VLUE

iShares Edge MSCI U.S.A. Value Factor ETF
A

73
*Unless otherwise stated, data provided by FactSet.

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 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 21, 2018 the iShares Edge MSCI U.S.A. Value Factor ETF MSCI ESG Fund Quality Score is 4.85 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 25th percentile within its peer group and in the 27th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

VLUE CHARTS AND PERFORMANCE

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
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Select ETFs to compare their performance:
PERFORMANCE [as of 06/21/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VLUE -0.23% 1.20% 2.19% 18.41% 10.55% 12.87% --
VLUE (NAV) -0.25% 1.20% 2.22% 18.43% 10.63% 12.90% --
MSCI USA Enhanced Value Index -0.25% 1.24% 2.28% 18.61% 10.81% 13.08% --
MSCI USA Investable Markets Value -0.19% 0.60% -0.89% 8.65% 8.83% 11.04% 8.83%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VLUE Top 10 Countries

VLUE Top 10 Sectors

VLUE Top 10 Holdings [View All]

VLUE Summary Data

BlackRock
iShares
04/16/13
Open-Ended Fund
0.15%
$3.62B
$23.84M
0.02%

VLUE Portfolio Data

$173.71B
18.00
2.01
2.20%
06/26/18
150

VLUE Index Data

Fundamental
Fundamental
MSCI USA Investable Markets Value

VLUE Portfolio Management

0.15%
-0.21%
-0.18%
-0.27%

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

VLUE Factset Analytics Block Liquidity

As of 06/22/18
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

282,786
$23.84M
233,239
$19.77M
0.02%
$0.02
0.03%
0.11% / -0.10%
None
100.00%
50,000
4.66
0.04%
0.02%
74
$84.95
5

VLUE Sector/Industry Breakdown


VLUE
Segment Benchmark
25.11%
11.07%
17.06%
27.92%
13.17%
6.40%
11.31%
12.06%
9.73%
10.86%
8.71%
7.55%
6.08%
9.52%
3.15%
2.74%
3.00%
5.90%
1.81%
3.32%

VLUE TOP 10 HOLDINGS[View All]

10.15%
3.77%
3.49%
3.35%
3.25%
3.15%
2.96%
2.79%
2.49%
2.28%
37.68%

VLUE Countries


VLUE
Segment Benchmark
100.00%
100.00%
0.31%
--

VLUE Regions


VLUE
Segment Benchmark
100.00%
100.00%
0.31%
--

VLUE Economic Development


VLUE
Segment Benchmark
100.00%
100.00%
0.31%
--

VLUE Performance Statistics

0.93
1.08
1.16
1.07
0.21%
MSCI USA Investable Markets Value

VLUE MSCI ESG Ratings

4.85 / 10
24.85
27.03
4.40%
5.45%
171.89

VLUE BENCHMARK COMPARISON HOLDINGS

150
1413
121
34.31%

VLUE BENCHMARK COMPARISON SUMMARY


VLUE
Segment Benchmark
150
1413
$173.71B
$119.78B
18.00
22.91
2.01
2.12
2.39%
2.77%
Low
--

VLUE BENCHMARK COMPARISON MARKET CAP SIZE


VLUE
Segment Benchmark
87.74%
80.11%
12.26%
14.48%
0.00%
5.03%
0.00%
0.37%

Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.