STLV

iShares Factors US Value Style ETF
*Unless otherwise stated, data provided by FactSet.

STLV Fund Description

STLV tracks an index of US large and midcap value stocks selected based on a combination of five investment factors.

STLV Factset Analytics Insight

STLV selects equities from the value version of the Russell 1000 based on multiple factors — momentum, quality, value, size, and low volatility. The fund then assigns a weighted composite score of those five factors for each security using a proprietary model. Value score is calculated from 12-month trailing B/P ratio, dividend, earnings and cash flow yield, momentum score from price, earnings momentum and earnings announcement drift, quality score from gross profitability, dilution, accruals and changes in net operating assets, volatility score from 12-month trailing realized volatility, and lastly size score compares market cap of each company from the Russell 1000 Value Index. STLV’s index is reviewed monthly using an optimization process designed to maximize exposure to the weighted combination of the five factors.

STLV MSCI ESG Analytics Insight

iShares Factors US Value Style ETF has an MSCI ESG Fund Rating of A based on a score of 5.85 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 Factors US Value Style ETF ranks in the 45th percentile within its peer group and in the 58th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 06/10/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
STLV 0.41% 10.44% 20.61% 36.43% -- -- --
STLV (NAV) 0.66% 9.24% 20.78% 6.17% -- -- --
Russell US Large Cap Factors Value Style Index 0.65% 9.28% 20.88% 40.80% -- -- --
MSCI USA Large Cap Value -0.32% 8.55% 16.73% 31.67% 11.47% 11.94% 11.79%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

STLV Summary Data

Blackrock
iShares
01/14/20
Open-Ended Fund
0.25%
$7.37M
$20.96K
0.15%

STLV Portfolio Data

$67.86B
25.05
2.61
1.97%
06/10/21
237

STLV Index Data

Russell US Large Cap Factors Value Style Index
Multi-Factor
Multi-Factor
MSCI USA Large Cap Value

STLV Portfolio Management

0.25%
--
--
--

STLV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

STLV Fund Structure

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

STLV Factset Analytics Block Liquidity

As of 06/11/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of STLV. STLV is rated a 4 out of 5.

STLV Tradability

736
$20.96K
42
0
0.15%
$0.04
0.01%
0.24% / -0.26%
None
95.00%
50,000
0.00
--
0.02%
0
$29.40
4

STLV Sector/Industry Breakdown


STLV
Segment Benchmark
27.16%
22.28%
13.47%
12.69%
11.85%
11.45%
10.30%
18.29%
9.94%
8.65%
9.73%
11.39%
3.72%
2.70%
3.09%
4.57%
2.56%
4.81%
2.54%
3.17%

STLV Countries


STLV
Segment Benchmark
100.00%
99.90%
--
0.10%

STLV Regions


STLV
Segment Benchmark
100.00%
100.00%

STLV Economic Development


STLV
Segment Benchmark
100.00%
100.00%

STLV Performance Statistics

0.93
1.04
0.99
1.06
0.30%
MSCI USA Large Cap Value

STLV MSCI ESG Ratings

5.85 / 10
57.64
45.04
5.72%
4.79%
204.66

STLV Benchmark Comparison Holdings

237
205
68
27.90%

STLV Benchmark Comparison Summary


STLV
Segment Benchmark
237
205
$67.86B
$177.23B
25.05
29.08
2.61
3.11
2.10%
2.27%
Low
Low

STLV Benchmark Comparison Market Cap Size


STLV
Segment Benchmark
57.51%
100.00%
39.50%
0.00%
2.96%
0.00%
0.03%
0.00%