MIDF

iShares MSCI USA Mid-Cap Multifactor ETF
*Unless otherwise stated, data provided by FactSet.

MIDF Fund Description

MIDF tracks a multi-factor-selected and -weighted index of US midcaps.

MIDF Factset Analytics Insight

MIDF utilizes a multi-factor strategy aimed at the specific slice of the market that is US midcaps. The fund weights four factors in selecting and weighting its constituents: value, quality, momentum, and low size. In measuring the value factor, the fund uses ratios including earnings-to-share price, cash earnings-to-share price, and book value-to-share price. In evaluating quality, MIDF looks at growth metrics, leverage ratios, and earnings variable. Momentum looks at sustained relative performance against the global market over the last two years. Lastly, low size looks at market-cap of a company versus other eligible firms. The index constituents are rebalanced semi-annually for enhanced exposure to four style factors while keeping its expected risks in line with the MSCI USA Mid Cap Index (parent index). With its midcap coverage, MIDF can be used as a complement to LRGF and SMLF which instead focuses on US total market and small-caps respectively.

MIDF MSCI ESG Analytics Insight

iShares MSCI USA Mid-Cap Multifactor ETF has an MSCI ESG Fund Rating of A based on a score of 6.62 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 MSCI USA Mid-Cap Multifactor ETF ranks in the 65th percentile within its peer group and in the 94th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

MIDF 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
MIDF 0.87% 0.67% 17.00% 41.55% -- -- --
MIDF (NAV) 2.08% 1.41% 18.65% 41.19% -- -- --
MSCI USA Mid Cap Diversified Multiple-Factor Index 1.90% 1.31% 18.68% 41.40% -- -- --
MSCI USA Mid Cap Index 1.35% 2.96% 18.11% 44.32% 17.03% 15.95% 14.22%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

MIDF Summary Data

Blackrock
iShares
06/04/19
Open-Ended Fund
0.25%
$5.54M
$66.13K
0.13%

MIDF Portfolio Data

$18.77B
24.11
3.05
0.90%
09/24/21
86

MIDF Index Data

MSCI USA Mid Cap Diversified Multiple-Factor Index
Multi-Factor
Multi-Factor
MSCI USA Mid Cap Index

MIDF Portfolio Management

0.25%
-0.21%
-0.12%
-0.67%

MIDF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

MIDF Fund Structure

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

MIDF 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 MIDF. MIDF is rated a 4 out of 5.

MIDF Tradability

1,821
$66.13K
200
$5.11K
0.13%
$0.05
0.03%
0.24% / -0.25%
None
98.00%
50,000
0.00
0.01%
0.02%
0
$37.48
4

MIDF Sector/Industry Breakdown


MIDF
Segment Benchmark
22.00%
24.43%
20.75%
15.21%
18.33%
12.79%
11.98%
20.20%
11.30%
9.36%
8.26%
5.62%
3.17%
4.21%
2.43%
4.38%
1.79%
2.89%

MIDF Countries


MIDF
Segment Benchmark
100.00%
100.00%

MIDF Regions


MIDF
Segment Benchmark
100.00%
100.00%

MIDF Economic Development


MIDF
Segment Benchmark
100.00%
100.00%

MIDF Performance Statistics

0.90
0.96
0.97
0.93
0.34%
MSCI USA Mid Cap Index

MIDF MSCI ESG Ratings

6.62 / 10
94.11
64.91
3.81%
6.57%
161.41

MIDF Benchmark Comparison Holdings

86
327
86
24.38%

MIDF Benchmark Comparison Summary


MIDF
Segment Benchmark
86
327
$18.77B
$20.84B
24.11
49.30
3.05
3.69
1.12%
1.07%
Low
Low

MIDF Benchmark Comparison Market Cap Size


MIDF
Segment Benchmark
76.02%
86.41%
23.98%
13.59%
0.00%
0.00%
0.00%
0.00%