iShares Factors US Value Style ETF
ALTAR
Score™
9.5% info Recommen-
dation
OVERWEIGHT
2020E    2021E
P/E
ratio
10.3x P/Sales
ratio
1.1x
P/BV
ratio
1.4x Div.
yield
3.9%


  • 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) $4
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 152
Wgt avg mkt cap (mns) $62,311
Large cap (>$10bn) 56.5%
Mid cap ($2-10bn) 37.2%
Small cap (<$2bn) 6.4%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
VERIZON COMMUNICATIONS INC 4.3 %
JOHNSON & JOHNSON 3.6 %
CITRIX SYSTEMS INC 2.6 %
MERCK & CO. INC. 2.5 %
MORGAN STANLEY 2.3 %
ENTERGY CORP 2.3 %
PROCTER & GAMBLE CO/THE 2.3 %
AMGEN INC 2.0 %
FIRSTENERGY CORP 1.9 %
EQUITY COMMONWEALTH 1.9 %
Total 25.5 %

TOP COUNTRY EXPOSURE
UNITED STATES 96.0 %
BRITAIN 1.4 %
BERMUDA 1.0 %
PUERTO RICO 1.0 %
CAYMAN ISLANDS 0.6 %
CHINA 0.3 %
IRELAND 0.1 %




HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru February 29)
Year-to-date 1 year 5 years 10 years Since Incep.
-- -- -- -- 0.0%

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

Technical Indicators
Recent close $17.84
30d moving avg. $20.51
Annualized volatility 0.0%
Short interest (ETF) 0.0%
Relative strength (RSI) 32

Liquidity measures
Avg. volume (thou.) 0
Turnover 0.0%
Bid/Ask (% of price) 0.12%
ADV underlying (mns) $48,562

