iShares Factors US Value Style ETF
ALTAR
Score™
7.1% info Recommen-
dation
OVERWEIGHT
2020E    2021E
P/E
ratio
16.8x P/Sales
ratio
1.4x
P/BV
ratio
1.8x Div.
yield
2.8%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
STLV tracks an index of US large and midcap value stocks selected based on a combination of five investment factors.

FUND BASICS
Category US Equities
Fund Sponsor Blackrock
Website www.ishares.com
Inception date Jan 14, 2020
Assets (mns) $6
Currency USD
Expense ratio 25 bp
Distributions Annually

FUND STRUCTURE
Regulation Open-Ended Fund
Custodian
Weighting Multi-Factor
Index replication
Uses derivatives No
Options available No

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 218
Wgt avg mkt cap (mns) $68,087
Large cap (>$10bn) 60.9%
Mid cap ($2-10bn) 37.1%
Small cap (<$2bn) 2.1%
Developed mkts 99.8%
Emerging mkts 0.2%

TOP TEN HOLDINGS
JOHNSON & JOHNSON 2.9 %
VERIZON COMMUNICATIONS INC 2.7 %
EVERCORE PARTNERS INC-CL A 2.1 %
MERCK & CO. INC. 1.9 %
WAL-MART STORES INC 1.6 %
EQUITY COMMONWEALTH 1.5 %
PROCTER & GAMBLE CO/THE 1.5 %
KIMBERLY-CLARK CORP 1.5 %
PHILIP MORRIS INTERNATIONAL 1.4 %
LAZARD LTD-CL A 1.4 %
Total 18.5 %

TOP COUNTRY EXPOSURE
UNITED STATES 93.5 %
BRITAIN 1.5 %
CANADA 1.2 %
PUERTO RICO 0.9 %
IRELAND 0.7 %
BERMUDA 0.5 %
CAYMAN ISLANDS 0.4 %
CHINA 0.3 %
PANAMA 0.2 %


HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru August 31)
Year-to-date 1 year 5 years 10 years Since Incep.
1.2% -- -- -- 1.2%

Market Correlations
versus... Beta R-squared
S&P500 -- --
MSCI EAFE -- --
MSCI Emg. Mkts. -- --

Technical Indicators
Recent close $21.62
30d moving avg. $21.56
Annualized volatility 0.0%
Short interest (ETF) 0.0%
Relative strength (RSI) 58

Liquidity measures
Avg. volume (thou.) 0
Turnover 0.0%
Bid/Ask (% of price) 0.14%
ADV underlying (mns) $7,465

