SVAL

iShares U.S. Small Cap Value Factor ETF
*Unless otherwise stated, data provided by FactSet.

SVAL Fund Description

SVAL tracks an equally-weighted index of small-cap value companies selected by multiple factors.

SVAL Factset Analytics Insight

SVAL targets 250 small-cap stocks with value characteristics. Portfolio construction starts by screening Russell 2000 stocks for liquidity, volatility, and leverage. This screening process excludes 20% of the least liquid stocks, another 20% are excluded based on 12-month trailing realized volatility and another 20% are removed that have the highest leverage. Then additional exclusion applies to stocks with a negative sentiment score - stocks with more EPS downgrades than upgrades. The final portfolio - the Target Index - is composed of the remaining companies ranked based on a weighted composite score of price-to-book, price-to-earnings, and price-to-cash flow from operations. The Underlying Index is equally-weighted and undergoes monthly review, while rebalance only occurs if the Underlying Index’ composite score is less than 90% of the Target Index’s composite or if the Underlying Index has fewer than 200 securities.

SVAL MSCI ESG Analytics Insight

iShares U.S. Small Cap Value Factor ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.38 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 U.S. Small Cap Value Factor ETF ranks in the 15th percentile within its peer group and in the 7th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SVAL 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 07/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SVAL -4.05% -3.24% 21.46% -- -- -- --
SVAL (NAV) -6.04% -4.22% 18.97% -- -- -- --
N/A -- -- -- -- -- -- --
MSCI USA Small Cap Value Index -3.73% -0.91% 17.94% 55.82% 7.19% 10.34% 10.69%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SVAL Summary Data

Blackrock
iShares
10/27/20
Open-Ended Fund
0.20%
$112.58M
$1.14M
0.16%

SVAL Portfolio Data

$2.08B
23.24
1.54
--
09/24/21
242

SVAL Index Data

N/A
Equal
Multi-Factor
MSCI USA Small Cap Value Index

SVAL Portfolio Management

0.20%
--
--
--

SVAL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SVAL Fund Structure

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

SVAL Factset Analytics Block Liquidity

As of 07/23/21
5
4
3
2
1

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

SVAL Tradability

36,778
$1.14M
33,146
$971.92K
0.16%
$0.05
0.04%
0.61% / -0.19%
None
98.00%
50,000
0.66
0.05%
0.13%
0
$28.96
5

SVAL Sector/Industry Breakdown


SVAL
Segment Benchmark
45.00%
38.65%
16.84%
13.39%
16.29%
12.25%
7.45%
5.78%
5.03%
7.73%
3.68%
5.52%
1.76%
3.50%
1.27%
3.30%
1.17%
6.45%

SVAL Top 10 Holdings[View All]

1.16%
0.66%
8.11%

SVAL Countries


SVAL
Segment Benchmark
100.00%
99.94%
--
0.06%

SVAL Regions


SVAL
Segment Benchmark
100.00%
100.00%

SVAL Economic Development


SVAL
Segment Benchmark
100.00%
100.00%

SVAL Performance Statistics

0.94
1.24
1.29
1.20
0.57%
MSCI USA Small Cap Value Index

SVAL MSCI ESG Ratings

4.38 / 10
6.82
14.50
0.66%
4.98%
104.33

SVAL Benchmark Comparison Holdings

242
1190
204
14.38%

SVAL Benchmark Comparison Summary


SVAL
Segment Benchmark
242
1190
$2.08B
$5.08B
23.24
64.48
1.54
2.01
1.46%
1.67%
Low
Low

SVAL Benchmark Comparison Market Cap Size


SVAL
Segment Benchmark
0.00%
1.82%
28.75%
72.68%
63.58%
24.46%
7.67%
1.04%