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 mid-cap 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.

PERFORMANCE [as of 09/22/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
STLV -8.07% -0.87% -14.48% -9.97% -- -- --
STLV (NAV) -8.12% -0.86% -14.55% -10.07% -- -- --
Russell US Large Cap Factors Value Style Index -8.13% -0.80% -14.41% -9.94% -- -- --
MSCI USA Large Cap Value -7.06% -0.36% -12.54% -4.38% 6.11% 6.76% 9.72%
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%
$3.86M
$67.59K
0.16%

STLV Portfolio Data

$76.55B
9.52
2.23
1.69%
09/26/22
211

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%
-0.11%
-0.07%
-0.35%

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 09/23/22
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

2,391
$67.59K
2
0
0.16%
$0.04
-0.01%
0.32% / -1.52%
None
100.00%
50,000
0.00
0.03%
0.02%
0
$25.45
4

STLV Sector/Industry Breakdown


STLV
Segment Benchmark
26.80%
--
11.91%
--
11.16%
--
7.09%
--
6.52%
--
5.17%
--
4.68%
--
4.68%
--
3.59%
--
3.20%
--

STLV Countries


STLV
Segment Benchmark
100.00%
99.92%
--
0.08%

STLV Regions


STLV
Segment Benchmark
100.00%
100.00%

STLV Economic Development


STLV
Segment Benchmark
100.00%
100.00%
0.00%
0.00%

STLV Performance Statistics

0.92
1.05
1.02
1.03
0.34%
MSCI USA Large Cap Value

STLV Benchmark Comparison Holdings

211
203
--
0.00%

STLV Benchmark Comparison Summary


STLV
Segment Benchmark
211
203
$76.55B
$179.49B
9.52
14.70
2.23
2.72
2.57%
2.48%
Low
Low

STLV Benchmark Comparison Market Cap Size


STLV
Segment Benchmark
58.26%
100.00%
39.51%
0.00%
2.09%
0.00%
0.00%
0.00%