iShares Russell 1000 Value ETF
ALTAR
Score™
9.3% info Recommen-
dation
NEUTRAL
2020E    2021E
P/E
ratio
12.3x P/Sales
ratio
1.2x
P/BV
ratio
1.4x Div.
yield
3.7%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
The iShares Russell 1000 Value Index Fund seeks investment results that correspond to the price and yield performance of the large cap value sector of the U.S. stock market, as represented by the Russell 1000 Value Index.

FUND BASICS
Category US Equities
Fund Sponsor Barclays Global Investors
Website www.ishares.com
Inception date May 26, 2000
Assets (mns) $29,913
Currency USD
Expense ratio 19 bp
Distributions Quarterly

FUND STRUCTURE
Regulation Open-Ended Fund
Custodian State Street Bank & Trust
Weighting Multi-Factor
Index replication Full
Uses derivatives No
Options available Yes

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 766
Wgt avg mkt cap (mns) $107,438
Large cap (>$10bn) 84.7%
Mid cap ($2-10bn) 14.2%
Small cap (<$2bn) 1.1%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
BERKSHIRE HATHAWAY INC-CL B 3.5 %
JOHNSON & JOHNSON 3.0 %
PROCTER & GAMBLE CO/THE 2.6 %
JPMORGAN CHASE & CO 2.6 %
INTEL CORP 2.3 %
VERIZON COMMUNICATIONS INC 2.2 %
AT&T INC 2.0 %
PFIZER INC 1.9 %
WAL-MART STORES INC 1.6 %
EXXON MOBIL CORP 1.6 %
Total 23.4 %

TOP COUNTRY EXPOSURE
UNITED STATES 94.0 %
IRELAND 2.6 %
BRITAIN 1.5 %
SWITZERLAND 0.6 %
BERMUDA 0.4 %
NETHERLANDS 0.1 %
PUERTO RICO 0.0 %
CHINA 0.0 %
CAYMAN ISLANDS 0.0 %
PANAMA 0.0 %

HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru March 31)
Year-to-date 1 year 5 years 10 years Since Incep.
-26.8% -17.4% 1.7% 7.5% 5.2%

Market Correlations
versus... Beta R-squared
S&P500 1.06 94%
MSCI EAFE 1.02 84%
MSCI Emg. Mkts. 0.77 69%

Technical Indicators
Recent close $95.25
30d moving avg. $108.76
Annualized volatility 16.7%
Short interest (ETF) 1.0%
Short interest (Underlying) 2.5%
Relative strength (RSI) 35

Liquidity measures
Avg. volume (thou.) 5,007
Turnover 1.6%
Bid/Ask (% of price) 0.15%
ADV underlying (mns) $137,496

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 100 potential alternatives to the iShares Russell 1000 Value ETF ETF based on the alternatives' overlap in portfolio holdings with IWD. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: IWD Expense: 19 bp ALTAR Score™: 9.3%


