iShares MSCI KLD 400 Social ETF
ALTAR
Score™		 4.7% info Recommen-
dation		 NEUTRAL
2021E    2022E
P/E
ratio		 22.8x P/Sales
ratio		 3.0x
P/BV
ratio		 4.3x 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) $2,716
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 403
Wgt avg mkt cap (mns) $402,395
Large cap (>$10bn) 96.8%
Mid cap ($2-10bn) 3.1%
Small cap (<$2bn) 0.2%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
MICROSOFT CORP 9.2 %
FACEBOOK 3.4 %
ALPHABET INC. CLASS C 3.4 %
ALPHABET INC. CLASS A 3.3 %
TESLA MOTORS INC 2.8 %
VISA INC-CLASS A SHARES 2.0 %
WALT DISNEY CO/THE 1.9 %
NVIDIA CORP 1.9 %
MASTERCARD INC-CLASS A 1.7 %
PROCTER & GAMBLE CO/THE 1.7 %
Total 31.1 %

TOP COUNTRY EXPOSURE
UNITED STATES 95.6 %
IRELAND 1.9 %
BRITAIN 1.3 %
SWITZERLAND 0.7 %
SINGAPORE 0.1 %






HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru February 28)
Year-to-date 1 year 5 years 10 years Since Incep.
2.5% 33.1% 17.2% 13.3% 9.3%

Market Correlations
versus... Beta R-squared
S&P500 0.99 99%
MSCI EAFE 0.92 84%
MSCI Emg. Mkts. 0.74 68%

Technical Indicators
Recent close $73.30
30d moving avg. $73.79
Annualized volatility 18.4%
Short interest (ETF) 0.2%
Short interest (Underlying) 1.8%
Relative strength (RSI) 54

Liquidity measures
Avg. volume (thou.) 179
Turnover 0.5%
Bid/Ask (% of price) 0.05%
ADV underlying (mns) $149,313

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 99 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™: 4.7%


