VLUE

iShares Edge MSCI USA Value Factor ETF
CLOSING PRICECHANGE (%)VOLUME
$76.87+0.14 (0.18%)41.25K
4:00:00 p.m. (ET) 09/22/2017
BZX EXCHANGE CLOSED
LAST TRADECHANGE (%)
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BID SIZEBID ($)ASK ($)ASK SIZE
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A

75
  • Overview
  • Efficiency
  • Tradability
  • Fit

VLUE Fund Description

The iShares Edge MSCI USA Value Factor ETF tracks an index of large- and midcap US equities. Stocks are selected and weighted using fundamental metrics (earnings, revenue, book value and cash earnings), aiming for exposure to undervalued stocks in each sector.

VLUE FactSet Analytics Insight

As its name implies, VLUE seeks value-stocks in the US large- and midcap equity space. iShares changed the index under VLUE on September 1, 2015, arguably sharpening the ETF's value focus. The new index uses value factors for stock selection, which is hardly original, but VLUE's new index does something else too: it looks for value stocks within each sector, taking into account that P/B for a typical tech stock may be much higher than that of a financial stock. (Forward P/E and EV/CFO are the other factors.) However, major sector biases that might have otherwise been produced are mitigated by its sector-relative approach. The added value exposure has also led to higher risk overall for the fund. Trading volume is solid, and retail traders will find modest average spreads, while the underlying basket boasts sufficient liquidity for institutional investors. VLUE charges a low fee and its tracking is nicely in line with its expense ratio.

VLUE MSCI ESG Fund metrics 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 September 21, 2017 the iShares Edge MSCI USA Value Factor ETF MSCI ESG Fund Quality Score is 4.57 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. VLUE ranks in the 15th percentile within its peer group and in the 22nd 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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VLUE Top 10 Countries

VLUE Top 10 Sectors

VLUE Top 10 Holdings View All

VLUE Summary Data

04/16/13
Open-Ended Fund
0.15%
$2.36 B
$14.26 M
0.03%

VLUE Portfolio Data

$152.62 B
17.30
1.90
2.03%
09/26/17
149

VLUE Index Data

MSCI USA Enhanced Value Index
Fundamental
Fundamental
MSCI USA Investable Markets Value

Related ETFs to VLUE

FAB, IUSV, QVAL, VLU
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

VLUE Portfolio Management

0.15%
-0.27%
-0.19%
-0.37%

VLUE Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VLUE 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
16:00:0076.83100
16:00:0076.874
16:00:0076.873
16:00:0076.874
16:00:0076.8716
16:00:0076.87100
15:59:1176.92100
15:58:5976.92100
15:58:1076.91100
15:55:5276.90100
Bats BZX Real-time Quote - 23:59:59
Daily Spread
Premium/Discount
Volume

VLUE FactSet Analytics Block Liquidity

As of 09/22/17
5
4
3
2
1

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

VLUE Tradability

189,283
$14.26 M
101,564
$7.77 M
0.03%
$0.03
0.03%
0.16% / -0.11%
None
99.00%
50,000
2.03
0.04%
0.02%
--
$76.73
5

VLUE Performance Statistics

0.89
1.07
1.12
1.08
0.19%
MSCI USA Investable Markets Value

VLUE MSCI ESG Fund Metrics

4.57 / 10
15.23
21.80
5.60%
5.13%
175.52