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IVLU vs CMF

Comparison between ISHARES MSCI INTL VALUE FACTOR ETF (IVLU, ETF) and ISHARES CALIFORNIA MUNI BOND ETF (CMF, ETF).

5-Year PerformanceIVLU has outperformed CMF, delivering a return of +14.1% compared to +0.6%

IVLU vs CMF - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
IVLU
$4.30B
Winner
CMF
$4.40B
Expense Ratio
IVLU
0.31%
Winner
CMF
0.08%
Max Drawdown
IVLU
45.37%
Winner
CMF
22.81%
Sharpe Ratio
Winner
IVLU
1.73
CMF
1.02
5Y Beta
IVLU
0.71
Winner
CMF
0.03
5Y Dividends CAGR
Winner
IVLU
18.76%
CMF
9.81%

IVLU vs CMF - Historical Returns

Returns include dividend reinvestment.

1M
Winner
IVLU
+1.54%
CMF
+0.57%
3M
Winner
IVLU
+9.25%
CMF
+0.86%
6M
Winner
IVLU
+14.35%
CMF
+1.44%
1Y
Winner
IVLU
+33.79%
CMF
+6.26%
5Y(CAGR)
Winner
IVLU
+14.08%
CMF
+0.58%
10Y(CAGR)
Winner
IVLU
+11.50%
CMF
+1.68%
Max(CAGR)
Winner
IVLU
+8.62%
CMF
+3.29%

IVLU vs CMF - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearIVLUCMF
2026+11.61%+0.89%
2025+46.91%+3.22%
2024+7.34%+1.78%
2023+18.89%+5.24%
2022-6.63%-8.18%
2021+15.17%+0.77%
2020-5.66%+4.50%
2019+15.74%+7.01%
2018-15.89%+0.92%
2017+21.93%+4.69%
2016+5.31%-0.37%
2015-10.18%+3.00%
2014N/A+10.66%
2013N/A-3.23%
2012N/A+7.34%
2011N/A+15.75%
2010N/A-2.55%
2009N/A+8.14%
2008N/A+0.64%
2007N/A+1.37%

IVLU vs CMF Drawdown Comparison

The maximum drawdown for IVLU was -41.86%, occurring on Mar 23, 2020. Recovery took 824 trading sessions.

The maximum drawdown for CMF was -16.45%, occurring on Jun 10, 2015. Recovery took 1295 trading sessions.

The current IVLU drawdown is -0.53%. The current CMF drawdown is -0.92%.

RankIVLUCMF
#1-41.86%
Jan 26, 2018 - May 6, 2021
-16.45%
Dec 26, 2014 - Feb 20, 2020
#2-26.01%
Feb 9, 2022 - Jun 15, 2023
-14.57%
Mar 9, 2020 - Jul 16, 2020
#3-24.85%
Aug 5, 2015 - May 5, 2017
-13.25%
May 21, 2008 - Jan 7, 2009
#4-15.48%
Mar 19, 2025 - May 9, 2025
-12.46%
Aug 3, 2021 - Sep 18, 2025
#5-11.69%
Feb 25, 2026 - May 26, 2026
-11.65%
Sep 1, 2010 - Aug 2, 2011
#6-9.66%
Jul 31, 2023 - Dec 13, 2023
-10.57%
Nov 30, 2012 - Apr 10, 2014
#7-9.13%
Jun 7, 2021 - Jan 7, 2022
-5.15%
Jan 22, 2008 - May 21, 2008
#8-8.95%
Sep 26, 2024 - Feb 14, 2025
-4.75%
Apr 27, 2009 - Aug 17, 2009
#9-8.04%
Jul 17, 2024 - Aug 23, 2024
-4.19%
Sep 24, 2009 - Apr 27, 2010
#10-5.41%
Nov 12, 2025 - Dec 2, 2025
-3.80%
Apr 18, 2012 - Sep 28, 2012
#11-5.00%
May 15, 2024 - Jul 12, 2024
-3.05%
Jan 14, 2009 - Feb 9, 2009
#12-4.82%
Jan 14, 2022 - Feb 9, 2022
-2.91%
Feb 27, 2026 - Mar 24, 2026
#13-4.22%
Apr 9, 2024 - May 6, 2024
-2.89%
Sep 22, 2011 - Dec 8, 2011
#14-3.91%
May 26, 2026 - Jun 10, 2026
-2.72%
Feb 11, 2009 - Mar 24, 2009
#15-3.86%
Jul 23, 2025 - Aug 8, 2025
-2.18%
Feb 12, 2021 - Jun 11, 2021

Correlation

Correlation between IVLU and CMF is 0.66 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.66
-101

Dividend Comparison (2007 - 2026)

IVLU vs CMF dividend yield comparison.

YearIVLUCMF
20260.00%1.22%
20253.71%2.94%
20244.46%2.78%
20234.69%2.29%
20223.59%1.91%
20213.47%1.58%
20202.05%1.80%
20193.53%2.03%
20182.82%2.17%
20172.87%2.09%
20162.53%2.21%
20150.93%2.55%
20140.00%2.80%
20130.00%3.12%
20120.00%3.08%
20110.00%3.66%
20100.00%4.19%
20090.00%3.77%
20080.00%3.52%
20070.00%0.82%

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