SMMV

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

SMMV Fund Description

SMMV tracks an index of US-listed small capitalization stocks selected and weighted to create a low volatility portfolio, subject to constraints.

SMMV Factset Analytics Insight

SMMV is a potential fit for investors looking to capture the small-cap size factor but trying to avoid interim volatility. Starting with the US small-cap universe, SMMV’s underlying index uses a volatility-based optimization approach including correlation between stocks within the index, to build a minimum variance portfolio of small-cap stocks. This semi-annual optimization process is applied within a given set of constraints (minimum and maximum constituent weight, sector, and factor constraints) to help maintain index investability and replicability. By design, SMMV will have lower market risk (beta) than a typical market-cap-selected and -weighted small-cap portfolio.

SMMV MSCI ESG Analytics Insight

iShares MSCI USA Small-Cap Min Vol Factor ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.50 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 Min Vol Factor ETF ranks in the 33th percentile within its peer group and in the 39th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SMMV 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 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SMMV -0.67% -1.11% 12.03% 23.46% 8.69% 11.18% --
SMMV (NAV) 1.76% 2.24% 13.75% 26.84% 9.19% 11.47% --
MSCI USA Small Cap Minimum Volatility Index 1.76% 2.31% 13.91% 27.01% 9.41% 11.72% 14.14%
MSCI USA Small Cap Index 3.08% 4.32% 19.47% 43.09% 16.91% 16.04% 14.99%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SMMV Summary Data

Blackrock
iShares
09/07/16
Open-Ended Fund
0.20%
$855.12M
$2.41M
0.12%

SMMV Portfolio Data

$4.91B
28.69
2.76
1.39%
09/24/21
348

SMMV Index Data

Multi-Factor
Multi-Factor
MSCI USA Small Cap Index

SMMV Portfolio Management

0.20%
-0.21%
-0.14%
-0.39%

SMMV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SMMV Fund Structure

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

SMMV Factset Analytics Block Liquidity

As of 10/15/21
5
4
3
2
1

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

SMMV Tradability

63,504
$2.41M
55,016
$2.06M
0.12%
$0.05
0.00%
0.21% / -0.16%
None
98.00%
50,000
1.10
0.06%
0.06%
0
$38.14
5

SMMV Sector/Industry Breakdown


SMMV
Segment Benchmark
21.17%
22.61%
18.45%
13.83%
11.75%
14.03%
10.65%
3.89%
9.42%
15.32%
9.13%
14.85%
7.15%
2.04%
7.05%
5.04%
1.84%
0.63%
1.80%
3.49%

SMMV Top 10 Holdings[View All]

CubeSmart 1.89%
12.74%

SMMV Countries


SMMV
Segment Benchmark
100.00%
100.00%

SMMV Regions


SMMV
Segment Benchmark
100.00%
100.00%

SMMV Economic Development


SMMV
Segment Benchmark
100.00%
100.00%

SMMV Performance Statistics

0.84
0.63
0.69
0.61
0.57%
MSCI USA Small Cap Index

SMMV MSCI ESG Ratings

5.50 / 10
39.14
32.74
1.31%
--
222.22

SMMV Benchmark Comparison Holdings

348
1855
347
19.38%

SMMV Benchmark Comparison Summary


SMMV
Segment Benchmark
348
1855
$4.91B
$5.77B
28.69
49.54
2.76
2.79
1.20%
1.00%
Low
Low

SMMV Benchmark Comparison Market Cap Size


SMMV
Segment Benchmark
3.13%
4.83%
70.32%
73.12%
24.87%
21.12%
1.68%
0.93%