iShares Edge MSCI USA Value Factor ETF (VLUE)

73.88 -0.35  -0.47% BATS Aug 6, 15:33 USD
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Key Stats

Net Asset Value 74.23
Discount or Premium to NAV 0.00%
Turnover Ratio 35.00%
1 Year Fund Level Flows 2.621B

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 3.10% 3.07% 4.25% 96
3M 10.76% 10.75% 12.03% 66
6M -16.31% -16.32% -10.46% 89
YTD -15.88% -15.93% -11.44% 85
1Y -2.29% -2.30% -2.73% 71
3Y 2.24% 2.25% 3.14% 64
5Y 5.16% 5.16% 5.39% 55
10Y -- -- 9.29% --
15Y -- -- 6.05% --
20Y -- -- 6.11% --
As of Aug. 5, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.24% 0.24% 0.00%
Stock 99.76% 99.76% 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 Aug. 4, 2020

Region Exposure

Americas 98.92%
North America 98.92%
Latin America 0.00%
Greater Europe 0.27%
United Kingdom 0.27%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.81%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.41%
Asia Emerging 0.40%
Market Classification
% Developed Markets 99.60%
% Emerging Markets 0.40%
As of Aug. 4, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 2.11%
Communication Services 10.79%
Consumer Cyclical 9.86%
Consumer Defensive 7.80%
Energy 2.67%
Financial Services 9.96%
Healthcare 15.64%
Industrials 9.32%
Real Estate 3.25%
Technology 25.57%
Utilities 3.03%
As of Aug. 4, 2020

Stock Market Capitalization

Giant 21.54%
Large 45.63%
Medium 32.83%
Small 0.00%
Micro 0.00%
As of Aug. 4, 2020

Stock Style Exposure

Large Cap Value 59.39%
Large Cap Blend 8.00%
Large Cap Growth 0.00%
Mid Cap Value 23.81%
Mid Cap Blend 8.80%
Mid Cap Growth 0.00%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Aug. 4, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
T AT&T Inc 8.29% 29.78 -0.23%
INTC Intel Corp 7.78% 48.42 -1.02%
IBM International Business Machines Corp 3.64% 125.99 +0.43%
MU Micron Technology Inc 3.64% 48.60 -4.80%
PFE Pfizer Inc 2.48% 38.31 -0.36%
GM General Motors Co 2.47% 26.66 +1.25%
C Citigroup Inc 2.43% 50.87 -0.33%
TGT Target Corp 2.01% 129.14 -0.18%
CVS CVS Health Corp 1.80% 64.19 -0.33%
LRCX Lam Research Corp 1.69% 378.04 -1.42%
As of Aug. 4, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the MSCI USA Enhanced Value Index composed of U.S. large- and mid-capitalization stocks with value characteristics and relatively lower valuations. 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. The index is based on a traditional market capitalization-weighted parent index, the MSCI USA Index (the "parent index"). The parent index includes U.S. large- and mid- capitalization stocks.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Value
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Value
Prospectus Objective Growth
Fund Owner Firm Name iShares
Benchmark Index
MSCI USA Enhanced Value GR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 4.30 yrs
Amy Whitelaw 1.67 yrs
Greg Savage 7.30 yrs
Jennifer Hsui 7.30 yrs
Rachel Aguirre 1.67 yrs

Net Fund Flows

1M -34.41M
3M 894.42M
6M 1.718B
YTD 1.754B
1Y 2.621B
3Y 3.491B
5Y 4.928B
10Y --
As of July 31, 2020

Risk Info

Beta (5Y) 1.122
Max Drawdown (All) 39.47%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.4709
30-Day Rolling Volatility 22.20%
Daily Value at Risk (VaR) 1% (All) 3.52%
Monthly Value at Risk (VaR) 1% (All) 18.03%

Fundamentals

Dividend Yield TTM (8-6-20) 3.04%
30-Day SEC Yield (3-31-20) 3.89%
7-Day SEC Yield --
Weighted Average PE Ratio 13.52
Weighted Average Price to Sales Ratio 0.7713
Weighted Average Price to Book Ratio 1.444
Weighted Median ROE 13.61%
Weighted Median ROA 4.86%
Forecasted Dividend Yield 3.80%
Forecasted PE Ratio 11.77
Forecasted Price to Sales Ratio 0.7133
Forecasted Price to Book Ratio 1.258
Number of Holdings 155
As of Aug. 4, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 7.53%
Forecasted Book Value Growth 7.21%
Forecasted Cash Flow Growth 4.23%
Forecasted Earnings Growth -0.55%
Forecasted Revenue Growth 5.66%
As of Aug. 4, 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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