iShares Russell Mid-Cap Value ETF
ALTAR
Score™
6.0% info Recommen-
dation
OVERWEIGHT
2020E    2021E
P/E
ratio
27.8x P/Sales
ratio
1.7x
P/BV
ratio
2.2x Div.
yield
1.9%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
iShares Russell Midcap Value Index Fund seeks investment results that correspond generally to the price and yield performance of the Russell MidcapValue Index. The Fund uses a Representative s

FUND BASICS
Category US Equities
Fund Sponsor Barclays Global Fund Advisors
Website www.ishares.com
Inception date Jul 17, 2001
Assets (mns) $12,071
Currency USD
Expense ratio 24 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 697
Wgt avg mkt cap (mns) $17,785
Large cap (>$10bn) 70.5%
Mid cap ($2-10bn) 29.2%
Small cap (<$2bn) 0.1%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
FORD MOTOR CO 0.7 %
FREEPORT-MCMORAN COPPER 0.7 %
JOHNSON CONTROLS INTERNATIONAL PLC 0.6 %
TWITTER INC 0.6 %
APTIV PLC 0.6 %
INGERSOLL-RAND PLC 0.6 %
CUMMINS INC 0.6 %
AGILENT TECHNOLOGIES INC 0.6 %
PARKER HANNIFIN CORP 0.6 %
MARVELL TECHNOLOGY GROUP LTD 0.6 %
Total 6.1 %

TOP COUNTRY EXPOSURE
UNITED STATES 92.7 %
IRELAND 2.4 %
BRITAIN 2.1 %
BERMUDA 1.3 %
CHINA 0.4 %
SWITZERLAND 0.3 %
NETHERLANDS 0.2 %
PUERTO RICO 0.1 %
CAYMAN ISLANDS 0.1 %
PANAMA 0.0 %

HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru December 31)
Year-to-date 1 year 5 years 10 years Since Incep.
4.8% 4.8% 9.5% 10.3% 10.6%

Market Correlations
versus... Beta R-squared
S&P500 1.15 89%
MSCI EAFE 1.13 85%
MSCI Emg. Mkts. 0.94 74%

Technical Indicators
Recent close $99.80
30d moving avg. $98.04
Annualized volatility 23.0%
Short interest (ETF) 0.6%
Short interest (Underlying) 4.2%
Relative strength (RSI) 59

Liquidity measures
Avg. volume (thou.) 501
Turnover 0.4%
Bid/Ask (% of price) 0.05%
ADV underlying (mns) $84,236

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 97 potential alternatives to the iShares Russell Mid-Cap Value ETF ETF based on the alternatives' overlap in portfolio holdings with IWS. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: IWS Expense: 24 bp ALTAR Score™: 6.0%


