LRGF

iShares US Equity Factor ETF
*Unless otherwise stated, data provided by FactSet.

LRGF Fund Description

LRGF tracks an index of US large- and mid-cap equities. Stocks are selected and weighted to maximize exposure to five factors: momentum, quality, value, low volatility, and size.

LRGF Factset Analytics Insight

LRGF provides a multi-factor take on US equities. Eligible large- and mid-cap securities are given a multi-factor score according to momentum, quality, value, low volatility, and size. Momentum is based on earnings announcement drift, earnings momentum, and price momentum signals. Quality is measured by gross profitability, share dilution, accruals, changes in net operating assets, carbon emissions intensity, and greenhouse gas reduction targets. Value is based on book-to-price, cash flow yield, dividend yield, and earnings yield, whereas low volatility is measured by the prior 12-month volatility. To select and weight securities, an optimization process is used to increase exposure to the factors, without exceeding the expected risk of the parent index. The index reconstitutes and rebalances quarterly. Before June 1, 2022, the fund was named iShares MSCI USA Multifactor ETF and tracked the MSCI USA Diversified Multiple-Factor Index.

PERFORMANCE [as of 08/12/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
LRGF -- -- -- -- -- -- --
LRGF (NAV) 12.73% 9.19% -6.53% -1.36% 13.66% 10.47% --
STOXX U.S. Equity Factor Index -- -- -- -- -- -- --
MSCI USA IMI 12.91% 10.28% -10.05% -4.74% 15.60% 13.55% 13.79%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

LRGF Summary Data

Blackrock
iShares
04/28/15
Open-Ended Fund
0.08%
$1.20B
$6.84M
0.04%

LRGF Portfolio Data

$440.59B
17.72
4.30
1.45%
09/26/22
308

LRGF Index Data

STOXX U.S. Equity Factor Index
Multi-Factor
Multi-Factor
MSCI USA IMI

LRGF Portfolio Management

0.08%
-0.25%
-0.17%
-0.32%

LRGF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

LRGF Fund Structure

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

LRGF Factset Analytics Block Liquidity

As of 08/15/22
5
4
3
2
1

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

LRGF Tradability

174,815
$6.84M
154,821
$6.03M
0.04%
$0.02
0.01%
0.15% / -1.64%
None
99.00%
50,000
3.10
0.02%
0.00%
12
$43.19
5

LRGF Sector/Industry Breakdown


LRGF
Segment Benchmark
17.98%
--
14.34%
--
13.94%
--
10.05%
--
8.55%
--
6.49%
--
4.82%
--
3.67%
--
3.64%
--
3.64%
--

LRGF Top 10 Holdings[View All]

Apple Inc. 6.56%
Tesla Inc 1.39%
AbbVie, Inc. 1.12%
25.24%

LRGF Countries


LRGF
Segment Benchmark
100.00%
99.92%
--
0.08%

LRGF Regions


LRGF
Segment Benchmark
100.00%
100.00%

LRGF Economic Development


LRGF
Segment Benchmark
100.00%
100.00%

LRGF Performance Statistics

0.95
0.93
0.93
0.94
0.27%
MSCI USA IMI

LRGF Benchmark Comparison Holdings

308
2604
298
59.21%

LRGF Benchmark Comparison Summary


LRGF
Segment Benchmark
308
2604
$440.59B
$436.77B
17.72
18.51
4.30
3.13
1.63%
1.45%
Low
Low

LRGF Benchmark Comparison Market Cap Size


LRGF
Segment Benchmark
85.00%
87.05%
15.00%
9.92%
0.00%
2.78%
0.00%
0.25%