iShares MSCI KLD 400 Social ETF
ALTAR
Score™		 4.9% info Recommen-
dation		 NEUTRAL
2020E    2021E
P/E
ratio		 26.0x P/Sales
ratio		 3.0x
P/BV
ratio		 4.5x Div.
yield		 1.5%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
iShares MSCI KLD 400 Social ETF is an exchange-traded fund incorporated in the USA. The Fund seeks investment results that correspond generally to the MSCI KLD 400 Social Index, which tracks common stocks of companies that are within the MSCI USA IMI Index and are determined to have positive environmental, social and governance characteristics.

FUND BASICS
Category US Equities
Fund Sponsor BlackRock Fund Advisors
Website www.ishares.com
Inception date Nov 14, 2006
Assets (mns) $2,434
Currency USD
Expense ratio 25 bp
Distributions Quarterly

FUND STRUCTURE
Regulation Open-Ended Fund
Custodian Bank of New York Mellon
Weighting Market Cap
Index replication Full
Uses derivatives No
Options available Yes

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 401
Wgt avg mkt cap (mns) $350,592
Large cap (>$10bn) 95.9%
Mid cap ($2-10bn) 3.9%
Small cap (<$2bn) 0.3%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
MICROSOFT CORP 9.1 %
FACEBOOK 3.9 %
ALPHABET INC. CLASS C 3.2 %
ALPHABET INC. CLASS A 3.1 %
TESLA MOTORS INC 2.2 %
PROCTER & GAMBLE CO/THE 2.1 %
VISA INC-CLASS A SHARES 2.1 %
NVIDIA CORP 1.9 %
HOME DEPOT INC 1.7 %
MASTERCARD INC-CLASS A 1.7 %
Total 30.9 %

TOP COUNTRY EXPOSURE
UNITED STATES 95.6 %
IRELAND 1.9 %
BRITAIN 1.4 %
SWITZERLAND 0.7 %
SINGAPORE 0.1 %
BERMUDA 0.0 %
NETHERLANDS 0.0 %




HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru October 31)
Year-to-date 1 year 5 years 10 years Since Incep.
5.3% 12.2% 11.8% 12.5% 8.3%

Market Correlations
versus... Beta R-squared
S&P500 0.99 99%
MSCI EAFE 1.02 86%
MSCI Emg. Mkts. 0.73 68%

Technical Indicators
Recent close $135.61
30d moving avg. $132.45
Annualized volatility 17.8%
Short interest (ETF) 0.4%
Short interest (Underlying) 2.8%
Relative strength (RSI) 54

Liquidity measures
Avg. volume (thou.) 78
Turnover 0.4%
Bid/Ask (% of price) 0.06%
ADV underlying (mns) $108,192

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 100 potential alternatives to the iShares MSCI KLD 400 Social ETF ETF based on the alternatives' overlap in portfolio holdings with DSI. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: DSI Expense: 25 bp ALTAR Score™: 4.9%


