LRGF

iShares Edge MSCI Multifactor U.S.A. ETF
A

79
*Unless otherwise stated, data provided by FactSet.

LRGF Fund Description

LRGF tracks an index of US large- and midcap equities. Stocks are selected and weighted to increase exposure to 4 factors (quality, value, momentum and size) while maintaining similar characteristics to the MSCI USA index.

LRGF Factset Analytics Insight

LRGF aims to provide enhanced exposure to popular investment factors without straying too far from a marketlike risk profile. The fund pulls from the MSCI USA Index—a cap-weighted collection of large- and midcap stocks—and uses an optimizer to increase exposure to its chosen factors while keeping the expected risk of the fund similar to that of the parent index. Sector and security constraints are also in place. The factors (quality, value, momentum, and size) are quite popular among ETFs either singly or in groups. LRGF's approach differs from that of SSgA’s competing 'Quality Mix' suite, which holds its 3 factors as equally weighted subindexes without optimization. LRGF’s constrained multifactor exposure suggests use as a core US equity allocation rather than a tactical play. It's a popular approach: the fund enjoys a sizeable asset base and an active trading market. LRGF charges a reasonable fee for its exposure.

LRGF MSCI ESG Analytics Insight

iShares Edge MSCI Multifactor U.S.A. ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.10 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 Edge MSCI Multifactor U.S.A. ETF ranks in the 44th percentile within its peer group and in the 37th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

LRGF Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 09/13/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
LRGF 5.52% 4.91% 17.54% -0.39% 11.50% -- --
LRGF (NAV) 4.05% 4.37% 17.73% -1.02% 12.04% -- --
MSCI USA Diversified Multiple-Factor Index 4.07% 4.43% 17.96% -0.80% 12.24% 9.47% --
MSCI USA IMI 2.90% 4.20% 21.58% 4.34% 14.11% 10.47% 13.45%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

LRGF Summary Data

Blackrock
iShares
04/30/15
Open-Ended Fund
0.20%
$987.74M
$5.42M
0.04%

LRGF Portfolio Data

$90.25B
15.95
2.62
2.80%
09/24/19
159

LRGF Portfolio Management

0.20%
-0.19%
-0.12%
-0.25%

LRGF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

LRGF Fund Structure

Open-Ended Fund
No
Yes
72% / 29%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

LRGF Factset Analytics Block Liquidity

As of 09/16/19
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

172,763
$5.42M
143,982
$4.43M
0.04%
$0.01
0.00%
0.16% / -0.41%
None
100.00%
50,000
2.88
0.02%
0.01%
0
$32.50
5

LRGF Sector/Industry Breakdown


LRGF
Segment Benchmark
24.05%
26.09%
16.31%
17.07%
12.19%
10.53%
12.17%
13.44%
11.94%
13.46%
7.76%
3.21%
5.96%
4.58%
3.82%
2.93%
3.35%
1.92%
2.19%
6.72%

LRGF Top 10 Holdings[View All]

AT&T Inc. 2.88%
21.8%

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

0.96
0.98
0.96
0.95
0.22%
MSCI USA IMI

LRGF MSCI ESG Ratings

BBB
5.10 / 10
37.41
43.78
7.92%
4.13%
280.33

LRGF Benchmark Comparison Holdings

159
2426
159
16.89%

LRGF Benchmark Comparison Summary


LRGF
Segment Benchmark
159
2426
$90.25B
$205.15B
15.95
24.01
2.62
3.16
2.02%
1.84%
Low
Low

LRGF Benchmark Comparison Market Cap Size


LRGF
Segment Benchmark
73.60%
82.24%
26.40%
13.33%
0.00%
4.00%
0.00%
0.39%