ISVL

iShares International Developed Small Cap Value Factor ETF
*Unless otherwise stated, data provided by FactSet.

ISVL Fund Description

ISVL tracks an index of small-cap value companies selected by a combination of technical and fundamental factors and also weighted by market-cap.

ISVL Factset Analytics Insight

ISVL targets 450-550 small-cap stocks in developed markets outside of the US and Korea with value characteristics. Portfolio construction starts by screening its parent index for liquidity, volatility, and leverage. This screening process excludes: (i) 20% of the least liquid stocks based on the 60-day average dollar value traded, (ii) top 20% of those with the highest risk based on 12-month trailing realized volatility, and (iii) top 20% of those with the highest leverage. Then, additional exclusion applies to stocks with a negative sentiment score and negative price momentum. The final portfolio is composed of the remaining companies ranked using a weighted composite score of price-to-book, price-to-earnings, and price-to-cash flow from operations. The fund is weighted in proportion to their float adjusted market capitalization as of previous month end with a country constraint of +/- 10% relative to the parent index.

ISVL MSCI ESG Analytics Insight

iShares International Developed Small Cap Value Factor ETF has an MSCI ESG Fund Rating of A based on a score of 6.40 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 International Developed Small Cap Value Factor ETF ranks in the 59th percentile within its peer group and in the 61st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

ISVL 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 07/29/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ISVL 1.83% 1.99% -- -- -- -- --
ISVL (NAV) 3.18% 3.65% -- -- -- -- --
N/A -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ISVL Summary Data

Blackrock
iShares
03/23/21
Open-Ended Fund
0.30%
$14.71M
$134.55K
0.22%

ISVL Portfolio Data

$3.24B
16.26
1.28
--
N/A
495

ISVL Index Data

N/A
Market Cap
Multi-Factor
N/A

ISVL Portfolio Management

0.30%
--
--
--

ISVL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

ISVL Fund Structure

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

ISVL Factset Analytics Block Liquidity

As of 07/30/21
5
4
3
2
1

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

ISVL Tradability

3,666
$134.55K
2,244
$81.18K
0.22%
$0.08
0.48%
1.18% / -0.01%
N/A
34.00%
100,000
0.02
0.23%
0.28%
0
$37.13
4

ISVL Top 10 Holdings[View All]

1.53%
1.23%
1.16%
1.13%
1.08%
0.96%
0.85%
0.83%
0.83%
0.82%
10.42%

ISVL Countries


ISVL
Segment Benchmark
19.86%
--
18.16%
--
17.84%
--
8.60%
--
8.60%
--
4.76%
--
3.47%
--
3.32%
--
2.60%
--
2.40%
--

ISVL Regions


ISVL
Segment Benchmark
49.95%
--
29.33%
--
19.95%
--
0.76%
--

ISVL Economic Development


ISVL
Segment Benchmark
99.93%
--
0.07%
--

ISVL Performance Statistics

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

ISVL MSCI ESG Ratings

6.40 / 10
60.91
58.78
3.00%
7.18%
242.29

ISVL Benchmark Comparison Holdings

495
--
--
0.00%

ISVL Benchmark Comparison Summary


ISVL
Segment Benchmark
495
--
$3.24B
--
16.26
--
1.28
--
2.43%
--
Low
High

ISVL Benchmark Comparison Market Cap Size


ISVL
Segment Benchmark
0.00%
--
48.30%
--
47.27%
--
4.42%
--

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