ALTERNATIVE ETFs BASED ON OVERLAP WITH IWD
Ticker Fund
Name
Overlap1
vs IWD
(%)
Expense
ratio
(bp)
Savings
vs IWD
(bp)
ALTAR
Score™
(%)
ALTAR
vs IWD
(%)
VONV Vanguard Russell 1000 Value Index Fund 98.5 8 11 9.4 +0.1
VTV Vanguard Value Index Fund 74.5 4 15 9.3 0.0
IUSV iShares Core S&P U.S. Value ETF 73.8 4 15 9.5 +0.3
SPYV SPDR Portfolio S&P 500 Value ETF 71.5 4 15 9.4 +0.1
IVE iShares S&P 500 Value ETF 71.5 18 1 9.2 -0.1
VOOV Vanguard S&P 500 Value ETF 71.0 15 4 9.3 +0.0
SCHV Schwab U.S. Large-Cap Value ETF 70.7 4 15 9.1 -0.2
IWX iShares Russell Top 200 Value ETF 68.9 20 -1 8.9 -0.4
PRF Invesco FTSE RAFI US 1000 ETF 65.4 39 -20 9.4 +0.1
MGV Vanguard Mega Cap Value ETF 63.7 7 12 9.0 -0.3
FNDX Schwab Fundamental U.S. Large Co. Index ETF 61.0 25 -6 8.5 -0.8
DTD WisdomTree U.S.Total Dividend Fund 60.2 28 -9 8.6 -0.6
FNDB Schwab Fundamental U.S. Broad Market Index ETF 60.1 25 -6 8.6 -0.7
SPXT ProShares S&P 500 Ex-Technology ETF 60.1 27 -8 7.4 -1.9
VLU SPDR S&P 1500 Value Tilt ETF 59.5 12 7 9.8 +0.5
DLN WisdomTree U.S. LargeCap Dividend Fund 57.4 28 -9 8.1 -1.1
EPS WisdomTree U.S. Earnings 500 Fund 55.6 8 11 8.6 -0.7
VYM Vanguard High Dividend Yield Index ETF 54.8 6 13 9.0 -0.3
JHML John Hancock Multifactor Large Cap ETF 53.5 34 -15 7.6 -1.7
DGRO iShares Core Dividend Growth ETF 52.3 8 11 8.5 -0.8
PBP Invesco S&P 500 BuyWrite ETF 52.2 49 -30 6.8 -2.5
USDY Pacific Global US Equity Income ETF 52.1 29 -10 10.7 +1.5
HSPX Global X S&P 500 Covered Call ETF 51.9 65 -46 6.6 -2.7
VONE Vanguard Russell 1000 ETF 51.4 8 11 7.1 -2.1
IWB iShares Russell 1000 ETF 51.2 15 4 7.1 -2.2
IUS Invesco Strategic US ETF 50.9 19 0 8.1 -1.2
SPY SPDR S&P 500 ETF Trust 50.4 9 10 7.2 -2.1
SCHX Schwab U.S. Large-Cap ETF 50.4 3 16 7.1 -2.2
SPLG SPDR Portfolio Large Cap ETF 50.4 3 16 7.2 -2.1
IYY iShares Dow Jones U.S. ETF 50.3 20 -1 7.1 -2.2
SCHK Schwab 1000 Index ETF 50.3 5 14 7.2 -2.1
IVV iShares Core S&P 500 ETF 50.3 4 15 7.2 -2.1
VOO VANGUARD S&P 500 ETF 50.0 3 16 7.2 -2.1
VV Vanguard Large-Cap Index Fund 49.9 4 15 7.1 -2.2
SPTM SPDR Portfolio Total Stock Market ETF 49.9 3 16 7.4 -1.9
BBUS JP Morgan Betabuilders U.S. Equity ETF 49.8 2 17 7.2 -2.1
RWL Invesco S&P 500 Revenue ETF 49.4 39 -20 9.3 +0.1
PBUS Invesco PureBeta MSCI USA ETF 49.3 4 15 7.2 -2.1
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 49.1 20 -1 7.2 -2.1
DIVB iShares U.S. Dividend & Buyback ETF 48.9 25 -6 8.9 -0.4
VTHR Vanguard Russell 3000 Index Fund 48.8 10 9 7.0 -2.2
IWV iShares Russell 3000 ETF 48.8 20 -1 6.9 -2.4
SCHB Schwab U.S. Broad Market ETF 48.7 3 16 7.2 -2.1
SPXE ProShares S&P 500 Ex-Energy ETF 48.6 27 -8 7.1 -2.2
ITOT iShares Core S&P Total U.S. Stock Market ETF 48.6 3 16 7.1 -2.2
VTI Vanguard Total Stock Market Index Fund 48.4 3 16 7.1 -2.2
SNPE Xtrackers S&P 500 ESG ETF 48.3 11 8 7.0 -2.3
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 47.6 29 -10 8.2 -1.0
SPXV ProShares S&P 500 Ex-Health Care ETF 47.5 27 -8 6.9 -2.4
MGC Vanguard Mega Cap Index Fund 47.2 7 12 6.9 -2.4
RAFE PIMCO RAFI ESG U.S. ETF 47.0 29 -10 10.2 +0.9
TILT Flexshares Morningstar US Market Factors Tilt Index Fund 46.7 25 -6 8.7 -0.5
ESG FlexShares STOXX US ESG Impact Index Fund 46.4 32 -13 6.9 -2.4
AVUS Avantis U.S. Equity ETF 46.1 15 4 8.1 -1.2
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 45.9 20 -1 6.7 -2.5