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™: 9.5%


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
(%)
VYM Vanguard High Dividend Yield Index ETF 28.9 6 19 8.6 -0.9
SCHV Schwab U.S. Large-Cap Value ETF 27.2 4 21 8.6 -0.9
REVS Columbia Research Enhanced Value ETF 26.9 19 6 9.4 -0.0
RAFE PIMCO RAFI ESG U.S. ETF 26.2 29 -4 9.8 +0.3
ROUS Hartford Multifactor US Equity ETF 25.9 19 6 8.7 -0.7
VTV Vanguard Value Index Fund 25.0 4 21 8.8 -0.7
OUSA O'Shares FTSE US Quality Dividend ETF 25.0 48 -23 6.8 -2.7
DGRO iShares Core Dividend Growth ETF 25.0 8 17 8.1 -1.4
MGV Vanguard Mega Cap Value ETF 24.3 7 18 8.5 -1.0
JKF iShares Morningstar Large Cap Value ETF 24.0 25 0 9.3 -0.2
DLN WisdomTree U.S. LargeCap Dividend Fund 23.8 28 -3 7.7 -1.7
VSMV VictoryShares US Multi-Factor Minimum Volatility ETF 23.8 35 -10 7.6 -1.8
VONV Vanguard Russell 1000 Value Index Fund 23.6 8 17 8.9 -0.6
IWD iShares Russell 1000 Value ETF 23.4 19 6 8.7 -0.8
IWX iShares Russell Top 200 Value ETF 23.3 20 5 8.4 -1.1
USDY Pacific Global US Equity Income ETF 23.3 29 -4 10.0 +0.6
DTD WisdomTree U.S.Total Dividend Fund 23.1 28 -3 8.2 -1.3
FLQL Franklin LibertyQ U.S. Equity ETF 22.8 15 10 7.7 -1.8
PWV Invesco Dynamic Large Cap Value ETF 22.1 55 -30 10.1 +0.6
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 22.1 29 -4 7.8 -1.6
DIVB iShares U.S. Dividend & Buyback ETF 21.8 25 0 8.4 -1.1
QDF FlexShares Quality Dividend Index Fund 21.8 37 -12 8.5 -1.0
QUS SPDR MSCI USA StrategicFactors ETF 21.7 15 10 7.0 -2.5
RECS Columbia Research Enhanced Core ETF 21.7 15 10 7.2 -2.3
VOOV Vanguard S&P 500 Value ETF 21.4 15 10 8.8 -0.7
IVE iShares S&P 500 Value ETF 21.4 18 7 8.7 -0.8
SPYV SPDR Portfolio S&P 500 Value ETF 21.3 4 21 8.8 -0.6
AFLG First Trust Active Factor Large Cap ETF 21.2 55 -30 7.8 -1.7
USMV iShares Edge MSCI Min Vol USA ETF 21.0 15 10 6.5 -3.0
IUSV iShares Core S&P U.S. Value ETF 21.0 4 21 9.0 -0.5
VALQ American Century STOXX U.S. Quality Value ETF 20.7 29 -4 10.8 +1.4
FNDX Schwab Fundamental U.S. Large Co. Index ETF 20.7 25 0 8.0 -1.5
RFDA RiverFront Dynamic US Dividend Advantage ETF 20.4 52 -27 7.5 -2.0
SUSL iShares ESG MSCI USA Leaders ETF 20.2 10 15 6.7 -2.8
FLAG FLAG-Forensic Accounting Long Short ETF 20.1 152 -127 11.0 +1.5
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 20.1 10 15 6.7 -2.8
PRF Invesco FTSE RAFI US 1000 ETF 20.0 39 -14 8.8 -0.7
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 19.9 19 6 7.3 -2.2
JQUA JPMorgan U.S. Quality Factor ETF 19.9 12 13 6.4 -3.1
FNDB Schwab Fundamental U.S. Broad Market Index ETF 19.8 25 0 8.1 -1.4
LVUS Hartford Multifactor Low Volatility US Equity ETF 19.8 19 6 7.3 -2.2
FCPI Fidelity Stocks for Inflation ETF 19.8 29 -4 8.8 -0.7
EPS WisdomTree U.S. Earnings 500 Fund 19.8 8 17 8.1 -1.4
FVAL Fidelity Value Factor ETF 19.7 29 -4 10.5 +1.1
NULV Nuveen ESG Large-Cap Value ETF 19.6 35 -10 8.9 -0.6
PFM Invesco Dividend Achievers ETF 19.6 54 -29 6.2 -3.3
JPUS JPMorgan Diversified Return U.S. Equity ETF 19.5 19 6 7.9 -1.6
USMC Principal U.S. Mega-Cap Multi-Factor Index ETF 19.5 12 13 6.1 -3.4
SPXT ProShares S&P 500 Ex-Technology ETF 19.3 27 -2 7.1 -2.4
DGRW WisdomTree U.S. Quality Dividend Growth Fund 19.3 28 -3 8.0 -1.5
