LRGF

iShares Edge MSCI Multifactor U.S.A. ETF
A

79
*Unless otherwise stated, data provided by FactSet.

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 investment factors without straying too far from a marketlike risk profile. The fund pulls from the MSCI USA Indexa cap-weighted collection of large- and midcap stocksand uses an optimizer to increase exposure to its chosen factors while keeping 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 SSgAs competing 'Quality Mix' suite, which holds its 3 factors as equally weighted subindexes without optimization.

LRGFs constrained multifactor exposure suggests use as a core US equity allocation rather than a tactical play. It's a popular approach: the fund enjoys a sizeable asset base and an active trading market. LRGF charges a reasonable fee for its exposure.

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 June 20, 2018 the iShares Edge MSCI Multifactor U.S.A. ETF MSCI ESG Fund Quality Score is 5.21 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 57th percentile within its peer group and in the 42nd percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

LRGF CHARTS AND PERFORMANCE

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 06/20/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
LRGF 1.57% 2.43% 4.27% 15.82% 10.68% -- --
LRGF (NAV) 1.57% 2.44% 4.14% 15.89% 10.72% -- --
MSCI USA Diversified Multiple-Factor Index 1.60% 2.46% 4.22% 16.10% -- -- --
MSCI USA Investable Markets_net 2.61% 3.19% 5.41% 16.85% 11.54% 14.11% 10.23%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

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
0.20%
$1.09B
$6.66M
0.04%

LRGF Portfolio Data

$49.16B
19.56
2.47
1.61%
06/26/18
149

LRGF Index Data

Multi-Factor
Multi-Factor
MSCI USA Investable Markets_net

LRGF Portfolio Management

0.20%
-0.21%
-0.10%
-0.29%

LRGF Tax Exposures

20.00% / 39.60%
--
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
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

LRGF Factset Analytics Block Liquidity

As of 06/21/18
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

204,935
$6.66M
113,007
$3.67M
0.04%
$0.01
0.04%
0.22% / -1.97%
None
100.00%
50,000
2.26
0.02%
0.01%
--
$33.00
5

LRGF Sector/Industry Breakdown


LRGF
Segment Benchmark
20.77%
23.44%
17.85%
18.05%
14.46%
10.54%
11.86%
12.84%
9.59%
12.96%
7.70%
2.92%
6.81%
5.82%
5.53%
2.79%
3.42%
6.80%
0.44%
1.73%

LRGF TOP 10 HOLDINGS[View All]

2.47%
2.39%
2.32%
2.07%
2.04%
2.04%
2.01%
1.85%
1.84%
1.73%
20.76%

LRGF Countries


LRGF
Segment Benchmark
100.00%
99.93%
0.17%
--
--
0.07%

LRGF Regions


LRGF
Segment Benchmark
100.00%
100.00%
0.17%
--

LRGF Economic Development


LRGF
Segment Benchmark
100.00%
100.00%
0.17%
--

LRGF Performance Statistics

0.94
0.94
0.93
0.94
0.19%
MSCI USA Investable Markets_net

LRGF MSCI ESG Ratings

5.21 / 10
56.93
41.84
11.08%
7.21%
221.11

LRGF BENCHMARK COMPARISON HOLDINGS

149
2374
148
12.68%

LRGF BENCHMARK COMPARISON SUMMARY


LRGF
Segment Benchmark
149
2374
$49.16B
$167.55B
19.56
25.56
2.47
3.08
1.91%
1.82%
--
--

LRGF BENCHMARK COMPARISON MARKET CAP SIZE


LRGF
Segment Benchmark
73.49%
80.35%
26.51%
14.88%
0.00%
4.47%
0.00%
0.31%