IWL iShares Russell Top 200 ETF 45.6 15 4 6.7 -2.6
QUS SPDR MSCI USA StrategicFactors ETF 45.5 15 4 7.4 -1.9
REVS Columbia Research Enhanced Value ETF 45.1 19 0 10.0 +0.7
CATH Global X S&P 500 Catholic Values Custom ETF 44.7 29 -10 7.1 -2.2
RSP Invesco S&P 500 Equal Weight ETF 44.3 20 -1 8.9 -0.4
SPXN ProShares S&P 500 Ex-Financials ETF 44.0 27 -8 6.7 -2.6
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 43.4 9 10 7.4 -1.9
SFY SoFi Select 500 ETF 43.3 0 19 6.7 -2.6
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF 42.9 9 10 8.5 -0.8
EUSA iShares MSCI USA Equal Weighted ETF 42.8 15 4 8.6 -0.7
OEF iShares S&P 100 ETF 42.7 20 -1 6.4 -2.9
JKF iShares Morningstar Large Cap Value ETF 42.4 25 -6 9.7 +0.4
SUSL iShares ESG MSCI USA Leaders ETF 42.4 10 9 7.1 -2.2
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 42.3 10 9 7.1 -2.2
MMTM SPDR S&P 1500 Momentum Tilt ETF 42.2 12 7 6.9 -2.4
RECS Columbia Research Enhanced Core ETF 42.1 15 4 7.6 -1.7
SIZE iShares Edge MSCI USA Size Factor ETF 42.0 15 4 8.4 -0.9
ESGV Vanguard ESG U.S. Stock ETF 41.7 12 7 7.1 -2.2
DYNF BlackRock U.S. Equity Factor Rotation ETF 41.3 30 -11 8.0 -1.2
RNLC Large Cap US Equity Select ETF 41.1 60 -41 8.2 -1.1
ESGU iShares MSCI USA ESG Optimized ETF 41.0 15 4 6.8 -2.5
ROUS Hartford Multifactor US Equity ETF 40.6 19 0 9.4 +0.1
USEQ Invesco Russell 1000 Enhanced Equal Weight ETF 40.3 29 -10 9.4 +0.1
NACP Impact Shares NAACP Minority Empowerment ETF 40.3 75 -56 6.3 -3.0
SCIU Global X Scientific Beta US ETF 40.2 19 0 7.8 -1.5
IQSU IQ Candriam ESG US Equity ETF 40.0 9 10 6.8 -2.5
EQAL Invesco Russell 1000 Equal Weight ETF 39.7 20 -1 7.7 -1.6
JVAL JPMorgan U.S. Value Factor ETF 39.4 12 7 12.2 +2.9
PFM Invesco Dividend Achievers ETF 39.0 54 -35 6.5 -2.7
WOMN Impact Shares YWCA Women's Empowerment ETF 38.9 75 -56 6.4 -2.9
EQWL Invesco Russell Top 200 Equal Weight ETF 38.9 25 -6 7.7 -1.6
DSI iShares MSCI KLD 400 Social ETF 38.8 25 -6 6.9 -2.4
FDRR Fidelity Dividend ETF for Rising Rates 38.3 29 -10 9.8 +0.5
JPUS JPMorgan Diversified Return U.S. Equity ETF 38.0 19 0 8.5 -0.8
AMCA iShares Russell 1000 Pure U.S. Revenue ETF 37.9 15 4 9.0 -0.3
OUSA O'Shares FTSE US Quality Dividend ETF 36.8 48 -29 7.1 -2.2
CFA Victory CEMP US 500 Volatility Weighted Index ETF 36.4 35 -16 8.2 -1.1
TOK iShares MSCI Kokusai ETF 36.1 25 -6 7.4 -1.9
RBUS Nationwide Risk-Based U.S. Equity ETF 35.9 30 -11 7.3 -2.0
XLG Invesco S&P 500 Top 50 ETF 35.6 20 -1 6.0 -3.3
FEX First Trust Large Cap Core AlphaDEX Fund 35.3 60 -41 8.2 -1.0
FVAL Fidelity Value Factor ETF 35.2 29 -10 11.1 +1.8
USMC Principal U.S. Mega-Cap Multi-Factor Index ETF 35.1 12 7 6.4 -2.9
USMV iShares Edge MSCI Min Vol USA ETF 34.7 15 4 6.9 -2.4
LVUS Hartford Multifactor Low Volatility US Equity ETF 34.6 19 0 7.8 -1.5

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

  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

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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 Russell 1000 Value 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 13.0 %
Divided by: Fwd. P/BV 1.4 x
Less: Expense ratio 19 bp
Equals: ALTAR Score 9.3 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.53 CATEGORY
AVERAGE
1.51
 
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.