iShares Factors US Small Blend Style ETF
ALTAR
Score™
3.0% info Recommen-
dation
AVOID
2020E    2021E
P/E
ratio
65.4x P/Sales
ratio
1.2x
P/BV
ratio
2.3x Div.
yield
1.8%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
STSB tracks an index of small-cap US equities selected and weighted based on a combination of five investment factors.

FUND BASICS
Category US Equities
Fund Sponsor Blackrock
Website www.ishares.com
Inception date Apr 14, 2020
Assets (mns) $6
Currency USD
Expense ratio 35 bp
Distributions Quarterly

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 896
Wgt avg mkt cap (mns) $2,005
Large cap (>$10bn) 0.4%
Mid cap ($2-10bn) 38.4%
Small cap (<$2bn) 59.0%
Developed mkts 99.9%
Emerging mkts 0.1%

TOP TEN HOLDINGS
WORKIVA, INC. CLASS A 0.8 %
NAVIENT CORP 0.8 %
FATHOM HOLDINGS INC 0.6 %
DECKERS OUTDOOR CORP 0.6 %
PIPER JAFFRAY COS 0.5 %
RH 0.5 %
MONTROSE ENVIRONMENTAL GROUP INC 0.5 %
HEIDRICK & STRUGGLES INTL 0.5 %
ARCONIC CORP. 0.5 %
EXPONENT INC 0.4 %
Total 5.7 %

TOP COUNTRY EXPOSURE
UNITED STATES 95.0 %
BERMUDA 1.4 %
PUERTO RICO 0.8 %
BRITAIN 0.6 %
CANADA 0.5 %
IRELAND 0.2 %
ISRAEL 0.1 %
CAYMAN ISLANDS 0.1 %
PANAMA 0.1 %
GERMANY 0.1 %

HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru November 30)
Year-to-date 1 year 5 years 10 years Since Incep.
38.2% -- -- -- 38.2%

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

Technical Indicators
Recent close $37.45
30d moving avg. $34.94
Annualized volatility 0.0%
Short interest (ETF) 0.0%
Relative strength (RSI) 64

Liquidity measures
Avg. volume (thou.) 0
Turnover 0.0%
Bid/Ask (% of price) 0.31%
ADV underlying (mns) $16,563

