VLUEiShares MSCI USA Value Factor ETF
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 A based on a score of 6.83 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 69th percentile within its peer group and in the 86th 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 Summary Data
VLUE Portfolio Data
VLUE Index Data
VLUE Portfolio Management
VLUE Tax Exposures
VLUE Fund Structure
VLUE Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
VLUE Top 10 Holdings[View All]
VLUE Economic Development
VLUE Performance Statistics
VLUE MSCI ESG Ratings
VLUE Benchmark Comparison Summary
VLUE Benchmark Comparison Market Cap Size