SMLF

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

SMLF Fund Description

SMLF tracks an index of small-cap US 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 Small Cap Index.

SMLF Factset Analytics Insight

SMLF offers US small-caps optimized for enhanced exposure to popular factors, with guardrails to keep risk exposures in line with a cap-weighted small-cap benchmark. SMLF equally weights each factor—quality, value, momentum, and size—in an optimizer that looks for outperformance while holding expected volatility similar to that of SMLF’s cap-weighted parent index. The ETF also avoids excessive sector and single-security bets relative to the parent index. The fund’s multiple factors and constraints make it less likely to hit home runs in the short term. Instead, SMLF provides factor believers with a way to allocate for the long term without deviating wildly from the market. Though not exorbitant, the fund’s fee can’t be called cheap even in a factor-based context.

SMLF MSCI ESG Analytics Insight

iShares MSCI USA Small-Cap Multifactor ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.47 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 Small-Cap Multifactor ETF ranks in the 24th percentile within its peer group and in the 49th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SMLF 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.

SMLF Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 11/20/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SMLF 8.03% 10.42% 0.41% 3.38% 4.50% 8.95% --
SMLF (NAV) 7.62% 10.81% 0.16% 3.85% 4.19% 8.44% --
MSCI USA Small Cap Diversified Multiple-Factor Index 7.64% 10.89% 0.54% 4.28% 4.52% 8.83% 12.21%
MSCI USA Small Cap Index 9.47% 14.68% 8.27% 12.92% 8.50% 11.13% 11.99%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SMLF Summary Data

Blackrock
iShares
04/28/15
Open-Ended Fund
0.30%
$600.88M
$2.94M
0.14%

SMLF Portfolio Data

$3.39B
26.42
1.75
1.31%
12/14/20
438

SMLF Index Data

Multi-Factor
Multi-Factor
MSCI USA Small Cap Index

SMLF Portfolio Management

0.30%
-0.35%
-0.16%
-0.43%

SMLF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SMLF 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 -

SMLF Factset Analytics Block Liquidity

As of 11/23/20
5
4
3
2
1

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

SMLF Tradability

74,073
$2.94M
47,812
$1.84M
0.14%
$0.05
0.05%
0.87% / -1.32%
None
100.00%
50,000
0.96
--
0.04%
0
$42.56
5

SMLF Sector/Industry Breakdown


SMLF
Segment Benchmark
21.75%
16.41%
19.26%
20.97%
18.62%
16.30%
13.73%
14.25%
13.29%
15.97%
4.37%
4.61%
3.74%
4.59%
3.41%
2.14%
0.95%
3.70%
0.88%
0.94%

SMLF Top 10 Holdings[View All]

0.00%

SMLF Countries


SMLF
Segment Benchmark
100.00%
99.95%
--
0.05%

SMLF Economic Development


SMLF
Segment Benchmark
100.00%
100.00%

SMLF Performance Statistics

0.99
0.95
0.96
0.94
0.31%
MSCI USA Small Cap Index

SMLF MSCI ESG Ratings

4.47 / 10
49.32
23.94
3.30%
6.93%
119.65

SMLF Benchmark Comparison Holdings

438
1708
433
19.66%

SMLF Benchmark Comparison Summary


SMLF
Segment Benchmark
438
1708
$3.39B
$4.46B
26.42
-47.82
1.75
2.12
1.68%
1.77%
Low
Low

SMLF Benchmark Comparison Market Cap Size


SMLF
Segment Benchmark
2.04%
2.79%
46.82%
61.88%
44.46%
31.51%
6.67%
3.82%