iShares ESG Advanced MSCI USA ETF
ALTAR
Score™
4.6% info Recommen-
dation
NEUTRAL
2020E    2021E
P/E
ratio
27.8x P/Sales
ratio
3.9x
P/BV
ratio
5.3x Div.
yield
1.3%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
USXF tracks an index of large- and midcap US equities screened for positive environmental, social and governance rating while also screening for involvement in controversial activities.

FUND BASICS
Category US Equities
Fund Sponsor Blackrock
Website www.blackrock.com
Inception date Jun 16, 2020
Assets (mns) $67
Currency USD
Expense ratio 10 bp
Distributions Annually

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

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 302
Wgt avg mkt cap (mns) $350,440
Large cap (>$10bn) 97.2%
Mid cap ($2-10bn) 2.8%
Small cap (<$2bn) 0.0%
Developed mkts 99.6%
Emerging mkts 0.4%

TOP TEN HOLDINGS
MICROSOFT CORP 10.4 %
ALPHABET INC. CLASS C 3.6 %
ALPHABET INC. CLASS A 3.6 %
TESLA MOTORS INC 2.9 %
VISA INC-CLASS A SHARES 2.4 %
PROCTER & GAMBLE CO/THE 2.3 %
NVIDIA CORP 2.2 %
MASTERCARD INC-CLASS A 2.0 %
HOME DEPOT INC 2.0 %
VERIZON COMMUNICATIONS INC 1.7 %
Total 33.0 %

TOP COUNTRY EXPOSURE
UNITED STATES 95.4 %
BRITAIN 1.5 %
IRELAND 1.4 %
SWITZERLAND 0.8 %
ARGENTINA 0.5 %
BERMUDA 0.3 %





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.
19.0% -- -- -- 19.0%

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

Technical Indicators
Recent close $30.29
30d moving avg. $29.09
Annualized volatility 0.0%
Short interest (ETF) 2.4%
Relative strength (RSI) 58

Liquidity measures
Avg. volume (thou.) 36
Turnover 1.6%
Bid/Ask (% of price) 0.15%
ADV underlying (mns) $99,269

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 100 potential alternatives to the iShares ESG Advanced MSCI USA ETF ETF based on the alternatives' overlap in portfolio holdings with USXF. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: USXF Expense: 10 bp ALTAR Score™: 4.6%