Distributions


FINDING ALTERNATIVE FUNDS

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

Benchmark ticker: STLV Expense: 25 bp ALTAR Score™: 7.1%


ALTERNATIVE ETFs BASED ON OVERLAP WITH STLV
Ticker Fund
Name
Overlap1
vs STLV
(%)
Expense
ratio
(bp)
Savings
vs STLV
(bp)
ALTAR
Score™
(%)
ALTAR
vs STLV
(%)
SCHV Schwab U.S. Large-Cap Value ETF 32.3 4 21 7.0 -0.1
VYM Vanguard High Dividend Yield Index ETF 31.4 6 19 7.3 +0.2
USDY Pacific Global US Equity Income ETF 31.4 29 -4 7.1 -0.0
REVS Columbia Research Enhanced Value ETF 30.8 19 6 7.3 +0.2
RAFE PIMCO RAFI ESG U.S. ETF 30.6 29 -4 7.5 +0.4
DTD WisdomTree U.S.Total Dividend Fund 29.6 28 -3 7.0 -0.1
DLN WisdomTree U.S. LargeCap Dividend Fund 29.5 28 -3 6.9 -0.2
VTV Vanguard Value Index Fund 29.1 4 21 7.2 +0.1
VOOV Vanguard S&P 500 Value ETF 27.8 10 15 7.2 +0.1
DGRO iShares Core Dividend Growth ETF 27.7 8 17 6.8 -0.3
MGV Vanguard Mega Cap Value ETF 27.7 7 18 7.1 -0.0
IWD iShares Russell 1000 Value ETF 27.6 19 6 6.8 -0.4
IVE iShares S&P 500 Value ETF 27.6 18 7 7.1 -0.0
SPYV SPDR Portfolio S&P 500 Value ETF 27.6 4 21 7.2 +0.1
ROUS Hartford Multifactor US Equity ETF 27.6 19 6 6.4 -0.7
VONV Vanguard Russell 1000 Value Index Fund 27.4 8 17 6.9 -0.2
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 27.3 29 -4 6.2 -0.9
IUSV iShares Core S&P U.S. Value ETF 27.3 4 21 7.3 +0.2
DIVB iShares U.S. Dividend & Buyback ETF 27.2 25 0 7.0 -0.1
VALQ American Century STOXX U.S. Quality Value ETF 26.8 29 -4 8.9 +1.8
FNDX Schwab Fundamental U.S. Large Co. Index ETF 26.3 25 0 7.2 +0.1
IWX iShares Russell Top 200 Value ETF 26.2 20 5 6.7 -0.4
FLQL Franklin LibertyQ U.S. Equity ETF 26.1 15 10 6.2 -0.9
OUSA O'Shares FTSE US Quality Dividend ETF 25.9 48 -23 6.4 -0.7
JQUA JPMorgan U.S. Quality Factor ETF 25.9 12 13 5.6 -1.5
EPS WisdomTree U.S. Earnings 500 Fund 25.4 8 17 7.1 -0.1
PRF Invesco FTSE RAFI US 1000 ETF 25.3 39 -14 7.1 -0.0
FNDB Schwab Fundamental U.S. Broad Market Index ETF 25.0 25 0 7.2 +0.0
JVAL JPMorgan U.S. Value Factor ETF 25.0 12 13 8.7 +1.6
JPUS JPMorgan Diversified Return U.S. Equity ETF 24.8 18 7 6.1 -1.0
FVAL Fidelity Value Factor ETF 24.5 29 -4 8.3 +1.2
QSY WisdomTree U.S. LargeCap Value Fund 24.4 38 -13 6.7 -0.4
RECS Columbia Research Enhanced Core ETF 24.2 15 10 6.4 -0.7
RNDV US Equity Dividend Select ETF 24.1 50 -25 7.8 +0.7
QDEF FlexShares Quality Dividend Defensive Index Fund 23.7 37 -12 6.8 -0.3
JKF iShares Morningstar Large Cap Value ETF 23.6 25 0 7.5 +0.4
GBLO Global Beta Low Beta ETF 23.5 29 -4 6.9 -0.2
NACP Impact Shares NAACP Minority Empowerment ETF 23.1 75 -50 5.6 -1.6
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 23.1 19 6 6.6 -0.5
PFM Invesco Dividend Achievers ETF 23.0 53 -28 5.3 -1.9
AUSF Global X Adaptive U.S. Factor ETF 23.0 27 -2 9.1 +2.0
SPXT ProShares S&P 500 Ex-Technology ETF 22.9 27 -2 5.5 -1.6
QUS SPDR MSCI USA StrategicFactors ETF 22.8 15 10 6.1 -1.0
EQWL Invesco Russell Top 200 Equal Weight ETF 22.7 25 0 6.1 -1.1
JDIV JPMorgan U.S. Dividend ETF 22.6 12 13 7.6 +0.5
IUS Invesco Strategic US ETF 22.5 19 6 6.9 -0.2
SUSL iShares ESG MSCI USA Leaders ETF 22.5 10 15 5.2 -1.9
QDYN FlexShares Quality Dividend Dynamic Index Fund 22.4 37 -12 6.9 -0.2
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 22.3 10 15 5.2 -1.9
FQAL Fidelity Quality Factor ETF 22.2 29 -4 6.1 -1.0
RWL Invesco S&P 500 Revenue ETF 22.0 39 -14 7.2 +0.1
