iShares Edge MSCI USA Size Factor ETF (SIZE)

97.17 -1.57  -1.59% NYSE Arca Jan 27, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 97.17
Discount or Premium to NAV 0.02%
Turnover Ratio 30.00%
1 Year Fund Level Flows 1.234B

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -0.31% -0.29% 1.82% 69
3M 5.96% 6.01% 8.86% 73
6M 5.09% 5.06% 8.70% 87
YTD -0.25% -0.24% 1.67% 69
1Y 18.78% 18.67% 24.09% 75
3Y 11.82% 11.87% 13.17% 67
5Y 10.03% 10.19% 10.24% 53
10Y -- -- 12.42% --
15Y -- -- 8.54% --
20Y -- -- 6.21% --
As of Jan. 27, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.34% 0.34% 0.00%
Stock 99.66% 99.66% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Jan. 24, 2020

Region Exposure

Americas 98.12%
North America 97.93%
Latin America 0.18%
Greater Europe 1.38%
United Kingdom 0.79%
Europe Developed 0.45%
Europe Emerging 0.14%
Africa/Middle East 0.00%
Greater Asia 0.50%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.35%
Asia Emerging 0.15%
Market Classification
% Developed Markets 99.52%
% Emerging Markets 0.48%
As of Jan. 24, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 3.73%
Communication Services 6.11%
Consumer Cyclical 12.22%
Consumer Defensive 5.84%
Energy 4.40%
Financial Services 14.72%
Healthcare 12.24%
Industrials 12.85%
Real Estate 7.10%
Technology 15.57%
Utilities 5.21%
As of Jan. 24, 2020

Stock Market Capitalization

Giant 8.99%
Large 38.32%
Medium 52.68%
Small 0.00%
Micro 0.00%
As of Jan. 24, 2020

Stock Style Exposure

Large Cap Value 15.77%
Large Cap Blend 19.10%
Large Cap Growth 12.51%
Mid Cap Value 19.60%
Mid Cap Blend 18.26%
Mid Cap Growth 14.76%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Jan. 24, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
TFC Truist Financial Corp 0.30% 54.68 -1.44%
CNC Centene Corp 0.30% 63.42 -4.79%
VIAC ViacomCBS Inc Class B 0.29% 35.43 +0.85%
GRUB GrubHub Inc 0.24% 57.50 +1.05%
BMY Bristol-Myers Squibb Company 0.24% 64.05 +0.55%
TSLA Tesla Inc 0.23% 569.15 +1.99%
WDC Western Digital Corp 0.21% 67.50 +1.26%
PAYC Paycom Software Inc 0.21% 312.54 +0.00%
ALNY Alnylam Pharmaceuticals Inc 0.21% 117.03 -2.48%
UBER Uber Technologies Inc 0.20% 36.75 +1.24%
As of Jan. 24, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the MSCI USA Low Size Index. The fund generally will invest at least 90% of its assets in the component securities of the underlying index and may invest up to 10% of its assets in certain futures, options and swap contracts, cash and cash equivalents, including shares of money market funds advised by BFA or its affiliates, as well as in securities not included in the underlying index, but which BFA believes will help the fund track the underlying index. The index is based on a traditional market capitalization-weighted parent index, the MSCI USA Index (the "parent index").
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Blend
Prospectus Objective Growth
Fund Owner Firm Name iShares
Benchmark Index
MSCI USA LOW SIZE GR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 3.63 yrs
Amy Whitelaw 1.01 yrs
Greg Savage 6.63 yrs
Jennifer Hsui 6.63 yrs
Rachel Aguirre 1.01 yrs

Net Fund Flows

1M 109.58M
3M 1.145B
6M 1.155B
YTD 1.234B
1Y 1.234B
3Y 1.251B
5Y 1.238B
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) 0.9673
Max Drawdown (All) 18.65%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 1.298
30-Day Rolling Volatility 8.32%
Daily Value at Risk (VaR) 1% (All) 2.44%
Monthly Value at Risk (VaR) 1% (All) 7.96%

Fundamentals

Dividend Yield TTM (1-27-20) 1.36%
30-Day SEC Yield (12-17-18) 0.00%
7-Day SEC Yield --
Weighted Average PE Ratio 20.85
Weighted Average Price to Sales Ratio 1.715
Weighted Average Price to Book Ratio 2.751
Weighted Median ROE 17.61%
Weighted Median ROA 5.84%
Forecasted Dividend Yield 1.80%
Forecasted PE Ratio 17.60
Forecasted Price to Sales Ratio 1.650
Forecasted Price to Book Ratio 2.664
Number of Holdings 643
As of Jan. 24, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 9.19%
Forecasted Book Value Growth 4.57%
Forecasted Cash Flow Growth 10.02%
Forecasted Earnings Growth 10.78%
Forecasted Revenue Growth 6.49%
As of Jan. 24, 2020

Comparables

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Attributes

Key Dates
Inception Date 4/16/2013
Termination Date
Last Annual Report Date 7/31/2019
Last Prospectus Date 11/29/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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