ISVLiShares International Developed Small Cap Value Factor ETF
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.
ISVL Portfolio Data
ISVL Index Data
ISVL Portfolio Management
ISVL Tax Exposures
ISVL Fund Structure
ISVL Factset Analytics Block Liquidity
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 Top 10 Holdings[View All]
ISVL Economic Development
ISVL Performance Statistics
ISVL MSCI ESG Ratings
ISVL Benchmark Comparison Summary
ISVL Benchmark Comparison Market Cap Size
Options Strategies for Outcome Investing
A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.
A covered call is an income strategy constructed by writing a call option against a holding of the underlying security.