Distributions


FINDING ALTERNATIVE FUNDS

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

Benchmark ticker: STSB Expense: 35 bp ALTAR Score™: 3.0%


ALTERNATIVE ETFs BASED ON OVERLAP WITH STSB
Ticker Fund
Name
Overlap1
vs STSB
(%)
Expense
ratio
(bp)
Savings
vs STSB
(bp)
ALTAR
Score™
(%)
ALTAR
vs STSB
(%)
GSSC Goldman Sachs Activebeta U.S. Small Cap Equity ETF 49.6 20 15 4.3 +1.3
IWM iShares Russell 2000 ETF 47.2 19 16 3.0 -0.0
VTWO Vanguard Russell 2000 Index Fund 46.8 10 25 3.0 +0.0
JPSE JPMorgan Diversified Return U.S. Small Cap Equity ETF 42.2 29 6 4.5 +1.5
IWO iShares Russell 2000 Growth ETF 40.6 24 11 -0.1 -3.1
VTWG Vanguard Russell 2000 Growth Index Fund 38.3 15 20 -0.0 -3.1
SCHA Schwab U.S. Small-Cap ETF 36.0 4 31 4.2 +1.2
PQSG PGIM QMA Strategic Alpha Small-Cap Growth ETF 34.2 29 6 -0.4 -3.4
FLQS Franklin LibertyQ U.S. Small Cap Equity ETF 33.8 35 0 5.5 +2.4
IWN iShares Russell 2000 Value ETF 32.6 24 11 5.9 +2.9
SPSM SPDR Portfolio Small Cap ETF 31.0 5 30 6.5 +3.5
SLY SPDR S&P 600 Small Cap ETF 30.9 15 20 6.4 +3.4
IJR iShares Core S&P Small Cap ETF 30.9 6 29 6.5 +3.5
VIOO Vanguard S&P Small-Cap 600 ETF 30.7 10 25 6.2 +3.2
EWSC Invesco S&P Smallcap 600 Equal Weight ETF 30.5 40 -5 6.3 +3.3
SMLF iShares Edge MSCI Multifactor USA Small-Cap ETF 29.7 30 5 7.0 +4.0
PBSM Invesco PureBeta MSCI USA Small Cap ETF 29.4 6 29 4.6 +1.5
CSA VictoryShares US Small Cap Volatility Weighted Index ETF 29.2 35 0 7.0 +4.0
VTWV Vanguard Russell 2000 Value Index Fund 28.9 15 20 6.0 +3.0
USVM VictoryShares USAA MSCI USA Small Cap Value Momentum ETF 28.9 24 11 6.0 +3.0
CSML IQ Chaikin U.S. Small Cap ETF 28.5 35 0 3.6 +0.6
PRFZ Invesco FTSE RAFI US 1500 Small-Mid ETF 28.4 39 -4 4.2 +1.2
TPSC Timothy Plan US Small Cap Core ETF 28.3 52 -17 6.7 +3.7
AFSM First Trust Active Factor Small Cap ETF 27.9 75 -40 5.2 +2.2
ESML iShares MSCI USA Small-Cap ESG Optimized ETF 27.5 17 18 4.4 +1.4
EES WisdomTree SmallCap Earnings Fund 27.5 38 -3 9.2 +6.2
IUSS Invesco Strategic US Small Company ETF 27.4 23 12 4.5 +1.4
CSF VictoryShares US Discovery Enhanced Volatility Weighted Idx 27.2 35 0 7.2 +4.2
SSLY Syntax Stratified SmallCap ETF 26.9 30 5 5.8 +2.8
FYX First Trust Small Cap Core AlphaDEX Fund 26.3 63 -28 6.6 +3.6
FNDA Schwab Fundamental U.S. Small Co. Index ETF 25.8 25 10 6.4 +3.4
PQSV PGIM QMA Strategic Alpha Small-Cap Value ETF 25.1 29 6 5.6 +2.6
BKSE BNY Mellon US Small Cap Core Equity ETF 24.2 4 31 5.2 +2.2
FSMD Fidelity Small-Mid Factor ETF 23.4 29 6 5.8 +2.8
VIOG Vanguard S&P Small-Cap 600 Growth ETF 23.3 16 19 4.9 +1.8
ROGS Hartford Multifactor Global Small Cap ETF 23.1 34 1 7.4 +4.4
RWJ Invesco S&P SmallCap 600 Revenue ETF 23.1 39 -4 5.9 +2.9
IJT iShares S&P Small-Cap 600 Growth ETF 22.6 25 10 4.9 +1.9
SLYG SPDR S&P 600 Small Cap Growth ETF 22.6 15 20 5.0 +2.0
DES WisdomTree U.S. SmallCap Dividend Fund 22.0 38 -3 7.7 +4.6
AVUV Avantis U.S. Small Cap Value ETF 21.6 25 10 7.1 +4.1
VB Vanguard Small-Cap ETF 21.2 5 30 4.9 +1.9
VFQY Vanguard U.S. Quality Factor ETF 20.7 13 22 6.0 +3.0
VIOV Vanguard S&P Small-Cap 600 Value ETF 20.6 15 20 7.8 +4.7
IJS iShares S&P Small-cap 600 Value ETF 20.6 25 10 7.8 +4.8
SLYV SPDR S&P 600 Small Cap Value ETF 20.6 15 20 8.0 +5.0
VBR Vanguard Small Cap Value Index Fund 19.6 7 28 7.3 +4.3
NUSC Nuveen ESG Small-Cap ETF 19.6 40 -5 4.3 +1.3
RNSC Small Cap US Equity Select ETF 19.5 60 -25 7.0 +4.0
PSC Principal U.S. Small Cap Index ETF 19.2 38 -3 5.5 +2.4
VFMF Vanguard U.S. Multifactor ETF 19.1 19 16 6.7 +3.6
FAD First Trust Multi Cap Growth AlphaDEX Fund 18.9 66 -31 2.0 -1.0
ISMD Inspire Small/Mid Cap Impact ETF 18.8 60 -25 4.3 +1.3
