iShares MSCI Global Multifactor ETF (GLOF) Performance
GLOF total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +13.7% since Dec 31, 2025
- 1 year
- +16.5% total return
- 5 years
- +11.8% a year
- 10 years
- +12.0% a year
- Since first price
- +10.0% a year since 2015
GLOF trailing returns vs SPY, QQQ, AGG
| Period | GLOF total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −2.6% | −2.6% | −1.0% | −5.0% | +0.9% |
| 3 months | +2.0% | +2.0% | +3.2% | +1.9% | −0.4% |
| 6 months | +6.9% | +6.1% | +7.8% | +8.4% | −1.5% |
| YTD | +13.7% | +12.9% | +12.3% | +15.1% | −1.0% |
| 1 year | +16.5% | +14.6% | +14.4% | +15.9% | −1.1% |
| 3 years | +89.6%+23.8%/yr | +77.3% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +74.4%+11.8%/yr | +55.9% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +211.9%+12.0%/yr | +151.7% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionMay 4, 2015 | +197.9%+10.0%/yr | +135.9% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: GLOF vs SPY
From May 4, 2015: GLOF grew to $29,789, SPY to $43,452.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
GLOF returns by calendar year
8 of 10 full years positive. Best 2017 (+29.9%), worst 2022 (−17.0%). 2026 is year to date.
GLOF annual returns table
| Year | GLOF | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +13.7% | −9.1% | +12.3% | +15.1% | −1.0% |
| 2025 | +23.9% | −16.1% | +17.7% | +20.8% | +7.2% |
| 2024 | +17.5% | −8.7% | +24.9% | +25.6% | +1.3% |
| 2023 | +22.4% | −10.0% | +26.2% | +54.9% | +5.7% |
| 2022 | −17.0% | −25.2% | −18.2% | −32.6% | −13.0% |
| 2021 | +18.7% | −7.2% | +28.7% | +27.4% | −1.8% |
| 2020 | +10.0% | −34.1% | +18.3% | +48.6% | +7.5% |
| 2019 | +23.2% | −8.1% | +31.2% | +39.0% | +8.5% |
| 2018 | −13.7% | −23.8% | −4.6% | −0.1% | +0.1% |
| 2017 | +29.9% | −3.5% | +21.7% | +32.7% | +3.6% |
| 2016 | +5.0% | −11.3% | +12.0% | +7.1% | +2.4% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
GLOF largest drawdowns
Now 3.5% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 17, 2020 | −34.1% | Mar 23, 2020 | Nov 11, 2020 | 2 months | 10 months |
| Jan 4, 2022 | −25.2% | Sep 30, 2022 | Dec 19, 2023 | 9 months | 2.0 years |
| Jan 26, 2018 | −23.8% | Dec 24, 2018 | Jan 17, 2020 | 11 months | 2.0 years |
| May 21, 2015 | −19.9% | Feb 11, 2016 | Jan 10, 2017 | 9 months | 1.6 years |
| Feb 18, 2025 | −16.1% | Apr 8, 2025 | May 15, 2025 | 49 days | 3 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
GLOF risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2015 |
|---|---|---|---|---|
| Annualized return | +23.6% | +12.9% | +12.0% | +10.3% |
| Volatility (annualized) | 11.5% | 14.8% | 14.9% | 14.9% |
| Sharpe ratio | 1.54 | 0.66 | 0.69 | 0.60 |
| Sortino ratio | 3.11 | 1.04 | 1.03 | 0.90 |
| Best month | +9.5% | +9.5% | +10.6% | +10.6% |
| Worst month | −5.7% | −9.5% | −15.0% | −15.0% |
| Best 12 months | +33.6% | +33.6% | +55.3% | +55.3% |
| Worst 12 months | +6.3% | −19.3% | −19.3% | −19.3% |
| Positive months | 75% | 65% | 67% | 64% |
| Beta vs S&P 500 | 0.88 | 0.91 | 0.93 | — |
| Correlation with S&P 500 | 0.96 | 0.96 | 0.95 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
GLOF rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 126 | −19.3% | +14.0% | +55.3% | 75% |
| 3-year (a year) | 102 | −0.5% | +9.1% | +24.0% | 99% |
| 5-year (a year) | 78 | +2.2% | +10.4% | +15.3% | 100% |
| 10-year (a year) | 18 | +8.5% | +11.4% | +12.4% | 100% |
Every holding period starting at a month-end since 2015. Returns for 3 years and longer are annualized.
GLOF performance overview
iShares MSCI Global Multifactor ETF (GLOF) returned +16.5% over the past year and +12.0% a year over ten years, with distributions reinvested. Since its first recorded price in 2015 it has returned +10.0% a year, turning $10,000 into about $29,789. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −34.1%, from Jan 17, 2020 to Mar 23, 2020, and it took 8 months to get back to the old high. GLOF finished 8 of its 10 full calendar years with a gain; the best year was 2017 (+29.9%) and the worst 2022 (−17.0%). Volatility has been 14.9% a year.
Related: GLOF chart, GLOF holdings, GLOF dividends, GLOF valuation. See the GLOF overview for the latest quote and fund facts.
GLOF performance FAQ
What is the GLOF return over the past year?
GLOF returned +16.5% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 14.6%.
What is the average annual return of GLOF?
GLOF has returned +11.8% a year over 5 years, +12.0% a year over 10 years, +10.0% a year since May 4, 2015 (total return, distributions reinvested).
How much would $10,000 invested in GLOF be worth?
$10,000 invested in GLOF at its first recorded close on May 4, 2015 would be worth about $29,789 on October 23, 2026 with distributions reinvested.
What was the worst year for GLOF?
The worst calendar year was 2022, with a total return of −17.0%. The best was 2017 at +29.9%.
What is the biggest drawdown of GLOF?
The largest peak-to-trough decline was −34.1% between January 17, 2020 and March 23, 2020. It recovered to the old high on November 11, 2020, 8 months after the bottom.
How volatile is GLOF?
Over the past 3 years GLOF had an annualized volatility of 11.5% and a Sharpe ratio of 1.54 (excess return over 1–3 month T-bills per unit of risk).