VLUE iShares MSCI USA Value Factor ETF

*Unless otherwise stated, data provided by FactSet.

VLUE Fund Description

VLUE tracks an index of large- and mid-cap US equities. Stocks are selected and weighted using fundamental metrics (earnings, revenue, book value and cash earnings), aiming for exposure to undervalued stocks in each sector.

VLUE Factset Analytics Insight

VLUE seeks value-stocks in the US large- and mid-cap equity space. iShares changed the index under VLUE on September 1, 2015, arguably sharpening the ETF's value focus. The index creates a value score for stock selection and , which is hardly original, but VLUE's index does something else too: it looks for value stocks within each sector, taking into account that P/B for a typical tech stock may be much higher than that of a financial stock. (Forward P/E and EV/CFO are the other factors.) Then the index provider, assigns weights by multiplying a component’s value score by its market cap. Weights in the Underlying Index are normalized so that sectors in the Underlying Index represent the same weight as the MSCI USA Index (Parent Index). However, major sector biases that might have otherwise been produced are mitigated by its sector-relative approach. The added value exposure has also led to higher risk overall for the fund.

PERFORMANCE [as of 09/30/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VLUE -11.41% -9.57% -24.18% -16.99% 2.40% 3.69% --
VLUE (NAV) -11.55% -9.63% -24.27% -17.07% 2.36% 3.67% --
MSCI USA Enhanced Value Index -10.73% -8.77% -23.48% -16.17% 2.82% 4.00% 9.00%
MSCI USA IMI Value Index -8.36% -5.51% -17.45% -9.61% 4.55% 5.29% 9.32%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VLUE Summary Data

Blackrock
iShares
04/16/13
Open-Ended Fund
0.15%
$7.20B
$64.19M
0.02%

VLUE Portfolio Data

$73.87B
8.85
1.58
2.63%
12/13/22
153

VLUE Index Data

Fundamental
Fundamental
MSCI USA IMI Value Index

VLUE Portfolio Management

0.15%
-0.16%
-0.14%
-0.91%

VLUE Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VLUE Fund Structure

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

VLUE Factset Analytics Block Liquidity

As of 10/03/22
5
4
3
2
1

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

VLUE Tradability

726,934
$64.19M
556,922
$49.62M
0.02%
$0.02
-0.01%
0.28% / -1.38%
None
100.00%
50,000
11.14
0.03%
0.02%
115
$81.77
5

VLUE Sector/Industry Breakdown


VLUE
Segment Benchmark
18.85%
--
15.70%
--
9.66%
--
9.59%
--
6.02%
--
5.08%
--
4.72%
--
4.07%
--
4.01%
--
4.00%
--

VLUE Top 10 Holdings[View All]

AT&T Inc. 4.74%
Pfizer Inc. 3.18%
2.25%
AbbVie, Inc. 2.19%
30.08%

VLUE Countries


VLUE
Segment Benchmark
98.81%
99.94%
--
0.06%

VLUE Regions


VLUE
Segment Benchmark
98.81%
100.00%

VLUE Economic Development


VLUE
Segment Benchmark
98.81%
100.00%
0.00%
0.00%

VLUE Performance Statistics

0.93
1.14
1.15
1.12
0.38%
MSCI USA IMI Value Index

VLUE Benchmark Comparison Holdings

153
1651
145
24.31%

VLUE Benchmark Comparison Summary


VLUE
Segment Benchmark
153
1651
$73.87B
$131.43B
8.85
14.40
1.58
2.40
2.92%
2.50%
Low
Low

VLUE Benchmark Comparison Market Cap Size


VLUE
Segment Benchmark
90.02%
86.02%
8.79%
10.73%
0.00%
3.00%
0.00%
0.24%