ALTERNATIVE ETFs BASED ON OVERLAP WITH USXF
Ticker Fund
Name
Overlap1
vs USXF
(%)
Expense
ratio
(bp)
Savings
vs USXF
(bp)
ALTAR
Score™
(%)
ALTAR
vs USXF
(%)
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 76.0 10 0 5.0 +0.3
SUSL iShares ESG MSCI USA Leaders ETF 76.0 10 0 5.0 +0.3
DSI iShares MSCI KLD 400 Social ETF 73.6 25 -15 4.8 +0.2
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF 58.1 49 -39 3.9 -0.7
ESGV Vanguard ESG U.S. Stock ETF 56.6 12 -2 4.7 +0.1
NULC Nuveen ESG Large-Cap ETF 56.0 20 -10 4.7 +0.0
IQSU IQ Candriam ESG US Equity ETF 55.7 9 1 4.8 +0.1
VOOG Vanguard S&P 500 Growth ETF 54.7 10 0 4.1 -0.5
VEGN US Vegan Climate ETF 53.5 60 -50 4.7 +0.1
SPYG SPDR Portfolio S&P 500 Growth ETF 52.5 4 6 4.2 -0.5
MGK Vanguard Mega Cap Growth ETF 52.5 7 3 3.9 -0.8
IVW iShares S&P 500 Growth ETF 52.5 18 -8 4.1 -0.6
ESGU iShares MSCI USA ESG Optimized ETF 52.0 15 -5 4.7 +0.1
VUG Vanguard Growth Index Fund 51.9 4 6 3.7 -0.9
SCHG Schwab U.S. Large-Cap Growth ETF 50.3 4 6 3.4 -1.3
IWY iShares Russell Top 200 Growth ETF 50.2 20 -10 3.8 -0.8
IUSG iShares Core S&P US Growth ETF 50.1 4 6 4.2 -0.4
IWF iShares Russell 1000 Growth ETF 50.1 19 -9 3.6 -1.0
EFIV SPDR S&P 500 ESG ETF 49.7 10 0 4.8 +0.1
SNPE Xtrackers S&P 500 ESG ETF 49.7 10 0 4.8 +0.1
VONG Vanguard Russell 1000 Growth Index Fund 48.7 8 2 3.8 -0.9
SUSA iShares MSCI USA ESG Select ETF 47.2 25 -15 4.5 -0.1
XOUT GraniteShares XOUT U.S. Large Cap ETF 46.8 60 -50 3.8 -0.8
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 46.5 20 -10 4.6 -0.0
PBP Invesco S&P 500 BuyWrite ETF 46.3 49 -39 4.7 +0.1
HSPX Global X S&P 500 Covered Call ETF 46.2 60 -50 4.7 +0.0
SPXV ProShares S&P 500 Ex-Health Care ETF 46.1 27 -17 4.6 0.0
MMTM SPDR S&P 1500 Momentum Tilt ETF 46.0 12 -2 4.2 -0.5
PBUS Invesco PureBeta MSCI USA ETF 45.9 4 6 4.8 +0.2
CATH Global X S&P 500 Catholic Values Custom ETF 45.8 29 -19 4.7 +0.1
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 45.7 20 -10 5.0 +0.4
SPXE ProShares S&P 500 Ex-Energy ETF 45.7 27 -17 4.9 +0.3
BBUS JP Morgan Betabuilders U.S. Equity ETF 45.5 2 8 4.9 +0.2
GSUS Goldman Sachs MarketBeta U.S. Equity ETF 45.4 7 3 4.8 +0.2
IETC iShares Evolved U.S. Technology ETF 45.3 18 -8 3.6 -1.0
XYLG Global X S&P 500 Covered Call & Growth ETF 45.3 60 -50 4.7 +0.0
JHML John Hancock Multifactor Large Cap ETF 45.2 29 -19 5.1 +0.5
SPY SPDR S&P 500 ETF Trust 44.9 9 1 5.0 +0.4
SPLG SPDR Portfolio Large Cap ETF 44.9 3 7 5.1 +0.4
IVV iShares Core S&P 500 ETF 44.8 3 7 5.1 +0.4
MGC Vanguard Mega Cap Index Fund 44.8 7 3 4.8 +0.2
ESG FlexShares STOXX US ESG Impact Index Fund 44.8 32 -22 4.8 +0.1
WOMN Impact Shares YWCA Women's Empowerment ETF 44.7 75 -65 3.9 -0.8
NACP Impact Shares NAACP Minority Empowerment ETF 44.4 75 -65 4.6 -0.1
SCHX Schwab U.S. Large-Cap ETF 44.3 3 7 4.8 +0.2
SPXN ProShares S&P 500 Ex-Financials ETF 44.3 27 -17 4.6 0.0
VOO VANGUARD S&P 500 ETF 44.2 3 7 5.1 +0.4
VV Vanguard Large-Cap Index Fund 44.1 4 6 4.8 +0.2
IWL iShares Russell Top 200 ETF 44.1 15 -5 4.6 -0.0
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 43.9 9 1 5.3 +0.6
DYNF BlackRock U.S. Equity Factor Rotation ETF 43.9 30 -20 6.1 +1.5
BKLC BNY Mellon US Large Cap Core Equity ETF 43.8 0 10 4.8 +0.2
QUS SPDR MSCI USA StrategicFactors ETF 43.7 15 -5 5.5 +0.9