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
(%)
ESGV Vanguard ESG U.S. Stock ETF 82.6 12 13 4.7 -0.0
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 81.4 10 15 5.0 +0.3
SUSL iShares ESG MSCI USA Leaders ETF 81.4 10 15 5.0 +0.3
IQSU IQ Candriam ESG US Equity ETF 62.7 9 16 4.7 +0.0
USXF iShares ESG Advanced MSCI USA ETF 62.5 10 15 4.7 +0.0
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF 60.4 49 -24 3.8 -0.9
ESGU iShares MSCI USA ESG Optimized ETF 58.9 15 10 4.7 -0.0
VOOG Vanguard S&P 500 Growth ETF 58.2 10 15 4.0 -0.8
EFIV SPDR S&P 500 ESG ETF 58.1 10 15 4.9 +0.2
SNPE Xtrackers S&P 500 ESG ETF 58.0 10 15 4.9 +0.2
JCTR JPMorgan Carbon Transition U.S. Equity ETF 57.1 15 10 5.0 +0.3
XVV iShares ESG Screened S&P 500 ETF 57.0 8 17 5.0 +0.3
SUSA iShares MSCI USA ESG Select ETF 56.9 25 0 4.5 -0.2
SPYG SPDR Portfolio S&P 500 Growth ETF 56.5 4 21 4.0 -0.7
IVW iShares S&P 500 Growth ETF 56.5 18 7 3.9 -0.8
IUSG iShares Core S&P US Growth ETF 56.0 4 21 4.0 -0.7
ACVF American Conservative Values ETF 55.8 75 -50 4.4 -0.4
SPXV ProShares S&P 500 Ex-Health Care ETF 55.2 27 -2 4.5 -0.2
SPXN ProShares S&P 500 Ex-Financials ETF 55.0 27 -2 4.5 -0.2
VUG Vanguard Growth Index Fund 54.8 4 21 3.6 -1.1
ESG FlexShares STOXX US ESG Impact Index Fund 54.7 32 -7 4.8 +0.1
IWF iShares Russell 1000 Growth ETF 54.5 19 6 3.7 -1.0
PBP Invesco S&P 500 BuyWrite ETF 54.4 49 -24 4.5 -0.2
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 54.3 20 5 4.8 +0.1
MGC Vanguard Mega Cap Index Fund 54.2 7 18 4.8 +0.1
XYLG Global X S&P 500 Covered Call & Growth ETF 54.1 60 -35 4.4 -0.3
NACP Impact Shares NAACP Minority Empowerment ETF 54.0 49 -24 4.6 -0.1
SPLG SPDR Portfolio Large Cap ETF 54.0 3 22 5.0 +0.3
SPY SPDR S&P 500 ETF Trust 54.0 9 16 4.9 +0.2
IVV iShares Core S&P 500 ETF 53.9 3 22 4.9 +0.2
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 53.8 20 5 4.9 +0.2
SPXE ProShares S&P 500 Ex-Energy ETF 53.8 27 -2 4.8 +0.1
IWL iShares Russell Top 200 ETF 53.5 15 10 4.7 0.0
CATH Global X S&P 500 Catholic Values Custom ETF 53.2 29 -4 4.7 -0.0
IWY iShares Russell Top 200 Growth ETF 53.0 20 5 3.9 -0.8
VOO VANGUARD S&P 500 ETF 52.9 3 22 4.9 +0.2
BKLC BNY Mellon US Large Cap Core Equity ETF 52.4 0 25 4.8 +0.1
VONG Vanguard Russell 1000 Growth Index Fund 52.3 8 17 3.8 -0.9
WOMN Impact Shares YWCA Women's Empowerment ETF 52.1 75 -50 4.5 -0.2
GSUS Goldman Sachs MarketBeta U.S. Equity ETF 52.0 7 18 4.7 +0.0
XOUT GraniteShares XOUT U.S. Large Cap ETF 51.9 60 -35 3.7 -1.0
VEGN US Vegan Climate ETF 51.7 60 -35 4.0 -0.7
BBUS JP Morgan Betabuilders U.S. Equity ETF 51.6 2 23 4.8 +0.1
OEF iShares S&P 100 ETF 51.3 20 5 4.6 -0.2
PBUS Invesco PureBeta MSCI USA ETF 51.2 4 21 4.8 +0.1
VV Vanguard Large-Cap Index Fund 51.2 4 21 4.8 +0.1
NULC Nuveen ESG Large-Cap ETF 50.9 20 5 4.5 -0.2
MMTM SPDR S&P 1500 Momentum Tilt ETF 50.6 12 13 4.2 -0.5
MGK Vanguard Mega Cap Growth ETF 50.5 7 18 3.8 -0.9
SCHX Schwab U.S. Large-Cap ETF 50.4 3 22 4.8 +0.1
SPTM SPDR Portfolio Total Stock Market ETF 50.3 3 22 5.0 +0.3
QUS SPDR MSCI USA StrategicFactors ETF 49.8 15 10 5.5 +0.8
IWB iShares Russell 1000 ETF 49.2 15 10 4.7 -0.0
SPXT ProShares S&P 500 Ex-Technology ETF 49.0 27 -2 5.1 +0.4
