iShares Factors US Value Style ETF
ALTAR
Score™
6.5% info Recommen-
dation
OVERWEIGHT
2020E    2021E
P/E
ratio
16.6x P/Sales
ratio
1.6x
P/BV
ratio
2.2x Div.
yield
2.5%


  • 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 219
Wgt avg mkt cap (mns) $66,490
Large cap (>$10bn) 60.8%
Mid cap ($2-10bn) 36.7%
Small cap (<$2bn) 1.0%
Developed mkts 99.9%
Emerging mkts 0.1%

TOP TEN HOLDINGS
JOHNSON & JOHNSON 2.7 %
MERCK & CO. INC. 2.2 %
VERIZON COMMUNICATIONS INC 2.0 %
WAL-MART STORES INC 1.9 %
EVERCORE PARTNERS INC-CL A 1.7 %
EQUITY COMMONWEALTH 1.5 %
JEFFERIES FINANCIAL GROUP INC. 1.4 %
ABBVIE INC 1.3 %
KIMBERLY-CLARK CORP 1.3 %
BRISTOL-MYERS SQUIBB CO 1.2 %
Total 17.2 %

TOP COUNTRY EXPOSURE
UNITED STATES 84.9 %
PUERTO RICO 0.8 %
BERMUDA 0.5 %
CAYMAN ISLANDS 0.4 %
IRELAND 0.2 %
CHINA 0.2 %
PANAMA 0.1 %




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.
16.0% -- -- -- 16.0%

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

Technical Indicators
Recent close $25.56
30d moving avg. $24.59
Annualized volatility 0.0%
Short interest (ETF) 0.0%
Relative strength (RSI) 67

Liquidity measures
Avg. volume (thou.) 0
Turnover 0.0%
Bid/Ask (% of price) 0.20%
ADV underlying (mns) $55,905

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 96 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™: 6.5%