NUSI Nationwide Risk-Managed Income ETF 43.6 68 -58 3.6 -1.1
QYLG Global X Nasdaq 100 Covered Call & Growth ETF 43.6 60 -50 3.4 -1.3
QYLD Global X NASDAQ 100 Covered Call ETF 43.6 60 -50 3.4 -1.3
QQQM Invesco NASDAQ 100 ETF 43.5 15 -5 3.8 -0.9
QQQ Invesco QQQ Trust 43.5 20 -10 3.7 -0.9
SCHK Schwab 1000 Index ETF 43.2 5 5 4.8 +0.2
IWB iShares Russell 1000 ETF 43.0 15 -5 4.7 +0.1
IYY iShares Dow Jones U.S. ETF 42.8 20 -10 4.7 +0.0
TMFC Motley Fool 100 Index ETF 42.3 50 -40 3.2 -1.4
IGM iShares Expanded Tech Sector ETF 41.7 46 -36 3.6 -1.1
RECS Columbia Research Enhanced Core ETF 41.7 15 -5 5.3 +0.7
SPTM SPDR Portfolio Total Stock Market ETF 41.5 3 7 5.1 +0.5
VTHR Vanguard Russell 3000 Index Fund 41.5 10 0 4.7 +0.0
JQUA JPMorgan U.S. Quality Factor ETF 41.4 12 -2 5.2 +0.5
ONEQ Fidelity Nasdaq Composite Index Tracking Stock 41.1 21 -11 2.9 -1.8
SFY SoFi Select 500 ETF 41.0 0 10 4.8 +0.1
SCHB Schwab U.S. Broad Market ETF 40.5 3 7 4.7 +0.1
EPS WisdomTree U.S. Earnings 500 Fund 40.3 8 2 6.0 +1.4
ITOT iShares Core S&P Total U.S. Stock Market ETF 40.3 3 7 4.7 +0.1
IWV iShares Russell 3000 ETF 40.3 20 -10 4.6 -0.1
JMOM JPMorgan U.S. Momentum Factor ETF 39.9 12 -2 3.2 -1.4
EXT WisdomTree U.S. Total Earnings Fund 39.3 28 -18 5.2 +0.6
DFAU Dimensional US Core Equity Market ETF 39.3 12 -2 5.0 +0.4
VTI Vanguard Total Stock Market Index Fund 39.1 3 7 4.7 +0.1
VONE Vanguard Russell 1000 ETF 39.1 8 2 4.8 +0.2
SCHV Schwab U.S. Large-Cap Value ETF 39.0 4 6 6.3 +1.7
XLG Invesco S&P 500 Top 50 ETF 39.0 20 -10 4.3 -0.4
OEF iShares S&P 100 ETF 39.0 20 -10 4.5 -0.1
SPXT ProShares S&P 500 Ex-Technology ETF 38.9 27 -17 5.2 +0.6
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 38.6 19 -9 5.6 +1.0
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 37.9 29 -19 5.3 +0.6
DLN WisdomTree U.S. LargeCap Dividend Fund 37.9 28 -18 6.1 +1.4
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF 37.3 9 1 5.5 +0.8
KRMA Global X Conscious Companies ETF 37.1 43 -33 4.8 +0.2
AVUS Avantis U.S. Equity ETF 36.6 15 -5 5.2 +0.6
VONV Vanguard Russell 1000 Value Index Fund 36.4 8 2 6.5 +1.9
EUSA iShares MSCI USA Equal Weighted ETF 36.4 15 -5 5.6 +1.0
SIZE iShares MSCI USA Size Factor ETF 36.3 15 -5 5.5 +0.9
DIVB iShares U.S. Dividend & Buyback ETF 36.1 25 -15 6.3 +1.6
DTD WisdomTree U.S.Total Dividend Fund 35.8 28 -18 6.3 +1.6
RAFE PIMCO RAFI ESG U.S. ETF 35.6 29 -19 7.1 +2.4
IWD iShares Russell 1000 Value ETF 35.5 19 -9 6.3 +1.7
FTEC Fidelity MSCI Information Technology Index ETF 35.4 8 2 4.2 -0.4
VGT Vanguard Information Technology Index Fund 35.4 10 0 4.2 -0.4
MTUM iShares MSCI USA Momentum Factor ETF 35.1 15 -5 4.0 -0.6
SPMO Invesco S&P 500 Momentum ETF 34.9 13 -3 4.0 -0.7
RSP Invesco S&P 500 Equal Weight ETF 34.9 20 -10 5.9 +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%.

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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 ESG Advanced MSCI USA ETF
Relative
to:
S&P500 MSCI EAFE MSCI Emg. Mkts. Other ETF:

NEUTRAL

Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 21.9 %
Divided by: Fwd. P/BV 4.6 x
Less: Expense ratio 10 bp
Equals: ALTAR Score 4.6 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.43 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.