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.

SMLF MSCI ESG Analytics Insight

iShares MSCI USA Small-Cap Multifactor ETF has an MSCI ESG Fund Rating of A based on a score of 5.78 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 39th percentile within its peer group and in the 66th 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.

PERFORMANCE [as of 08/03/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SMLF -0.99% 1.52% 19.25% 47.50% 9.16% 13.10% --
SMLF (NAV) -0.30% 1.04% 20.21% 46.38% 9.57% 13.35% --
MSCI USA Small Cap Diversified Multiple-Factor Index -0.27% 1.13% 20.47% 46.90% 9.96% 13.77% 13.99%
MSCI USA Small Cap Index -2.26% -1.20% 16.14% 49.69% 13.31% 15.25% 13.78%
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%
$1.01B
$2.41M
0.12%

SMLF Portfolio Data

$4.47B
18.66
2.53
1.06%
09/24/21
477

SMLF Index Data

Multi-Factor
Multi-Factor
MSCI USA Small Cap Index

SMLF Portfolio Management

0.30%
-0.49%
-0.37%
-1.00%

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 08/04/21
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

44,704
$2.41M
36,358
$1.96M
0.12%
$0.07
0.05%
0.23% / -0.14%
None
97.00%
50,000
0.73
0.06%
0.04%
0
$54.77
5

SMLF Sector/Industry Breakdown


SMLF
Segment Benchmark
20.79%
15.84%
19.73%
14.06%
16.65%
14.61%
14.55%
22.07%
13.03%
13.81%
4.93%
5.07%
3.43%
4.05%
2.56%
3.98%
0.99%
0.65%

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

0.96
0.98
0.96
0.98
0.26%
MSCI USA Small Cap Index

SMLF MSCI ESG Ratings

5.78 / 10
66.28
39.18
0.90%
6.39%
77.48

SMLF Benchmark Comparison Holdings

477
1863
477
20.38%

SMLF Benchmark Comparison Summary


SMLF
Segment Benchmark
477
1863
$4.47B
$5.61B
18.66
157.39
2.53
2.89
0.84%
0.98%
Low
Low

SMLF Benchmark Comparison Market Cap Size


SMLF
Segment Benchmark
1.08%
2.84%
62.19%
74.38%
34.58%
21.80%
2.14%
0.91%