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
(%)
STLC iShares Factors US Blend Style ETF 47.1 25 0 4.9 -1.6
STMB iShares Factors US Mid Blend Style ETF 37.6 30 -5 5.0 -1.5
REVS Columbia Research Enhanced Value ETF 30.0 19 6 6.7 +0.2
VYM Vanguard High Dividend Yield Index ETF 29.8 6 19 6.6 +0.1
ROUS Hartford Multifactor US Equity ETF 29.7 19 6 5.9 -0.6
DTD WisdomTree U.S.Total Dividend Fund 29.6 28 -3 6.3 -0.2
DLN WisdomTree U.S. LargeCap Dividend Fund 28.7 28 -3 6.2 -0.3
VOOV Vanguard S&P 500 Value ETF 28.6 10 15 6.6 +0.1
VTV Vanguard Value Index Fund 28.1 4 21 6.5 +0.0
VONV Vanguard Russell 1000 Value Index Fund 27.3 8 17 6.1 -0.4
RAFE PIMCO RAFI ESG U.S. ETF 27.1 30 -5 6.7 +0.2
MGV Vanguard Mega Cap Value ETF 27.1 7 18 6.4 -0.1
SCHV Schwab U.S. Large-Cap Value ETF 26.9 4 21 6.1 -0.4
DIVB iShares U.S. Dividend & Buyback ETF 26.7 25 0 5.9 -0.6
IWD iShares Russell 1000 Value ETF 26.5 19 6 6.0 -0.5
EPS WisdomTree U.S. Earnings 500 Fund 26.0 8 17 6.0 -0.5
FNDX Schwab Fundamental U.S. Large Co. Index ETF 26.0 25 0 5.8 -0.7
DGRO iShares Core Dividend Growth ETF 25.8 8 17 6.0 -0.5
SPYV SPDR Portfolio S&P 500 Value ETF 25.6 4 21 6.4 -0.1
IVE iShares S&P 500 Value ETF 25.6 18 7 6.3 -0.3
RECS Columbia Research Enhanced Core ETF 25.5 15 10 5.2 -1.3
IUSV iShares Core S&P U.S. Value ETF 25.4 4 21 6.4 -0.1
VALQ American Century STOXX U.S. Quality Value ETF 25.3 29 -4 7.9 +1.4
IWX iShares Russell Top 200 Value ETF 25.1 20 5 6.0 -0.5
JVAL JPMorgan U.S. Value Factor ETF 25.0 12 13 7.2 +0.7
PRF Invesco FTSE RAFI US 1000 ETF 25.0 39 -14 5.8 -0.7
JQUA JPMorgan U.S. Quality Factor ETF 24.8 12 13 5.1 -1.4
FNDB Schwab Fundamental U.S. Broad Market Index ETF 24.5 25 0 5.7 -0.8
FVAL Fidelity Value Factor ETF 24.1 29 -4 6.9 +0.4
QSY WisdomTree U.S. LargeCap Value Fund 24.1 38 -13 6.8 +0.3
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 24.1 30 -5 5.1 -1.4
JKF iShares Morningstar Large Cap Value ETF 24.0 25 0 6.6 +0.1
QUS SPDR MSCI USA StrategicFactors ETF 23.6 15 10 5.3 -1.2
RWL Invesco S&P 500 Revenue ETF 23.6 39 -14 6.3 -0.2
JPUS JPMorgan Diversified Return U.S. Equity ETF 23.5 18 7 5.6 -0.9
OUSA O'Shares FTSE US Quality Dividend ETF 23.4 48 -23 5.5 -1.0
FLQL Franklin LibertyQ U.S. Equity ETF 23.2 15 10 6.0 -0.5
RESP WisdomTree US ESG Fund of Benef Interest 23.2 28 -3 5.2 -1.3
EQWL Invesco Russell Top 200 Equal Weight ETF 23.2 25 0 5.6 -0.9
AFLG First Trust Active Factor Large Cap ETF 23.2 55 -30 4.8 -1.7
NACP Impact Shares NAACP Minority Empowerment ETF 23.0 49 -24 4.8 -1.7
AUSF Global X Adaptive U.S. Factor ETF 23.0 27 -2 8.0 +1.5
QDF FlexShares Quality Dividend Index Fund 22.9 37 -12 5.6 -1.0
VFVA Vanguard U.S. Value Factor ETF 22.8 14 11 8.5 +2.0
FLRG Fidelity U.S. Multifactor ETF 22.5 29 -4 6.0 -0.5
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 22.3 19 6 5.4 -1.1
VLU SPDR S&P 1500 Value Tilt ETF 22.0 12 13 6.2 -0.3
QDEF FlexShares Quality Dividend Defensive Index Fund 21.9 37 -12 5.6 -0.9
RNDV US Equity Dividend Select ETF 21.7 50 -25 7.4 +0.9
QDYN FlexShares Quality Dividend Dynamic Index Fund 21.7 37 -12 5.4 -1.1
HDIV QRAFT AI-Enhanced U.S. High Dividend ETF 21.7 75 -50 5.3 -1.2
FTA First Trust Large Cap Value AlphaDEX Fund 21.6 60 -35 7.4 +0.8
SPXT ProShares S&P 500 Ex-Technology ETF 21.5 27 -2 4.9 -1.6
ESGV Vanguard ESG U.S. Stock ETF 21.5 12 13 4.6 -1.9
IUS Invesco Strategic US ETF 21.5 19 6 5.5 -1.0
GBLO Global Beta Low Beta ETF 21.3 29 -4 7.3 +0.8
VUSE Vident Core US Equity Fund 21.1 48 -23 7.4 +0.9
FUNL CornerCap Fundametrics Large-Cap ETF 21.1 50 -25 7.2 +0.7
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 21.0 9 16 4.9 -1.6
JCTR JPMorgan Carbon Transition U.S. Equity ETF 20.8 15 10 4.7 -1.8
FAB First Trust Multi Cap Value AlphaDEX Fund 20.7 71 -46 7.5 +1.0
VSMV VictoryShares US Multi-Factor Minimum Volatility ETF 20.5 35 -10 6.7 +0.2
DTN WisdomTree U.S. Dividend ex-Financials Fund 20.5 38 -13 7.6 +1.1
FQAL Fidelity Quality Factor ETF 20.4 29 -4 5.1 -1.4
QLC FlexShares US Quality Large Cap Index Fund 20.4 32 -7 4.5 -2.0
PFM Invesco Dividend Achievers ETF 20.4 53 -28 5.1 -1.5
OEF iShares S&P 100 ETF 20.3 20 5 4.3 -2.2
JHML John Hancock Multifactor Large Cap ETF 20.1 29 -4 4.9 -1.6
DYNF BlackRock U.S. Equity Factor Rotation ETF 19.9 30 -5 5.3 -1.2
PBP Invesco S&P 500 BuyWrite ETF 19.9 49 -24 4.4 -2.1
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 19.9 20 5 4.7 -1.8
XYLG Global X S&P 500 Covered Call & Growth ETF 19.7 60 -35 4.4 -2.1
SPLV Invesco S&P 500 Low Volatility ETF 19.7 25 0 5.6 -0.9
VOO VANGUARD S&P 500 ETF 19.7 3 22 4.9 -1.6
SUSL iShares ESG MSCI USA Leaders ETF 19.6 10 15 4.9 -1.6
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 19.6 10 15 4.9 -1.6
SPY SPDR S&P 500 ETF Trust 19.6 9 16 4.8 -1.7
SPLG SPDR Portfolio Large Cap ETF 19.6 3 22 4.8 -1.7
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 19.5 20 5 4.9 -1.6
IVV iShares Core S&P 500 ETF 19.5 3 22 4.8 -1.7
RNLC Large Cap US Equity Select ETF 19.5 60 -35 5.3 -1.2
USEQ Invesco Russell 1000 Enhanced Equal Weight ETF 19.5 29 -4 6.0 -0.5
MGC Vanguard Mega Cap Index Fund 19.4 7 18 4.7 -1.8
DFAU Dimensional US Core Equity Market ETF 19.4 12 13 4.7 -1.8
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 19.2 15 10 5.8 -0.7
USMF WisdomTree U.S. Multifactor Fund 19.2 28 -3 5.5 -1.0
SPXE ProShares S&P 500 Ex-Energy ETF 19.2 27 -2 4.7 -1.8
AVUS Avantis U.S. Equity ETF 19.2 15 10 4.9 -1.6
EFIV SPDR S&P 500 ESG ETF 19.1 10 15 4.7 -1.8
RSP Invesco S&P 500 Equal Weight ETF 19.1 20 5 5.6 -0.9
SNPE Xtrackers S&P 500 ESG ETF 19.1 10 15 4.7 -1.8
DGRW WisdomTree U.S. Quality Dividend Growth Fund 19.1 28 -3 6.1 -0.4
PQLC PGIM QMA Strategic Alpha Large-Cap Core ETF 19.1 17 8 6.1 -0.4
JMIN JPMorgan U.S. Minimum Volatility ETF 19.0 12 13 5.3 -1.2
IWB iShares Russell 1000 ETF 18.9 15 10 4.6 -2.0
GSUS Goldman Sachs MarketBeta U.S. Equity ETF 18.9 7 18 4.6 -1.9

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 13.3 %
Divided by: Fwd. P/BV 2.0 x
Less: Expense ratio 25 bp
Equals: ALTAR Score 6.5 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.53 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.