VLUE

iShares Edge MSCI U.S.A. Value Factor ETF
A

69
*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

As its name implies, 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 new index uses value factors for stock selection, which is hardly original, but VLUE's new 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.) 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. Trading volume is solid, and retail traders will find modest average spreads, while the underlying basket boasts sufficient liquidity for institutional investors. VLUE charges a low fee and its tracking is nicely in line with its expense ratio.

VLUE MSCI ESG Analytics Insight

iShares Edge MSCI U.S.A. Value Factor ETF has an MSCI ESG Fund Rating of BB based on a score of 4.08 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 Edge MSCI U.S.A. Value Factor ETF ranks in the 21st percentile within its peer group and in the 5th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

VLUE 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.

VLUE CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/19/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VLUE -6.25% -2.10% 8.45% -8.01% 8.66% 6.67% --
VLUE (NAV) -4.55% -0.04% 10.09% -7.34% 9.08% 6.69% --
MSCI USA Enhanced Value Index -4.55% -0.01% 10.17% -7.22% 9.25% 6.84% --
MSCI USA IMI Value Index -2.44% 0.60% 12.79% 0.57% 8.40% 7.28% 11.84%
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%
$3.15B
$30.42M
0.02%

VLUE Portfolio Data

$91.09B
15.02
1.60
2.82%
09/24/19
152

VLUE Index Data

Fundamental
Fundamental
MSCI USA IMI Value Index

VLUE Portfolio Management

0.15%
-0.13%
-0.11%
-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 -
Daily Spread
Premium/Discount
Volume

VLUE Factset Analytics Block Liquidity

As of 08/20/19
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

377,825
$30.42M
204,338
$16.96M
0.02%
$0.02
0.00%
0.14% / -0.41%
None
100.00%
50,000
4.09
0.04%
0.02%
2
$78.59
5

VLUE Sector/Industry Breakdown


VLUE
Segment Benchmark
22.10%
9.54%
15.92%
27.04%
13.11%
9.36%
12.81%
14.35%
9.20%
3.51%
8.05%
8.00%
7.82%
11.14%
5.03%
8.20%
3.15%
6.22%
2.81%
2.64%

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

0.92
1.17
1.11
1.13
0.35%
MSCI USA IMI Value Index

VLUE MSCI ESG Ratings

BB
4.08 / 10
4.89
21.25
4.83%
4.72%
193.17

VLUE BENCHMARK COMPARISON HOLDINGS

152
1524
136
26.30%

VLUE BENCHMARK COMPARISON SUMMARY


VLUE
Segment Benchmark
152
1524
$91.09B
$116.03B
15.02
19.85
1.60
2.19
2.98%
2.84%
Medium
Low

VLUE BENCHMARK COMPARISON MARKET CAP SIZE


VLUE
Segment Benchmark
85.19%
81.05%
14.81%
13.88%
0.00%
4.58%
0.00%
0.49%