ALTERNATIVE ETFs BASED ON OVERLAP WITH DSI
Ticker Fund
Name		 Overlap1
vs DSI
(%)		 Expense
ratio
(bp)		 Savings
vs DSI
(bp)		 ALTAR
Score™
(%)		 ALTAR
vs DSI
(%)
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 83.1 10 15 5.0 +0.2
SUSL iShares ESG MSCI USA Leaders ETF 83.1 10 15 5.0 +0.2
USXF iShares ESG Advanced MSCI USA ETF 73.6 10 15 4.7 -0.2
ESGV Vanguard ESG U.S. Stock ETF 63.0 12 13 4.8 -0.1
IQSU IQ Candriam ESG US Equity ETF 62.8 9 16 4.8 -0.1
VOOG Vanguard S&P 500 Growth ETF 60.0 10 15 4.2 -0.7
NULC Nuveen ESG Large-Cap ETF 58.6 20 5 4.7 -0.1
EFIV SPDR S&P 500 ESG ETF 58.5 10 15 4.8 -0.1
SNPE Xtrackers S&P 500 ESG ETF 58.4 10 15 4.8 -0.1
ESGU iShares MSCI USA ESG Optimized ETF 58.1 15 10 4.8 -0.1
SPYG SPDR Portfolio S&P 500 Growth ETF 57.9 4 21 4.2 -0.7
IVW iShares S&P 500 Growth ETF 57.9 18 7 4.1 -0.8
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF 57.6 49 -24 3.9 -0.9
ESG FlexShares STOXX US ESG Impact Index Fund 56.8 32 -7 4.8 -0.0
VEGN US Vegan Climate ETF 55.9 60 -35 4.8 -0.1
IUSG iShares Core S&P US Growth ETF 55.4 4 21 4.2 -0.6
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 54.9 20 5 4.7 -0.2
SPXV ProShares S&P 500 Ex-Health Care ETF 54.4 27 -2 4.7 -0.2
VUG Vanguard Growth Index Fund 54.2 4 21 3.7 -1.1
XOUT GraniteShares XOUT U.S. Large Cap ETF 54.1 60 -35 3.9 -1.0
PBP Invesco S&P 500 BuyWrite ETF 53.9 49 -24 4.7 -0.1
IWF iShares Russell 1000 Growth ETF 53.9 19 6 3.7 -1.2
HSPX Global X S&P 500 Covered Call ETF 53.8 60 -35 4.6 -0.3
XYLG Global X S&P 500 Covered Call & Growth ETF 53.6 60 -35 4.7 -0.2
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 53.6 20 5 5.0 +0.2
SPXN ProShares S&P 500 Ex-Financials ETF 53.5 27 -2 4.7 -0.2
MGC Vanguard Mega Cap Index Fund 53.3 7 18 4.9 +0.0
CATH Global X S&P 500 Catholic Values Custom ETF 53.2 29 -4 4.8 -0.1
IWY iShares Russell Top 200 Growth ETF 53.2 20 5 3.8 -1.1
SPLG SPDR Portfolio Large Cap ETF 52.9 3 22 5.1 +0.2
SPY SPDR S&P 500 ETF Trust 52.9 9 16 5.0 +0.2
IVV iShares Core S&P 500 ETF 52.9 3 22 5.1 +0.2
IWL iShares Russell Top 200 ETF 52.9 15 10 4.7 -0.2
BKLC BNY Mellon US Large Cap Core Equity ETF 52.8 0 25 4.9 -0.0
SPXE ProShares S&P 500 Ex-Energy ETF 52.7 27 -2 5.0 +0.1
VONG Vanguard Russell 1000 Growth Index Fund 52.6 8 17 3.8 -1.1
VOO VANGUARD S&P 500 ETF 52.1 3 22 5.1 +0.2
SUSA iShares MSCI USA ESG Select ETF 51.9 25 0 4.5 -0.3
GSUS Goldman Sachs MarketBeta U.S. Equity ETF 51.7 7 18 4.9 +0.0
BBUS JP Morgan Betabuilders U.S. Equity ETF 51.7 2 23 4.9 +0.1
MGK Vanguard Mega Cap Growth ETF 51.4 7 18 3.9 -1.0
PBUS Invesco PureBeta MSCI USA ETF 51.2 4 21 4.9 +0.0
MMTM SPDR S&P 1500 Momentum Tilt ETF 50.9 12 13 4.2 -0.7
VV Vanguard Large-Cap Index Fund 50.3 4 21 4.9 +0.0
OEF iShares S&P 100 ETF 50.2 20 5 4.6 -0.3
SCHX Schwab U.S. Large-Cap ETF 50.1 3 22 4.9 +0.0
SPTM SPDR Portfolio Total Stock Market ETF 49.6 3 22 5.2 +0.3
SCHV Schwab U.S. Large-Cap Value ETF 49.4 4 21 6.4 +1.5
QUS SPDR MSCI USA StrategicFactors ETF 49.4 15 10 5.5 +0.7
XLG Invesco S&P 500 Top 50 ETF 49.3 20 5 4.3 -0.5
SCHK Schwab 1000 Index ETF 49.3 5 20 4.9 +0.0
IWB iShares Russell 1000 ETF 49.1 15 10 4.8 -0.1
WOMN Impact Shares YWCA Women's Empowerment ETF 48.9 75 -50 3.9 -1.0
IYY iShares Dow Jones U.S. ETF 48.7 20 5 4.7 -0.1
JHML John Hancock Multifactor Large Cap ETF 48.2 29 -4 5.2 +0.3
SPXT ProShares S&P 500 Ex-Technology ETF 48.1 27 -2 5.3 +0.4
EPS WisdomTree U.S. Earnings 500 Fund 47.9 8 17 6.1 +1.2
VTHR Vanguard Russell 3000 Index Fund 47.8 10 15 4.7 -0.1
JQUA JPMorgan U.S. Quality Factor ETF 47.3 12 13 5.2 +0.3
TMFC Motley Fool 100 Index ETF 47.2 50 -25 3.3 -1.6
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 47.0 9 16 5.3 +0.5
NACP Impact Shares NAACP Minority Empowerment ETF 46.8 75 -50 4.6 -0.2
RECS Columbia Research Enhanced Core ETF 46.7 15 10 5.4 +0.5
SCHB Schwab U.S. Broad Market ETF 46.4 3 22 4.8 -0.1
IWV iShares Russell 3000 ETF 46.3 20 5 4.6 -0.2
ITOT iShares Core S&P Total U.S. Stock Market ETF 46.2 3 22 4.8 -0.1
SCHG Schwab U.S. Large-Cap Growth ETF 46.0 4 21 3.4 -1.5
SFY SoFi Select 500 ETF 45.8 0 25 4.8 -0.0
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 45.0 19 6 5.6 +0.8
VTI Vanguard Total Stock Market Index Fund 44.8 3 22 4.8 -0.1
DLN WisdomTree U.S. LargeCap Dividend Fund 44.6 28 -3 6.1 +1.3
VONE Vanguard Russell 1000 ETF 44.6 8 17 4.9 0.0
DYNF BlackRock U.S. Equity Factor Rotation ETF 44.1 30 -5 6.2 +1.3
IETC iShares Evolved U.S. Technology ETF 43.8 18 7 3.7 -1.2
DIVB iShares U.S. Dividend & Buyback ETF 43.7 25 0 6.4 +1.5
DTD WisdomTree U.S.Total Dividend Fund 43.6 28 -3 6.3 +1.5
VONV Vanguard Russell 1000 Value Index Fund 43.5 8 17 6.6 +1.7
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 43.3 29 -4 5.3 +0.4
IWD iShares Russell 1000 Value ETF 43.0 19 6 6.4 +1.6
EXT WisdomTree U.S. Total Earnings Fund 42.7 28 -3 5.3 +0.4
AVUS Avantis U.S. Equity ETF 42.5 15 10 5.2 +0.4
RAFE PIMCO RAFI ESG U.S. ETF 42.0 29 -4 7.2 +2.3
ONEQ Fidelity Nasdaq Composite Index Tracking Stock 41.9 21 4 2.9 -2.0
DGRO iShares Core Dividend Growth ETF 41.6 8 17 6.3 +1.5
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 41.5 15 10 6.0 +1.1
FQAL Fidelity Quality Factor ETF 41.0 29 -4 5.2 +0.3
IGM iShares Expanded Tech Sector ETF 41.0 46 -21 3.6 -1.2
IUS Invesco Strategic US ETF 40.8 19 6 5.9 +1.0
QQQM Invesco NASDAQ 100 ETF 40.3 15 10 3.8 -1.0
QQQ Invesco QQQ Trust 40.3 20 5 3.8 -1.1
NUSI Nationwide Risk-Managed Income ETF 40.3 68 -43 3.5 -1.4
QYLG Global X Nasdaq 100 Covered Call & Growth ETF 40.3 60 -35 3.4 -1.5
QYLD Global X NASDAQ 100 Covered Call ETF 40.3 60 -35 3.3 -1.5
KRMA Global X Conscious Companies ETF 40.0 43 -18 4.9 +0.0
FNDX Schwab Fundamental U.S. Large Co. Index ETF 39.8 25 0 6.2 +1.3
VOOV Vanguard S&P 500 Value ETF 39.7 10 15 6.9 +2.0
PRF Invesco FTSE RAFI US 1000 ETF 38.8 39 -14 6.3 +1.4
FLQL Franklin LibertyQ U.S. Equity ETF 38.8 15 10 5.9 +1.1
VTV Vanguard Value Index Fund 38.4 4 21 6.9 +2.0
SPYV SPDR Portfolio S&P 500 Value ETF 38.2 4 21 6.9 +2.1

