VLUE

iShares MSCI USA Value Factor ETF
*Unless otherwise stated, data provided by FactSet.

VLUE Fund Description

VLUE tracks an index of large- and midcap 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 midcap 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.

VLUE MSCI ESG Analytics Insight

iShares MSCI USA Value Factor ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.41 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 MSCI USA Value Factor ETF ranks in the 37th percentile within its peer group and in the 13th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

VLUE Charts And Performance

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Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/23/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VLUE 6.59% 4.55% -11.28% -3.79% 2.02% 6.64% --
VLUE (NAV) 7.89% 3.15% -11.96% -4.49% 1.82% 6.34% --
MSCI USA Enhanced Value Index 7.90% 3.16% -11.92% -4.41% 1.95% 6.50% 10.23%
MSCI USA IMI Value Index 7.18% 4.70% -8.95% -3.20% 2.86% 6.96% 9.94%
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%
$7.29B
$72.07M
0.02%

VLUE Portfolio Data

$73.77B
33.32
1.52
2.81%
12/14/20
151

VLUE Index Data

Fundamental
Fundamental
MSCI USA IMI Value Index

VLUE Portfolio Management

0.15%
-0.11%
-0.08%
-0.20%

VLUE Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VLUE Fund Structure

Open-Ended Fund
No
Yes
72% / 29%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

VLUE Factset Analytics Block Liquidity

As of 10/26/20
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

953,551
$72.07M
615,119
$47.31M
0.02%
$0.02
0.00%
0.89% / -0.40%
None
0.00%
50,000
12.30
0.00%
0.02%
40
$77.21
5

VLUE Sector/Industry Breakdown


VLUE
Segment Benchmark
24.37%
9.58%
16.44%
11.92%
13.55%
24.34%
12.68%
14.16%
8.81%
11.61%
8.49%
3.12%
7.88%
11.04%
2.89%
5.85%
2.67%
3.73%
2.22%
4.66%

VLUE Top 10 Holdings[View All]

AT&T Inc. 7.44%
Pfizer Inc. 2.30%
36.82%

VLUE Countries


VLUE
Segment Benchmark
100.00%
99.94%
--
0.06%

VLUE Regions


VLUE
Segment Benchmark
100.00%
100.00%

VLUE Economic Development


VLUE
Segment Benchmark
100.00%
100.00%

VLUE Performance Statistics

0.97
1.07
1.05
1.05
0.46%
MSCI USA IMI Value Index

VLUE MSCI ESG Ratings

5.41 / 10
12.80
36.97
5.12%
4.76%
171.05

VLUE Benchmark Comparison Holdings

151
1568
142
23.16%

VLUE Benchmark Comparison Summary


VLUE
Segment Benchmark
151
1568
$73.77B
$117.01B
33.32
37.63
1.52
2.12
3.43%
2.95%
Medium
Low

VLUE Benchmark Comparison Market Cap Size


VLUE
Segment Benchmark
82.24%
81.93%
17.76%
13.02%
0.00%
4.47%
0.00%
0.58%