ALTERNATIVE ETFs BASED ON OVERLAP WITH IWS
Ticker Fund
Name
Overlap1
vs IWS
(%)
Expense
ratio
(bp)
Savings
vs IWS
(bp)
ALTAR
Score™
(%)
ALTAR
vs IWS
(%)
IWR iShares Russell Midcap ETF 67.8 19 5 4.8 -1.3
BKMC BNY Mellon US Mid Cap Core Equity ETF 61.0 4 20 4.9 -1.1
JHMM John Hancock Multifactor Mid Cap ETF 58.7 42 -18 4.7 -1.3
VO Vanguard Mid-Cap Index Fund 55.1 4 20 4.6 -1.4
ONEO SPDR Russell 1000 Momentum Focus ETF 49.4 20 4 5.6 -0.4
ONEV SPDR Russell 1000 Low Volatility Focus ETF 48.9 20 4 6.2 +0.2
EQAL Invesco Russell 1000 Equal Weight ETF 48.2 20 4 5.1 -0.9
USEQ Invesco Russell 1000 Enhanced Equal Weight ETF 47.5 29 -5 6.0 +0.0
JPME JPMorgan Diversified Return U.S. Mid Cap Equity ETF 47.0 24 0 5.5 -0.5
DEUS Xtrackers Russell 1000 Comprehensive Factor ETF 46.5 17 7 5.7 -0.3
RSP Invesco S&P 500 Equal Weight ETF 46.2 20 4 5.6 -0.4
VOE Vanguard Mid-Cap Value Index Fund 45.7 7 17 6.7 +0.7
SIZE iShares MSCI USA Size Factor ETF 45.6 15 9 5.2 -0.8
EUSA iShares MSCI USA Equal Weighted ETF 45.1 15 9 5.2 -0.8
OMFL Invesco Russell 1000 Dynamic Multifactor ETF 44.8 29 -5 7.3 +1.3
RVRS Reverse Cap Weighted U.S. Large Cap ETF 43.2 29 -5 6.2 +0.2
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF 40.0 9 15 5.0 -1.0
SCHM Schwab U.S. Mid-Cap ETF 39.2 4 20 5.0 -1.0
FAB First Trust Multi Cap Value AlphaDEX Fund 38.9 71 -47 7.6 +1.6
CFO VictoryShares US 500 Enhanced Volatility Weighted Index ETF 38.5 35 -11 5.1 -0.9
CFA VictoryShares US 500 Volatility Weighted Index ETF 38.3 35 -11 5.1 -0.9
VONV Vanguard Russell 1000 Value Index Fund 36.9 8 16 6.2 +0.2
ONEY SPDR Russell 1000 Yield Focus ETF 36.0 20 4 7.3 +1.3
TUSA First Trust Total US Market AlphaDEX ETF 35.6 70 -46 4.8 -1.2
SMMD iShares Russell 2500 ETF 35.4 15 9 4.7 -1.3
TPLC Timothy Plan US Large Cap Core ETF 35.3 52 -28 4.5 -1.5
IWD iShares Russell 1000 Value ETF 35.0 19 5 6.1 +0.1
AMCA iShares Russell 1000 Pure U.S. Revenue ETF 34.8 15 9 6.0 0.0
JKG iShares Morningstar Mid-Cap ETF 34.2 25 -1 4.5 -1.5
FEX First Trust Large Cap Core AlphaDEX Fund 34.2 60 -36 4.7 -1.3
JKI iShares Morningstar Mid-Cap Value ETF 34.0 30 -6 7.7 +1.7
JPUS JPMorgan Diversified Return U.S. Equity ETF 33.8 18 6 5.6 -0.4
PQLC PGIM QMA Strategic Alpha Large-Cap Core ETF 32.6 17 7 6.1 +0.1
VB Vanguard Small-Cap ETF 31.7 5 19 4.4 -1.6
JVAL JPMorgan U.S. Value Factor ETF 31.2 12 12 7.1 +1.1
REVS Columbia Research Enhanced Value ETF 31.1 19 5 6.7 +0.7
JHML John Hancock Multifactor Large Cap ETF 31.1 29 -5 4.9 -1.2
USLB Invesco Russell 1000 Low Beta Equal Weight ETF 30.7 35 -11 5.1 -0.9
STMB iShares Factors US Mid Blend Style ETF 30.7 30 -6 5.0 -1.0
FTA First Trust Large Cap Value AlphaDEX Fund 30.2 60 -36 7.4 +1.4
RNLC Large Cap US Equity Select ETF 30.0 60 -36 5.2 -0.8
SZNE Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF 29.4 60 -36 4.7 -1.3
VLU SPDR S&P 1500 Value Tilt ETF 28.8 12 12 6.2 +0.2
VFVA Vanguard U.S. Value Factor ETF 28.6 14 10 8.5 +2.5
DYNF BlackRock U.S. Equity Factor Rotation ETF 28.3 30 -6 5.3 -0.7
VOOV Vanguard S&P 500 Value ETF 28.1 10 14 6.6 +0.6
SFYX Sofi Next 500 ETF 27.9 0 24 4.8 -1.2
SCHV Schwab U.S. Large-Cap Value ETF 27.3 4 20 6.1 +0.1
ULVM VictoryShares USAA MSCI USA Value Momentum ETF 26.7 20 4 6.6 +0.6
IUSV iShares Core S&P U.S. Value ETF 26.7 4 20 6.5 +0.5
VXF Vanguard Extended Market Index Fund 26.6 6 18 2.5 -3.5
PRF Invesco FTSE RAFI US 1000 ETF 26.5 39 -15 5.7 -0.3
FNDB Schwab Fundamental U.S. Broad Market Index ETF 26.1 25 -1 5.7 -0.4