1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.

Content on this tab for subscribers only**

RESULTS & ESTIMATES

  2015 2016 2017 2018 2019 2020E 2021E
Sales per share ** ** ** ** ** ** **
Earnings per share ** ** ** ** ** ** **
Dividends per share info ** ** ** ** ** ** **
Book value per share ** ** ** ** ** ** **

 

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

OTHER FUNDAMENTAL METRICS

Long term EPS growth est. **%   Debt-to-equity **x
Asset turnover **%   Assets-to-equity **x

Return on equity

Revision activity*
*Six months ago = 100

Net margins

Compound annual growth rates

Content on this tab for subscribers only

VALUATION METRICS
  2019 2020E 2021E
Price-to-sales ** ** **
Price-to-earnings ** ** **
Price-to-cash flow ** ** **
Price-to-growth ** ** **
Price-to-book value ** ** **
Yield ** ** **

Historical valuation trends

Forward
multiple:		 iShares MSCI KLD 400 Social ETF
Relative
to:		 S&P500 MSCI EAFE MSCI Emg. Mkts. Other ETF:

NEUTRAL
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 20.5 %
Divided by: Fwd. P/BV 4.0 x
Less: Expense ratio 25 bp
Equals: ALTAR Score 4.9 %
info More information on ALTAR Score™
MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING		 1.43 CATEGORY
AVERAGE		 1.50
 
The composite rating is a weighted average of analysts' consensus recommendations for individual ETF constituents, based on the following scale:

BUY = 1; OVERWEIGHT = 1.5, HOLD = 2; UNDERWEIGHT = 2.5; and SELL = 3.

Readers are cautioned that because analyst ratings tend to be inflated, the composite score may be more useful as a relative measure of sentiment between funds rather than as a stand-alone recommendation.
 

 

See RATING tab for calculation of ALTAR Score™
Risk & reward. Uses std. dev. as proxy for risk, ALTAR Score™ for return forecast.
Dividends paid by constituents to the fund. May differ from actual distributions to shareholders due to constituent changes, timing issues or other factors.
Monthly returns based on changes in price plus dividends. May differ from daily returns reported by funds. See below for standardized returns.