RNLC Large Cap US Equity Select ETF 21.9 60 -35 6.1 -1.0
USEQ Invesco Russell 1000 Enhanced Equal Weight ETF 21.9 29 -4 6.8 -0.4
STLG iShares Factors US Growth Style ETF 21.9 25 0 6.2 -0.9
AFLG First Trust Active Factor Large Cap ETF 21.8 55 -30 6.3 -0.9
VLU SPDR S&P 1500 Value Tilt ETF 21.8 12 13 7.4 +0.3
QDF FlexShares Quality Dividend Index Fund 21.8 37 -12 6.8 -0.3
JMIN JPMorgan U.S. Minimum Volatility ETF 21.7 12 13 5.5 -1.7
EXT WisdomTree U.S. Total Earnings Fund 21.7 28 -3 6.1 -1.1
FDLO Fidelity Low Volatility Factor ETF 20.9 29 -4 5.1 -2.0
OEF iShares S&P 100 ETF 20.8 20 5 5.8 -1.3
USLB Invesco Russell 1000 Low Beta Equal Weight ETF 20.8 35 -10 5.4 -1.7
LVUS Hartford Multifactor Low Volatility US Equity ETF 20.7 19 6 5.8 -1.3
VUSE Vident Core US Equity Fund 20.7 48 -23 8.8 +1.7
DEUS Xtrackers Russell 1000 Comprehensive Factor ETF 20.5 17 8 6.3 -0.8
LSLT Salt Low truBeta US Market ETF 20.5 29 -4 5.9 -1.2
RSP Invesco S&P 500 Equal Weight ETF 20.5 20 5 6.4 -0.7
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 20.5 9 16 6.1 -1.0
NULV Nuveen ESG Large-Cap Value ETF 20.5 35 -10 7.1 -0.0
SPXN ProShares S&P 500 Ex-Financials ETF 20.5 27 -2 5.8 -1.4
QLC FlexShares US Quality Large Cap Index Fund 20.5 32 -7 5.9 -1.2
EQAL Invesco Russell 1000 Equal Weight ETF 20.4 20 5 5.5 -1.6
ONEO SPDR Russell 1000 Momentum Focus ETF 20.4 20 5 6.4 -0.7
FTA First Trust Large Cap Value AlphaDEX Fund 20.3 60 -35 9.0 +1.8
USMV iShares Edge MSCI Min Vol USA ETF 20.2 15 10 5.5 -1.7
JHML John Hancock Multifactor Large Cap ETF 20.2 29 -4 5.9 -1.2
DTN WisdomTree U.S. Dividend ex-Financials Fund 20.2 38 -13 7.8 +0.7
FCPI Fidelity Stocks for Inflation ETF 20.0 29 -4 6.8 -0.4
PBP Invesco S&P 500 BuyWrite ETF 19.9 49 -24 5.6 -1.6
VFVA Vanguard U.S. Value Factor ETF 19.8 14 11 10.8 +3.7
HSPX Global X S&P 500 Covered Call ETF 19.8 60 -35 5.4 -1.7
ONEV SPDR Russell 1000 Low Volatility Focus ETF 19.8 20 5 6.9 -0.2
SPLG SPDR Portfolio Large Cap ETF 19.8 3 22 6.0 -1.1
SPY SPDR S&P 500 ETF Trust 19.8 9 16 6.0 -1.2
IVV iShares Core S&P 500 ETF 19.7 3 22 6.0 -1.1
OMFL Invesco Russell 1000 Dynamic Multifactor ETF 19.7 29 -4 9.1 +2.0
QRFT Qraft Ai-Enhanced U.S. Large Cap ETF 19.7 75 -50 4.2 -3.0
WLDR Affinity World Leaders Equity ETF 19.7 47 -22 9.5 +2.4
PQLC PGIM QMA Strategic Alpha Large-Cap Core ETF 19.6 17 8 6.4 -0.7
FDRR Fidelity Dividend ETF for Rising Rates 19.6 29 -4 7.5 +0.4
FAB First Trust Multi Cap Value AlphaDEX Fund 19.6 71 -46 9.5 +2.4
DYNF BlackRock U.S. Equity Factor Rotation ETF 19.6 30 -5 6.5 -0.6
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 19.5 15 10 6.9 -0.2
AVUS Avantis U.S. Equity ETF 19.5 15 10 6.1 -1.0
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 19.5 20 5 6.0 -1.1
MGC Vanguard Mega Cap Index Fund 19.5 7 18 5.9 -1.2
VOO VANGUARD S&P 500 ETF 19.5 3 22 6.0 -1.1
SPXE ProShares S&P 500 Ex-Energy ETF 19.4 27 -2 6.0 -1.2
SPLV Invesco S&P 500 Low Volatility ETF 19.3 25 0 5.5 -1.7
ALTL Pacer Lunt Large Cap Alternator ETF 19.3 60 -35 5.1 -2.0

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 Factors US Value Style 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 12.2 %
Divided by: Fwd. P/BV 1.7 x
Less: Expense ratio 25 bp
Equals: ALTAR Score 7.1 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.57 CATEGORY
AVERAGE
1.52
 
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.