SCHV Schwab U.S. Large-Cap Value ETF 48.9 4 21 6.2 +1.5
SCHK Schwab 1000 Index ETF 48.8 5 20 4.7 -0.0
IYY iShares Dow Jones U.S. ETF 48.8 20 5 4.6 -0.1
JHML John Hancock Multifactor Large Cap ETF 48.6 29 -4 5.0 +0.3
XLG Invesco S&P 500 Top 50 ETF 47.8 20 5 4.4 -0.3
EPS WisdomTree U.S. Earnings 500 Fund 47.5 8 17 6.2 +1.5
VONE Vanguard Russell 1000 ETF 47.3 8 17 4.7 +0.0
VOOV Vanguard S&P 500 Value ETF 47.2 10 15 6.3 +1.6
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 46.5 9 16 5.1 +0.4
VTHR Vanguard Russell 3000 Index Fund 46.5 10 15 4.6 -0.1
SFY SoFi Select 500 ETF 46.3 0 25 4.8 +0.1
SCHG Schwab U.S. Large-Cap Growth ETF 46.2 4 21 3.3 -1.4
IWV iShares Russell 3000 ETF 46.2 20 5 4.5 -0.2
SCHB Schwab U.S. Broad Market ETF 46.2 3 22 4.6 -0.1
RECS Columbia Research Enhanced Core ETF 46.1 15 10 5.5 +0.8
JQUA JPMorgan U.S. Quality Factor ETF 45.9 12 13 5.3 +0.6
ITOT iShares Core S&P Total U.S. Stock Market ETF 45.9 3 22 4.6 -0.1
TMFC Motley Fool 100 Index ETF 45.8 50 -25 3.0 -1.7
DFAU Dimensional US Core Equity Market ETF 45.5 12 13 4.9 +0.2
VTI Vanguard Total Stock Market Index Fund 44.8 3 22 4.6 -0.1
DIVB iShares U.S. Dividend & Buyback ETF 44.8 25 0 6.0 +1.3
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 44.6 19 6 5.3 +0.6
RESP WisdomTree US ESG Fund of Benef Interest 44.5 28 -3 5.5 +0.8
VONV Vanguard Russell 1000 Value Index Fund 44.4 8 17 6.1 +1.4
IETC iShares Evolved U.S. Technology ETF 43.9 18 7 3.6 -1.1
SPYV SPDR Portfolio S&P 500 Value ETF 43.2 4 21 6.3 +1.6
IVE iShares S&P 500 Value ETF 43.2 18 7 6.2 +1.5
DYNF BlackRock U.S. Equity Factor Rotation ETF 43.2 30 -5 5.5 +0.8
IWD iShares Russell 1000 Value ETF 43.0 19 6 6.0 +1.3
IUSV iShares Core S&P U.S. Value ETF 42.9 4 21 6.4 +1.7
ONEQ Fidelity Nasdaq Composite Index Tracking Stock 42.5 21 4 3.1 -1.6
DLN WisdomTree U.S. LargeCap Dividend Fund 42.4 28 -3 6.4 +1.7
IGM iShares Expanded Tech Sector ETF 42.1 46 -21 3.4 -1.3
FQAL Fidelity Quality Factor ETF 42.1 29 -4 5.1 +0.4
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 41.8 30 -5 5.2 +0.5
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 41.7 15 10 0.0 -4.7
QYLD Global X NASDAQ 100 Covered Call ETF 41.6 60 -35 3.3 -1.4
QYLG Global X Nasdaq 100 Covered Call & Growth ETF 41.6 60 -35 3.3 -1.4
QQQM Invesco NASDAQ 100 ETF 41.6 15 10 3.8 -1.0
AVUS Avantis U.S. Equity ETF 41.6 15 10 5.1 +0.4
QQQ Invesco QQQ Trust 41.6 20 5 3.7 -1.0
NUSI Nationwide Risk-Managed Income ETF 41.3 68 -43 3.2 -1.5
DTD WisdomTree U.S.Total Dividend Fund 41.2 28 -3 6.5 +1.8
KRMA Global X Conscious Companies ETF 40.8 43 -18 5.1 +0.4
IUS Invesco Strategic US ETF 40.1 19 6 5.3 +0.6

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%.

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RESULTS & ESTIMATES

  2016 2017 2018 2019 2020 2021E 2022E
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

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VALUATION METRICS
  2020 2021E 2022E
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 21.0 %
Divided by: Fwd. P/BV 4.2 x
Less: Expense ratio 25 bp
Equals: ALTAR Score 4.7 %
info More information on ALTAR Score™
MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING		 1.44 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.