IWC iShares Micro-Cap ETF 18.7 60 -25 -3.7 -6.7
VXF Vanguard Extended Market Index Fund 18.6 6 29 2.9 -0.1
OMFS Invesco Russell 2000 Dynamic Multifactor ETF 17.9 39 -4 4.9 +1.8
JHSC John Hancock Multifactor Small Cap ETF 17.6 42 -7 5.0 +2.0
SMLV SPDR SSGA US Small Cap Low Volatility Index ETF 17.6 12 23 6.8 +3.8
VBK Vanguard Small-Cap Growth Index Fund 17.4 7 28 2.0 -1.0
VFMO Vanguard U.S. Momentum Factor ETF 17.2 13 22 0.3 -2.7
FYC First Trust Small Cap Growth AlphaDEX Fund 17.1 70 -35 2.1 -0.9
JKK iShares Morningstar Small-Cap Growth ETF 16.6 30 5 0.9 -2.1
SQLV Legg Mason Small-Cap Quality Value 15.9 62 -27 5.7 +2.7
BFOR Barron's 400 ETF 15.6 65 -30 6.2 +3.2
DWAS Invesco DWA SmallCap Momentum ETF 15.6 60 -25 -1.5 -4.5
FNX First Trust Mid Cap Core AlphaDEX Fund 15.4 61 -26 5.8 +2.8
VFLQ Vanguard U.S. Liquidity Factor ETF 15.4 14 21 3.8 +0.8
EWMC Invesco S&P MidCap 400 Equal Weight ETF 15.0 40 -5 6.4 +3.3
SMMV iShares Edge MSCI Min Vol USA Small-Cap ETF 14.9 20 15 4.5 +1.4
FNY First Trust Mid Cap Growth AlphaDEX Fund 14.3 70 -35 1.8 -1.2
SMDY Syntax Stratified MidCap ETF 14.1 30 5 6.0 +3.0
FYT First Trust Small Cap Value AlphaDEX Fund 14.1 72 -37 9.7 +6.6
MDY SPDR S&P Midcap 400 ETF Trust 14.0 23 12 5.8 +2.7
SPMD SPDR Portfolio Mid Cap ETF 14.0 5 30 6.0 +2.9
IJH iShares Core S&P Mid-Cap ETF 14.0 5 30 6.0 +2.9
DGRS WisdomTree US SmallCap Quality Dividend Growth Fund 13.9 38 -3 7.8 +4.7
IVOO Vanguard S&P Mid-Cap 400 ETF 13.6 10 25 5.9 +2.9
EZM WisdomTree U.S. MidCap Earnings Fund 13.3 38 -3 7.8 +4.8
AFMC First Trust Active Factor Mid Cap ETF 13.3 65 -30 5.9 +2.9
TUSA First Trust Total US Market AlphaDEX ETF 13.1 70 -35 5.2 +2.2
JKJ iShares Morningstar Small-Cap ETF 12.8 25 10 5.8 +2.7
RZG Invesco S&P Smallcap 600 Pure Growth ETF 12.8 35 0 5.3 +2.2
PSM Principal U.S. Small-MidCap Multi-Factor Core Index ETF 11.9 20 15 8.0 +5.0
VUSE Vident Core US Equity Fund 11.5 48 -13 8.2 +5.2
RWK Invesco S&P MidCap 400 Revenue ETF 11.0 39 -4 7.0 +4.0
MDYG SPDR S&P 400 Mid Cap Growth ETF 11.0 15 20 4.7 +1.7
IJK iShares S&P Mid-Cap 400 Growth ETF 11.0 24 11 4.6 +1.6
PXSG Invesco S&P SmallCap Momentum ETF 10.7 39 -4 4.2 +1.1
BTEC Principal Healthcare Innovators Index ETF 10.5 42 -7 -1.9 -5.0
FAB First Trust Multi Cap Value AlphaDEX Fund 10.4 71 -36 8.5 +5.5
IVOG Vanguard S&P Mid-Cap 400 Growth ETF 10.4 15 20 4.7 +1.7
XSLV Invesco S&P SmallCap Low Volatility ETF 9.8 25 10 5.2 +2.2
MDYV SPDR S&P 400 Mid Cap Value ETF 9.5 15 20 7.5 +4.5
IJJ iShares S&P Mid-Cap 400 Value ETF 9.4 25 10 7.4 +4.4
JSMD Janus Henderson Small/Mid Cap Growth Alpha ETF 9.2 30 5 5.3 +2.3
BBMC JPMorgan BetaBuilders U.S. Mid Cap Equity ETF 9.2 7 28 4.7 +1.7
PSCF Invesco S&P SmallCap Financials ETF 9.1 29 6 10.0 +7.0
TILT Flexshares Morningstar US Market Factors Tilt Index Fund 9.1 25 10 5.7 +2.7
XSVM Invesco S&P SmallCap Value with Momentum ETF 9.0 39 -4 8.2 +5.2
XSW SPDR S&P Software & Services ETF 8.8 35 0 4.1 +1.1

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 Small Blend Style ETF
Relative
to:
S&P500 MSCI EAFE MSCI Emg. Mkts. Other ETF:

AVOID

Not worthwhile for most investors. A rating of AVOID is assigned to ETFs with ALTAR Scores in the lowest quintile (the bottom 20%) of their category. Often, funds in this category consist of stocks with little if any history or expectation of profitability, and as a result our fundamentally-driven analysis may not be relevant.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 7.1 %
Divided by: Fwd. P/BV 2.1 x
Less: Expense ratio 35 bp
Equals: ALTAR Score 3.0 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.45 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.