ESML

iShares ESG Aware MSCI USA Small-Cap ETF
*Unless otherwise stated, data provided by FactSet.

ESML Fund Description

ESML tracks an index of US small-cap companies with high environmental, social, and governance factor scores as determined by MSCI.

ESML Factset Analytics Insight

ESML launched at a time of high investor sensitivity to producers and retailers of civilian firearms. The fund holds about 1,000 US small-cap companies with the highest ESG ratings. The index screens the US small-cap universe to exclude securities of companies involved in tobacco or controversial weapons, producers and retailers of civilian firearms, thermal coal and oil sands, as well as companies involved in severe business controversies. For each industry, MSCI identifies key ESG issues (such as climate change, resource scarcity, and demographic shifts). Each company is then rated based on their exposure and strategic response to the key issues, in comparison to their industry peers. The index is then optimized quarterly to maximize exposure to companies with higher ESG ratings, while providing investment results comparable to those of the parent index.

ESML MSCI ESG Analytics Insight

iShares ESG Aware MSCI USA Small-Cap ETF has an MSCI ESG Fund Rating of A based on a score of 6.50 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 Aware MSCI USA Small-Cap ETF ranks in the 55th percentile within its peer group and in the 79th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

ESML 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 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ESML 0.71% -1.09% 17.08% 38.81% 16.72% -- --
ESML (NAV) 3.02% 3.81% 19.22% 43.10% 17.43% -- --
MSCI USA Small Cap Extended ESG Focus Index 3.05% 3.87% 19.39% 43.38% -- -- --
MSCI USA Small Cap Index 3.08% 4.32% 19.47% 43.09% 16.91% 16.04% 14.99%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ESML Summary Data

Blackrock
iShares
04/10/18
Open-Ended Fund
0.17%
$1.16B
$3.88M
0.15%
SMLE, XJR, IJR, IWM, VB

ESML Portfolio Data

$5.78B
45.15
2.81
1.05%
09/24/21
1,056

ESML Index Data

MSCI USA Small Cap Extended ESG Focus Index
Principles-based
Principles-based
MSCI USA Small Cap Index

ESML Portfolio Management

0.17%
-0.32%
-0.13%
-1.20%

ESML Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

ESML Fund Structure

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

ESML Factset Analytics Block Liquidity

As of 10/15/21
5
4
3
2
1

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

ESML Tradability

97,850
$3.88M
85,725
$3.37M
0.15%
$0.06
0.10%
0.26% / -0.12%
None
97.00%
50,000
1.71
0.13%
0.01%
0
$40.38
5

ESML Sector/Industry Breakdown


ESML
Segment Benchmark
21.17%
22.61%
15.80%
15.32%
15.61%
14.03%
15.36%
14.85%
14.94%
13.83%
4.68%
5.04%
3.73%
3.89%
3.54%
3.49%
2.23%
2.04%
0.46%
0.63%

ESML Countries


ESML
Segment Benchmark
100.00%
100.00%

ESML Regions


ESML
Segment Benchmark
100.00%
100.00%

ESML Economic Development


ESML
Segment Benchmark
100.00%
100.00%

ESML Performance Statistics

1.00
0.99
1.00
0.98
0.07%
MSCI USA Small Cap Index

ESML MSCI ESG Ratings

6.50 / 10
79.14
55.11
2.75%
--
103.62

ESML Benchmark Comparison Holdings

1,056
1855
1,057
74.53%

ESML Benchmark Comparison Summary


ESML
Segment Benchmark
1,056
1855
$5.78B
$5.77B
45.15
49.54
2.81
2.79
0.99%
1.00%
Low
Low

ESML Benchmark Comparison Market Cap Size


ESML
Segment Benchmark
4.86%
4.83%
72.45%
73.12%
21.80%
21.12%
0.88%
0.93%