FOVL

iShares Focused Value Factor ETF
*Unless otherwise stated, data provided by FactSet.

FOVL Fund Description

FOVL tracks a tier-weighted index of US listed equities selected using a variety of value factors.

FOVL Factset Analytics Insight

FOVL selects from the beginning universe of US listed large- and midcap equities, excluding those it considers more risky by screening for companies with the highest 12-month trailing volatility and the highest debt-to-equity ratio. Additionally, FOVL removes companies with negative sentiment scores, which are formed by examining earnings per share estimates for the current and next year. Remaining stocks get ranked using a composite of four value metrics: price-to-book, price-to-dividend, price-to-earnings, and price-to-operating cash flow. The top-scoring 40 companies are selected.

FOVL MSCI ESG Analytics Insight

iShares Focused Value Factor ETF has an MSCI ESG Fund Rating of A based on a score of 6.80 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 Focused Value Factor ETF ranks in the 69th percentile within its peer group and in the 94th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FOVL 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 09/16/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FOVL -1.72% -1.58% 32.51% 72.30% -- -- --
FOVL (NAV) -2.07% -1.96% 32.22% 69.87% -- -- --
Focused Value Select Index -- -- -- -- -- -- --
MSCI USA IMI Value Index -1.71% 0.78% 18.47% 33.85% 9.89% 11.58% 12.75%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FOVL Summary Data

Blackrock
iShares
03/19/19
Open-Ended Fund
0.25%
$36.31M
$334.52K
0.12%

FOVL Portfolio Data

$19.10B
9.70
1.25
2.31%
09/24/21
40

FOVL Index Data

Focused Value Select Index
Tiered
Multi-Factor
MSCI USA IMI Value Index

FOVL Portfolio Management

0.25%
--
--
--

FOVL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FOVL Fund Structure

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

FOVL Factset Analytics Block Liquidity

As of 09/17/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of FOVL. FOVL is rated a 4 out of 5.

FOVL Tradability

6,023
$334.52K
2,947
$164.14K
0.12%
$0.07
-0.02%
0.32% / -0.32%
None
100.00%
50,000
0.06
0.01%
0.18%
0
$55.63
4

FOVL Sector/Industry Breakdown


FOVL
Segment Benchmark
71.91%
26.06%
10.29%
9.36%
10.04%
10.95%
2.70%
9.56%
2.58%
4.88%
2.48%
16.09%

FOVL Countries


FOVL
Segment Benchmark
100.00%
99.92%
--
0.08%

FOVL Regions


FOVL
Segment Benchmark
100.00%
100.00%

FOVL Economic Development


FOVL
Segment Benchmark
100.00%
100.00%

FOVL Performance Statistics

0.82
1.56
1.70
1.25
0.81%
MSCI USA IMI Value Index

FOVL MSCI ESG Ratings

6.80 / 10
93.62
68.62
2.57%
5.01%
27.09

FOVL Benchmark Comparison Holdings

40
1600
39
3.27%

FOVL Benchmark Comparison Summary


FOVL
Segment Benchmark
40
1600
$19.10B
$137.18B
9.70
24.03
1.25
2.77
2.53%
2.17%
Medium
Low

FOVL Benchmark Comparison Market Cap Size


FOVL
Segment Benchmark
37.62%
86.09%
62.38%
10.74%
0.00%
3.03%
0.00%
0.14%