QSY WisdomTree U.S. LargeCap Value Fund 19.1 38 -13 9.1 -0.4
QLC FlexShares US Quality Large Cap Index Fund 19.1 32 -7 7.1 -2.4
DJD Invesco Dow Jones Industrial Average Dividend ETF 18.8 7 18 8.1 -1.4
SYV SPDR MFS Systematic Value Equity ETF 18.7 60 -35 9.3 -0.2
IUS Invesco Strategic US ETF 18.7 19 6 7.6 -1.8
HSPX Global X S&P 500 Covered Call ETF 18.7 65 -40 6.1 -3.3
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 18.5 9 16 7.0 -2.5
USMF WisdomTree U.S. Multifactor Fund 18.5 28 -3 7.7 -1.8
VLU SPDR S&P 1500 Value Tilt ETF 18.5 12 13 9.2 -0.3
EDOW First Trust Dow 30 Equal Weight ETF 18.3 50 -25 7.0 -2.4
PBP Invesco S&P 500 BuyWrite ETF 18.2 49 -24 6.5 -3.0
JDIV JPMorgan U.S. Dividend ETF 18.2 12 13 10.2 +0.7
OEF iShares S&P 100 ETF 18.1 20 5 6.1 -3.4
QDEF FlexShares Quality Dividend Defensive Index Fund 18.0 37 -12 7.6 -1.9
HDV iShares Core High Dividend ETF 17.9 8 17 8.1 -1.4
LSLT Salt Low truBeta US Market ETF 17.9 0 25 8.1 -1.3
SPXN ProShares S&P 500 Ex-Financials ETF 17.8 27 -2 6.4 -3.1
DURA VanEck Vectors Morningstar Durable Dividend ETF 17.7 29 -4 8.2 -1.3
JVAL JPMorgan U.S. Value Factor ETF 17.7 12 13 11.3 +1.8
DEF Invesco Defensive Equity ETF 17.6 55 -30 6.1 -3.4
CCOR Core Alternative ETF 17.6 123 -98 5.3 -4.2
JMIN JPMorgan U.S. Minimum Volatility ETF 17.5 12 13 6.8 -2.6
EQWL Invesco Russell Top 200 Equal Weight ETF 17.5 25 0 7.3 -2.2
DSI iShares MSCI KLD 400 Social ETF 17.5 25 0 6.5 -3.0
BVAL Brand Value ETF 17.4 65 -40 8.6 -0.9
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF 17.3 49 -24 5.2 -4.2
ESG FlexShares STOXX US ESG Impact Index Fund 17.2 32 -7 6.5 -3.0
RNLC Large Cap US Equity Select ETF 17.2 60 -35 7.7 -1.8
MGC Vanguard Mega Cap Index Fund 17.2 7 18 6.6 -2.9
DVY iShares Select Dividend ETF 17.2 39 -14 10.3 +0.8
SPY SPDR S&P 500 ETF Trust 17.1 9 16 6.8 -2.7
IVV iShares Core S&P 500 ETF 17.1 4 21 6.8 -2.6
SNPE Xtrackers S&P 500 ESG ETF 17.1 11 14 6.6 -2.9
VOO VANGUARD S&P 500 ETF 17.1 3 22 6.8 -2.6
NACP Impact Shares NAACP Minority Empowerment ETF 17.1 75 -50 6.0 -3.5
DIVO Amplify YieldShares CWP Dividend & Option Income ETF 17.1 49 -24 5.9 -3.5
SPLG SPDR Portfolio Large Cap ETF 17.1 3 22 6.9 -2.6
QDYN FlexShares Quality Dividend Dynamic Index Fund 17.1 37 -12 8.7 -0.8
IWL iShares Russell Top 200 ETF 17.0 15 10 6.4 -3.1
VFMV Vanguard U.S. Minimum Volatility ETF 17.0 13 12 5.8 -3.6
VV Vanguard Large-Cap Index Fund 16.9 4 21 6.7 -2.8
XLG Invesco S&P 500 Top 50 ETF 16.9 20 5 5.7 -3.7
EXT WisdomTree U.S. Total Earnings Fund 16.9 28 -3 7.3 -2.2
ESGU iShares MSCI USA ESG Optimized ETF 16.9 15 10 6.4 -3.1
SPLV Invesco S&P 500 Low Volatility ETF 16.9 25 0 6.2 -3.2
JHML John Hancock Multifactor Large Cap ETF 16.9 34 -9 7.1 -2.4
QDIV Global X S&P 500 Quality Dividend ETF 16.9 20 5 10.2 +0.8
FTA First Trust Large Cap Value AlphaDEX Fund 16.8 60 -35 11.5 +2.0
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 16.8 20 5 6.4 -3.1
RBUS Nationwide Risk-Based U.S. Equity ETF 16.8 30 -5 6.8 -2.7

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 13.0 %
Divided by: Fwd. P/BV 1.3 x
Less: Expense ratio 25 bp
Equals: ALTAR Score 9.5 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.56 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.