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 2022-10-20

Cost/Risk/Yield

Dividend yield3.19%
Expense ratio0.59%
Average spread0.284%
1Y roundtrip cost0.874%

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%
201911.9%2.0%-1.4%3.9%-12.0%6.5%-2.9%-3.1%6.7%5.3%1.3%3.4%21.5%
20183.2%-2.6%-1.6%0.3%-2.9%-2.0%2.2%-2.9%0.8%-10.3%-2.6%-6.2%-24.5%
20173.3%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%
20150.2%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
20210.100.270.671.04
20200.150.110.130.170.57
20190.030.370.140.200.74
20180.050.380.080.220.73
20170.190.050.330.57
20160.210.280.50
20150.060.220.060.100.45
20140.050.05
0.000.000.290.000.001.600.000.000.730.000.002.03

Sectors and Top Holdings

Security % Assets
Lundin Energy AB2.66%
Daimler AG2.41%
JB Hi-Fi Limited2.29%
Ebara Corporation2.27%
SSAB AB Class B2.25%
Yamaha Motor Co., Ltd.2.25%
Norsk Hydro ASA2.22%
CNH Industrial NV2.17%
Japan Tobacco Inc.2.17%
Sumitomo Rubber Industries, Ltd.2.12%
Acerinox SA2.11%
Evraz PLC2.10%
Nitto Denko Corp.2.10%
A.P. Moller - Maersk A/S Class B2.10%
Asahi Kasei Corporation2.10%
Top 15 Weights33.32%

Compare with similar ETFs

IVAL FJP LDEM NIFE PSY RESE
Product nameValueShares International Quantitative Value ETFFirst Trust Japan AlphaDEX FundiShares ESG MSCI EM Leaders ETFDirexion Fallen Knives ETFDefiance Next Gen Altered Experience ETFWisdomTree Emerging Markets Dividend Fund
IssuerAlpha ArchitectFirst TrustiSharesDirexionDefianceWisdomTree
Price$21.15$37.77$40.3425$45.1958$5.9$24.618
Expense Ratio0.59%worse0.8%better0.16%better0.5%worse0.75%better0.32%
Average Spread0.284%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
Shares4,988,995689,32413,978,32176,078601,181896,571
Average Daily Volume29,6718,06730,8207,7997,4693,410
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2014-12-172011-04-182020-02-052020-06-112021-05-272016-04-07
Index TrackedAlpha Architect International Quantitative Value IndexNasdaq AlphaDEX Japan IndexMSCI EM Extended ESG Leaders 5% Issuer Capped IndexIndxx US Fallen Knives IndexNo Underlying IndexNo Underlying Index
CategoryGlobal EquitiesJapan EquitiesEmerging Markets EquitiesSmall Cap Blend Equitiesn/aAsia Pacific Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid/Small CapsSmall/Micro CapsLarge/Mid Caps
Value or GrowthValueBlendBlendBlendBlend
RegionAsia-PacificAsia-PacificAsia-PacificNorth AmericaNorth AmericaAsia-Pacific
CountriesBroadJapanBroadU.S.BroadPacific ex-Japan
Annual Dividend Rate$0.674$1.462$1.205$0$0$1.051
Annual Dividend Yield0.032%0.039%0.030%0.000%0.000%0.043%
Number of Holdings501014765020298
YTD Return-19.61%-22.76%-29.36%-20.95%-50.08%-28.18%
Beta0.110.530.640.701.170.71
Upside Beta0.09-0.240.370.06-1.800.42
Downside Beta-0.45-0.39-0.60-0.88-2.05-0.50
Volatility 1Y22.45%20.87%22.37%38.34%42.11%21.06%
Sharpe Ratio 3Y-0.56-0.620.000.000.000.00
Treynor Ratio 3Y-0.08-0.020.000.000.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew