LRGF

iShares Edge MSCI Multifactor USA ETF
A

75
  • Overview
  • Efficiency
  • Tradability
  • Fit

LRGF Fund Description

The iShares Edge MSCI Multifactor USA ETF tracks an index of US large- and midcap equities. Stocks are selected and weighted to increase exposure to 4 factors (quality, value, momentum and size) while maintaining similar characteristics to the MSCI USA index.

LRGF Factset Analytics Insight

LRGF aims to provide enhanced exposure to popular factors without straying too far from marketlike returns. The fund pulls from the MSCI USA Index—a cap-weighted collection of large- and midcap stocks—and optimizes its exposure to its factors to keep the expected risk of the fund similar to that of the parent index. Sector and security constraints are also in place. The factors (quality, value, momentum and size) are quite popular among ETFs either singly or in groups. LRGF’s approach differs from that of ETFs in the SSgA “Quality Mix” suite, which holds its 3 factors as equally weighted subindexes without optimization. The fund’s constrained multifactor exposure suggests use as a core long-term US equity allocation rather than a short-term tactical play. The new ETF charges a reasonable fee but faces stiff competition in an increasingly crowded field. Trade LRGF with care in early days.

LRGF MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of November 20, 2017 the iShares Edge MSCI Multifactor USA ETF MSCI ESG Fund Quality Score is 4.94 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. LRGF ranks in the 41st percentile within its peer group and in the 32nd percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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LRGF Top 10 Countries

LRGF Top 10 Sectors

LRGF Top 10 Holdings View All

LRGF Summary Data

BlackRock
iShares
04/30/15
Open-Ended Fund
0.2%
$731.27M
$4.31M
0.09%

LRGF Portfolio Data

$47.87B
20.47
2.18
1.51%
12/21/17
147

LRGF Index Data

Multi-Factor
Multi-Factor
MSCI USA Investable Markets_net

Related ETFs to LRGF

QDF, DGRW, TILT, FPX, VUSE
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

LRGF Portfolio Management

0.2%
-0.24%
-0.1%
-0.38%

LRGF Tax Exposures

20% / 39.6%
--
Qualified dividends
No

LRGF Fund Structure

Open-Ended Fund
No
Yes
72% / 29%
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
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LAST 10 TRADES
TIMEPRICESHARES
15:59:3431.4340
15:59:3431.43100
14:43:2931.46100
11:34:2631.44100
11:16:4331.44145
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Bats BZX Real-time Quote - 17:03:25
Daily Spread
Premium/Discount
Volume

LRGF Factset Analytics Block Liquidity

As of 11/21/17
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of LRGF. LRGF is rated a 5 out of 5.

LRGF Tradability

141,908
$4.31M
97,726
$3.01M
0.09%
$0.03
0.04%
0.2% / -1.97%
None
100%
50,000
1.95
0.03%
0.01%
--
$31.31
5

LRGF Sector/Industry BreakdownView All

LRGFSegment Benchmark
18.40% 21.70%
21.74% 17.12%
10.96% 11.31%
13.82% 10.70%
12.80% 10.17%
3.11% 7.83%
5.67% 5.32%
2.89% 5.02%

LRGF Geographic Exposure

LRGFSegment Benchmark
99.79% 99.46%
0.05% 0.54%
0.04% --
0.09% --
0.01% --
0.00% --
0.01% --
0.00% --
0.01% --

LRGFSegment Benchmark
99.88% 99.46%
0.07% 0.54%
0.04% --
99.96% / 0.04% 100.00% / 0.00%

LRGF Performance Statistics

0.88
0.98
0.96
0.98
0.16%
MSCI USA Investable Markets_net

LRGF MSCI ESG Ratings

4.94 / 10
41.08
31.92
10.53%
5.67%
219.22

LRGF BENCHMARK COMPARISON

    LRGF
    147 Holdings
    Segment Benchmark
    2422 Constituents
    Shared Holdings
    147 (Count)
     
    11.96% (Weight)
LRGFSegment Benchmark
144.93 B 47.87 B
79.14% 73.39%
15.84% 26.61%
4.64% 0.00%
0.38% 0.00%
1.81% 2.13%
Low Low