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 targets US small-caps optimized semi-annually for enhanced exposure to four style factors while keeping its expected risks in line with the MSCI USA Small Cap Index (the parent index). Eligible securities are given a composite score according to the factors—quality, value, momentum, and low size derived from the global equity model. Quality score is measured by the company’s profitability, earnings variability, investability, and leverage ratios, whereas value is based on book-to-price and earnings yield. Momentum score refers to the performance of the securities as compared to the broader market over a period of time, and low size score measures the market value of a company against other eligible constituents. Overall, SMLF effectively captures the US small-cap space relative to the four style factors and can be used as a complement to LRGF and MIDF which on the other hand focuses on US total market and midcaps respectively.

PERFORMANCE [as of 08/03/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SMLF 9.40% -0.74% -9.40% -4.48% 10.31% 8.73% --
SMLF (NAV) 9.30% -0.85% -9.34% -4.56% 10.31% 8.74% --
MSCI USA Small Cap Diversified Multiple-Factor Index 9.31% -0.79% -9.18% -4.26% 10.70% 9.09% 12.92%
MSCI USA Small Cap Index 10.09% -0.16% -12.44% -9.86% 10.62% 9.52% 12.11%
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%
$981.99M
$4.13M
0.16%

SMLF Portfolio Data

$3.53B
12.09
1.83
1.25%
09/26/22
482

SMLF Index Data

Multi-Factor
Multi-Factor
MSCI USA Small Cap Index

SMLF Portfolio Management

0.30%
-0.39%
-0.28%
-0.54%

SMLF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SMLF Fund Structure

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

SMLF Factset Analytics Block Liquidity

As of 08/04/22
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

84,681
$4.13M
66,379
$3.22M
0.16%
$0.08
0.03%
0.18% / -1.64%
None
95.00%
50,000
1.33
0.06%
0.05%
0
$51.65
5

SMLF Sector/Industry Breakdown


SMLF
Segment Benchmark
21.94%
--
10.92%
--
10.04%
--
8.26%
--
8.07%
--
6.16%
--
5.81%
--
5.76%
--
4.10%
--
2.97%
--

SMLF Top 10 Holdings[View All]

Ovintiv Inc 1.31%
Jabil Inc. 0.91%
0.89%
9.41%

SMLF Countries


SMLF
Segment Benchmark
100.00%
100.00%

SMLF Regions


SMLF
Segment Benchmark
100.00%
100.00%

SMLF Economic Development


SMLF
Segment Benchmark
100.00%
100.00%

SMLF Performance Statistics

0.95
0.95
0.96
0.97
0.35%
MSCI USA Small Cap Index

SMLF Benchmark Comparison Holdings

482
1984
482
19.12%

SMLF Benchmark Comparison Summary


SMLF
Segment Benchmark
482
1984
$3.53B
$4.75B
12.09
28.12
1.83
2.24
1.16%
1.33%
Low
Low

SMLF Benchmark Comparison Market Cap Size


SMLF
Segment Benchmark
1.99%
1.40%
49.02%
69.96%
43.72%
26.30%
5.27%
2.35%