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.

PERFORMANCE [as of 08/03/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ISVL 6.05% -3.81% -13.94% -15.08% -- -- --
ISVL (NAV) 6.41% -4.07% -14.27% -15.08% -- -- --
MSCI World ex USA Small Cap Value 4.92% -6.41% -14.77% -15.85% 4.31% 1.35% 6.78%
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%
$145.34M
$123.77K
0.25%

ISVL Portfolio Data

$3.27B
8.33
1.07
4.37%
12/13/22
499

ISVL Index Data

FTSE Developed ex US ex Korea Small Cap Focused Value Index
Market Cap
Multi-Factor
MSCI World ex USA Small Cap Value

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 08/04/22
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

4,244
$123.77K
816
$23.50K
0.25%
$0.07
0.04%
0.64% / -0.39%
N/A
34.00%
100,000
0.01
0.23%
0.27%
0
$30.43
4

ISVL Sector/Industry Breakdown


ISVL
Segment Benchmark
33.07%
--
10.04%
--
7.81%
--
6.10%
--
5.85%
--
5.70%
--
5.56%
--
4.34%
--
3.43%
--
3.35%
--

ISVL Top 10 Holdings[View All]

3.15%
1.72%
1.68%
1.19%
1.15%
1.09%
0.99%
0.86%
0.83%
0.82%
13.48%

ISVL Countries


ISVL
Segment Benchmark
19.90%
--
18.38%
--
15.50%
--
9.85%
--
6.99%
--
6.18%
--
3.05%
--
2.38%
--
2.27%
--
2.10%
--

ISVL Regions


ISVL
Segment Benchmark
51.33%
--
28.19%
--
19.90%
--
0.57%
--

ISVL Economic Development


ISVL
Segment Benchmark
99.49%
--
0.51%
--

ISVL Performance Statistics

0.97
1.07
1.10
1.05
0.20%
MSCI World ex USA Small Cap Value

ISVL Benchmark Comparison Holdings

499
--
--
0.00%

ISVL Benchmark Comparison Summary


ISVL
Segment Benchmark
499
--
$3.27B
--
8.33
--
1.07
--
3.25%
--
Low
High

ISVL Benchmark Comparison Market Cap Size


ISVL
Segment Benchmark
3.05%
--
37.59%
--
53.47%
--
5.88%
--

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