STMB

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

STMB Fund Description

STMB tracks an index of midcap US equities selected based on a combination of five investment factors.

STMB Factset Analytics Insight

The fund is being delisted. The last day of trading will be August 23, 2021. STMB is a passively-managed fund that offers access to the midcap segment of the US equity market. The fund has exposure to five factors — momentum, quality, value, size, and low volatility. The index scores the component stocks of the Russell Midcap Index using a rules-based model based on these five factors in selecting its securities. The 20% least liquid constituents of the parent index are excluded. STMB’s index is reviewed monthly using an optimization process designed to maximize exposure to the weighted combination of the five factors while maintaining total risk similar to that of the parent Index.

STMB MSCI ESG Analytics Insight

iShares Factors US Mid Blend Style ETF has an MSCI ESG Fund Rating of A based on a score of 6.11 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 Mid Blend Style ETF ranks in the 49th percentile within its peer group and in the 78th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

STMB 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 09/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
STMB 0.07% 3.55% 20.86% 47.03% -- -- --
STMB (NAV) 3.11% 5.13% 20.83% 45.09% -- -- --
Russell US Mid Cap Factors Blend Style Index 0.13% 3.63% 21.73% 49.92% -- -- --
MSCI USA Mid Cap Index 0.96% 4.45% 20.22% 50.47% 16.50% 16.41% 16.13%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

STMB Summary Data

Blackrock
iShares
04/14/20
Open-Ended Fund
0.30%
$8.97M
$58.47K
0.12%

STMB Portfolio Data

$18.57B
27.28
3.75
1.37%
09/24/21
438

STMB Index Data

Russell US Mid Cap Factors Blend Style Index
Multi-Factor
Multi-Factor
MSCI USA Mid Cap Index

STMB Portfolio Management

0.30%
--
--
--

STMB Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

STMB Fund Structure

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

STMB Factset Analytics Block Liquidity

As of 09/24/21
5
4
3
2
1

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

STMB Tradability

1,327
$58.47K
5
0
0.12%
$0.05
0.01%
0.24% / -0.25%
None
94.00%
50,000
0.00
0.04%
--
0
$44.84
N/A

STMB Sector/Industry Breakdown


STMB
Segment Benchmark
22.53%
22.42%
17.35%
20.41%
14.87%
14.70%
11.90%
13.22%
8.89%
10.53%
5.29%
2.69%
5.04%
5.39%
3.79%
4.41%
1.46%
3.99%
0.06%
0.13%

STMB Countries


STMB
Segment Benchmark
100.00%
100.00%

STMB Regions


STMB
Segment Benchmark
100.00%
100.00%

STMB Economic Development


STMB
Segment Benchmark
100.00%
100.00%

STMB Performance Statistics

0.95
0.93
0.95
0.93
0.22%
MSCI USA Mid Cap Index

STMB MSCI ESG Ratings

6.11 / 10
77.62
49.41
6.16%
5.35%
236.75

STMB Benchmark Comparison Holdings

438
326
174
29.95%

STMB Benchmark Comparison Summary


STMB
Segment Benchmark
438
326
$18.57B
$21.77B
27.28
35.82
3.75
3.51
1.21%
1.12%
Low
Low

STMB Benchmark Comparison Market Cap Size


STMB
Segment Benchmark
51.23%
86.07%
48.52%
13.93%
0.22%
0.00%
0.02%
0.00%