AVUS Avantis U.S. Equity ETF 26.0 15 9 4.8 -1.2
FNDX Schwab Fundamental U.S. Large Co. Index ETF 25.8 25 -1 5.7 -0.3
IUS Invesco Strategic US ETF 25.4 19 5 5.5 -0.5
VBR Vanguard Small Cap Value Index Fund 25.2 7 17 6.5 +0.5
ESGV Vanguard ESG U.S. Stock ETF 24.5 12 12 4.5 -1.5
IYF iShares U.S. Financials ETF 24.5 42 -18 6.0 +0.0
TILT Flexshares Morningstar US Market Factors Tilt Index Fund 24.1 25 -1 4.9 -1.1
RNMC Mid Cap US Equity Select ETF 24.0 60 -36 6.1 +0.1
SPYV SPDR Portfolio S&P 500 Value ETF 23.7 4 20 6.5 +0.5
IVE iShares S&P 500 Value ETF 23.7 18 6 6.3 +0.3
FNX First Trust Mid Cap Core AlphaDEX Fund 23.5 61 -37 5.1 -0.9
VTV Vanguard Value Index Fund 23.2 4 20 6.6 +0.6
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 22.8 30 -6 5.1 -0.9
LRGF iShares Edge MSCI Multifactor USA ETF 22.8 20 4 6.1 +0.1
BBMC JPMorgan BetaBuilders U.S. Mid Cap Equity ETF 22.6 7 17 3.9 -2.1
FLQM Franklin LibertyQ U.S. Mid Cap Equity ETF 22.5 30 -6 5.4 -0.6
PSM Principal U.S. Small-MidCap Multi-Factor Core Index ETF 22.5 20 4 0.0 -6.0
VALQ American Century STOXX U.S. Quality Value ETF 22.4 29 -5 7.8 +1.8
JDIV JPMorgan U.S. Dividend ETF 22.3 12 12 6.7 +0.7
PBSM Invesco PureBeta MSCI USA Small Cap ETF 22.3 6 18 4.0 -2.0
JMIN JPMorgan U.S. Minimum Volatility ETF 22.2 12 12 5.3 -0.7
RWL Invesco S&P 500 Revenue ETF 21.8 39 -15 6.3 +0.3
DFAU Dimensional US Core Equity Market ETF 21.7 12 12 4.7 -1.3
RESP WisdomTree US ESG Fund of Benef Interest 21.7 28 -4 5.0 -1.0
ROUS Hartford Multifactor US Equity ETF 21.4 19 5 5.8 -0.2
MAGA Point Bridge GOP Stock Tracker ETF 21.0 72 -48 5.4 -0.6
VLUE iShares MSCI USA Value Factor ETF 21.0 15 9 9.8 +3.8
ACWF iShares MSCI Global Multifactor ETF 20.6 35 -11 6.8 +0.8
RECS Columbia Research Enhanced Core ETF 20.6 15 9 5.1 -0.9
ESML iShares MSCI USA Small-Cap ESG Optimized ETF 20.5 17 7 4.0 -2.0
RBUS Nationwide Risk-Based U.S. Equity ETF 20.4 30 -6 4.6 -1.4
BLES Inspire Global Hope Large Cap ETF 20.2 52 -28 5.7 -0.4
IWB iShares Russell 1000 ETF 20.0 15 9 4.5 -1.5
FCTR First Trust Lunt U.S. Factor Rotation ETF 19.9 65 -41 1.2 -4.8
IYJ iShares U.S. Industrials ETF 19.6 42 -18 5.0 -1.0
RNDV US Equity Dividend Select ETF 19.5 50 -26 7.3 +1.3
VTHR Vanguard Russell 3000 Index Fund 19.4 10 14 4.4 -1.6
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 19.3 9 15 4.8 -1.2
VYM Vanguard High Dividend Yield Index ETF 19.3 6 18 6.7 +0.7
IYY iShares Dow Jones U.S. ETF 19.3 20 4 4.4 -1.6
SCHK Schwab 1000 Index ETF 19.0 5 19 4.6 -1.4
DTD WisdomTree U.S.Total Dividend Fund 19.0 28 -4 6.2 +0.2
ETHO Etho Climate Leadership U.S. ETF 18.8 47 -23 3.7 -2.4
BKSE BNY Mellon US Small Cap Core Equity ETF 18.7 4 20 4.7 -1.3

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 Russell Mid-Cap Value ETF
Relative
to:
S&P500 MSCI EAFE MSCI Emg. Mkts. Other ETF:

OVERWEIGHT

Above average appreciation potential. A rating of OVERWEIGHT is assigned to ETFs with ALTAR Scores in the 4th quintile (ranking higher than 60%-80%) of their category. Typically, funds in this category consist of stocks trading at attractive valuations and/or having above-average fundamentals.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 12.7 %
Divided by: Fwd. P/BV 2.0 x
Less: Expense ratio 24 bp
Equals: ALTAR Score 6.0 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.57 CATEGORY
AVERAGE
1.49
 
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.