DMXF

iShares ESG Advanced MSCI EAFE ETF
*Unless otherwise stated, data provided by FactSet.

DMXF Fund Description

DMXF tracks a market-cap weighted, ESG-screened index of large- and midcap stocks from the developed markets outside North America.

DMXF Factset Analytics Insight

DMXF is designed to capture companies with favorable ESG ratings relative to their sector peers while avoiding those that are involved in controversial business activities. In constructing the portfolio, companies in the broad MSCI EAFE Index are rated based on their ESG risk and opportunities management, and controversies scores (0-10, 10 being the most desirable). Securities that have a BBB-rating or above and a score of 3 or above are selected for the portfolio. Companies excluded are those involved in adult entertainment, alcohol, gambling, tobacco, GMO, weapons, nuclear power, firearms, for-profit prisons, and predatory lending, based on revenue thresholds. Companies in the energy sector and industry tied to fossil fuel are also screened out. The index is market-cap weighted with quarterly review for rebalance.

DMXF MSCI ESG Analytics Insight

iShares ESG Advanced MSCI EAFE ETF has an MSCI ESG Fund Rating of AAA based on a score of 9.04 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

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. iShares ESG Advanced MSCI EAFE ETF ranks in the 96th percentile within its peer group and in the 96th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

DMXF MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 12/02/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DMXF -5.14% -5.84% 6.86% 10.46% -- -- --
DMXF (NAV) -4.31% -5.67% 7.47% 11.79% -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DMXF Summary Data

Blackrock
iShares
06/16/20
Open-Ended Fund
0.12%
$300.92M
$1.63M
0.22%

DMXF Portfolio Data

$62.91B
21.50
2.05
1.23%
12/13/21
541

DMXF Index Data

MSCI EAFE Choice ESG Screened Index
Market Cap
Principles-based
N/A

DMXF Portfolio Management

0.12%
--
--
--

DMXF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DMXF Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

DMXF Factset Analytics Block Liquidity

As of 12/03/21
5
4
3
2
1

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

DMXF Tradability

24,112
$1.63M
18,741
$1.24M
0.22%
$0.15
0.31%
1.50% / -1.18%
None
18.00%
100,000
0.19
0.14%
0.03%
0
$67.24
5

DMXF Top 10 Holdings[View All]

3.59%
1.95%
1.67%
1.38%
1.30%
1.23%
1.22%
1.07%
1.05%
0.98%
15.45%

DMXF Countries


DMXF
Segment Benchmark
27.63%
--
10.37%
--
10.36%
--
8.64%
--
7.98%
--
6.49%
--
5.44%
--
5.09%
--
3.99%
--
3.76%
--

DMXF Regions


DMXF
Segment Benchmark
60.14%
--
38.81%
--
0.56%
--
0.49%
--

DMXF Economic Development


DMXF
Segment Benchmark
100.00%
--

DMXF Performance Statistics

--
--
--
--
0.00%
N/A

DMXF MSCI ESG Ratings

9.04 / 10
95.63
96.23
0.29%
--
68.96

DMXF Benchmark Comparison Holdings

541
--
--
0.00%

DMXF Benchmark Comparison Summary


DMXF
Segment Benchmark
541
--
$62.91B
--
21.50
--
2.05
--
1.92%
--
Low
High

DMXF Benchmark Comparison Market Cap Size


DMXF
Segment Benchmark
83.18%
--
16.82%
--
0.00%
--
0.00%
--