STSB

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

STSB Fund Description

STSB tracks an index of small-cap US equities selected and weighted based on a combination of five investment factors.

STSB Factset Analytics Insight

The fund is being delisted. The last day of trading will be August 23, 2021. STSB is a passively-managed fund that offers access to the small-cap segment of the US equity market that have exposure to five known drivers of return: momentum, quality, value, size and low volatility. The index scores the component stocks of the Russell 2000 using a rules-based model based on these five style factors in selecting its securities. The 20% least liquid constituents of the parent index are excluded. STSB uses an optimization process during its monthly review to maximize exposure to the weighted combination of these five investment style factors while maintaining total risk similar to that of the parent Index.

PERFORMANCE [as of 10/12/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
STSB 0% -3.21% 17.62% 38.79% -- -- --
STSB (NAV) 0.19% 0.57% 17.72% 44.88% -- -- --
MSCI USA Small Cap Index 0.58% -0.70% 17.23% 38.66% 16.23% 15.39% 14.97%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

STSB Summary Data

Blackrock
iShares
04/14/20
Open-Ended Fund
0.35%
$9.53M
$71.55K
0.26%

STSB Portfolio Data

--
--
--
1.21%
09/24/21
0

STSB Index Data

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

STSB Portfolio Management

0.35%
--
--
--

STSB Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

STSB Fund Structure

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

STSB 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 STSB. STSB is rated a N/A out of 5.

STSB Tradability

1,507
$71.55K
157
$6.11K
0.26%
$0.12
0.01%
0.29% / -0.44%
None
100.00%
50,000
0.00
0.07%
--
0
$47.63
N/A

STSB Countries


STSB
Segment Benchmark
--
100.00%

STSB Regions


STSB
Segment Benchmark
--
100.00%

STSB Economic Development


STSB
Segment Benchmark
--
100.00%

STSB Performance Statistics

0.96
1.05
1.04
1.05
0.29%
MSCI USA Small Cap Index

STSB Benchmark Comparison Holdings

0
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STSB Benchmark Comparison Summary


STSB
Segment Benchmark
0
--
--
--
--
--
--
--
--
--
Low
--

STSB Benchmark Comparison Market Cap Size


STSB
Segment Benchmark
--
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--
--
--
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