2.9% | -2.0% | 2.2% | -2.9% | 0.8% | -10.3% | -2.6% | -6.2% | -24.5% |
| 2017 | 3.3% | 4.1% | 2.3% | 3.7% | 2.7% | 0.5% | 3.7% | 1.3% | 1.7% | 2.3% | -0.6% | 2.4% | 27.4% |
| 2016 | -6.1% | -2.6% | 6.5% | 0.4% | 0.1% | -5.7% | 8.7% | 3.3% | 0.9% | 3.9% | -1.9% | 2.6% | 10.2% |
| 2015 | 0.2% | 5.5% | -0.6% | 4.5% | 0.1% | -3.2% | -2.1% | -6.5% | -5.1% | 8.4% | -1.5% | -2.2% | -2.6% |
| 6.6% | -3.0% | -5.4% | 16.3% | 2.6% | -19.6% | 11.6% | -5.3% | -12.0% | 10.8% | -2.2% | 11.4% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 0.10 | 0.27 | 0.67 | 1.04 | |||||||||
| 2020 | 0.15 | 0.11 | 0.13 | 0.17 | 0.57 | ||||||||
| 2019 | 0.03 | 0.37 | 0.14 | 0.20 | 0.74 | ||||||||
| 2018 | 0.05 | 0.38 | 0.08 | 0.22 | 0.73 | ||||||||
| 2017 | 0.19 | 0.05 | 0.33 | 0.57 | |||||||||
| 2016 | 0.21 | 0.28 | 0.50 | ||||||||||
| 2015 | 0.06 | 0.22 | 0.06 | 0.10 | 0.45 | ||||||||
| 2014 | 0.05 | 0.05 | |||||||||||
| 0.00 | 0.00 | 0.29 | 0.00 | 0.00 | 1.60 | 0.00 | 0.00 | 0.73 | 0.00 | 0.00 | 2.03 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Lundin Energy AB | 2.66% |
| Daimler AG | 2.41% |
| JB Hi-Fi Limited | 2.29% |
| Ebara Corporation | 2.27% |
| SSAB AB Class B | 2.25% |
| Yamaha Motor Co., Ltd. | 2.25% |
| Norsk Hydro ASA | 2.22% |
| CNH Industrial NV | 2.17% |
| Japan Tobacco Inc. | 2.17% |
| Sumitomo Rubber Industries, Ltd. | 2.12% |
| Acerinox SA | 2.11% |
| Evraz PLC | 2.10% |
| Nitto Denko Corp. | 2.10% |
| A.P. Moller - Maersk A/S Class B | 2.10% |
| Asahi Kasei Corporation | 2.10% |
| Top 15 Weights | 33.32% |
Compare with similar ETFs
| IVAL | FJP | LDEM | NIFE | PSY | RESE | |
|---|---|---|---|---|---|---|
| Product name | ValueShares International Quantitative Value ETF | First Trust Japan AlphaDEX Fund | iShares ESG MSCI EM Leaders ETF | Direxion Fallen Knives ETF | Defiance Next Gen Altered Experience ETF | WisdomTree Emerging Markets Dividend Fund |
| Issuer | Alpha Architect | First Trust | iShares | Direxion | Defiance | WisdomTree |
| Price | $21.15 | $37.77 | $40.3425 | $45.1958 | $5.9 | $24.618 |
| Expense Ratio | 0.59% |  0.8% |  0.16% | 0.5% | 0.75% | 0.32% |
| Average Spread | 0.284% | 0.556% | 0.273% | 0.376% | 1.356% | 0.406% |
| AUM | $105,517,000 | $26,035,800 | $563,920,000 | $3,438,410 | $3,546,970 | $22,071,800 |
| Shares | 4,988,995 | 689,324 | 13,978,321 | 76,078 | 601,181 | 896,571 |
| Average Daily Volume | 29,671 | 8,067 | 30,820 | 7,799 | 7,469 | 3,410 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2014-12-17 | 2011-04-18 | 2020-02-05 | 2020-06-11 | 2021-05-27 | 2016-04-07 |
| Index Tracked | Alpha Architect International Quantitative Value Index | Nasdaq AlphaDEX Japan Index | MSCI EM Extended ESG Leaders 5% Issuer Capped Index | Indxx US Fallen Knives Index | No Underlying Index | No Underlying Index |
| Category | Global Equities | Japan Equities | Emerging Markets Equities | Small Cap Blend Equities | n/a | Asia Pacific Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid/Small Caps | Small/Micro Caps | Large/Mid Caps |
| Value or Growth | Value | Blend | Blend | Blend | Blend | |
| Region | Asia-Pacific | Asia-Pacific | Asia-Pacific | North America | North America | Asia-Pacific |
| Countries | Broad | Japan | Broad | U.S. | Broad | Pacific ex-Japan |
| Annual Dividend Rate | $0.674 | $1.462 | $1.205 | $0 | $0 | $1.051 |
| Annual Dividend Yield | 0.032% | 0.039% | 0.030% | 0.000% | 0.000% | 0.043% |
| Number of Holdings | 50 | 101 | 476 | 50 | 20 | 298 |
| YTD Return | -19.61% | -22.76% | -29.36% | -20.95% | -50.08% | -28.18% |
| Beta | 0.11 | 0.53 | 0.64 | 0.70 | 1.17 | 0.71 |
| Upside Beta | 0.09 | -0.24 | 0.37 | 0.06 | -1.80 | 0.42 |
| Downside Beta | -0.45 | -0.39 | -0.60 | -0.88 | -2.05 | -0.50 |
| Volatility 1Y | 22.45% | 20.87% | 22.37% | 38.34% | 42.11% | 21.06% |
| Sharpe Ratio 3Y | -0.56 | -0.62 | 0.00 | 0.00 | 0.00 | 0.00 |
| Treynor Ratio 3Y | -0.08 | -0.02 | 0.00 | 0.00 | 0.00 | 0.00 |