iShares ESG Advanced MSCI USA ETF
ALTAR
Score™
4.7% info Recommen-
dation
NEUTRAL
2021E    2022E
P/E
ratio
24.2x P/Sales
ratio
3.6x
P/BV
ratio
4.5x Div.
yield
1.2%


  • 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) $124
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) $245,472
Large cap (>$10bn) 98.6%
Mid cap ($2-10bn) 1.4%
Small cap (<$2bn) 0.0%
Developed mkts 99.5%
Emerging mkts 0.5%

TOP TEN HOLDINGS
ALPHABET INC. CLASS C 4.4 %
ALPHABET INC. CLASS A 4.3 %
TESLA MOTORS INC 3.6 %
VISA INC-CLASS A SHARES 2.6 %
NVIDIA CORP 2.4 %
MASTERCARD INC-CLASS A 2.3 %
PAYPAL HOLDINGS INC 2.1 %
HOME DEPOT INC 2.0 %
VERIZON COMMUNICATIONS INC 1.6 %
ADOBE SYSTEMS INC 1.6 %
Total 26.8 %

TOP COUNTRY EXPOSURE
UNITED STATES 94.7 %
BRITAIN 1.6 %
IRELAND 1.5 %
SWITZERLAND 1.0 %
ARGENTINA 0.5 %
BERMUDA 0.3 %
CANADA 0.2 %




HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru February 28)
Year-to-date 1 year 5 years 10 years Since Incep.
2.2% -- -- -- 26.1%

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

Technical Indicators
Recent close $31.82
30d moving avg. $32.45
Annualized volatility 0.0%
Short interest (ETF) 2.5%
Short interest (Underlying) 2.1%
Relative strength (RSI) 49

Liquidity measures
Avg. volume (thou.) 42
Turnover 1.1%
Bid/Ask (% of price) 0.18%
ADV underlying (mns) $125,529

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 99 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™: 4.7%


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
(%)
ESGV Vanguard ESG U.S. Stock ETF 65.0 12 -2 4.7 -0.1
SUSL iShares ESG MSCI USA Leaders ETF 65.0 10 0 5.0 +0.3
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 64.9 10 0 5.0 +0.3
DSI iShares MSCI KLD 400 Social ETF 62.5 25 -15 4.7 -0.0
VEGN US Vegan Climate ETF 53.3 60 -50 4.1 -0.7
IQSU IQ Candriam ESG US Equity ETF 49.1 9 1 4.8 +0.0
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF 48.3 49 -39 3.9 -0.9
VOOG Vanguard S&P 500 Growth ETF 48.1 10 0 4.0 -0.7
SUSA iShares MSCI USA ESG Select ETF 47.5 25 -15 4.5 -0.3
ESGU iShares MSCI USA ESG Optimized ETF 47.0 15 -5 4.7 -0.1
VUG Vanguard Growth Index Fund 45.6 4 6 3.7 -1.1
MGK Vanguard Mega Cap Growth ETF 45.3 7 3 3.8 -0.9
IVW iShares S&P 500 Growth ETF 44.7 18 -8 3.9 -0.8
SPYG SPDR Portfolio S&P 500 Growth ETF 44.7 4 6 4.1 -0.7
NULC Nuveen ESG Large-Cap ETF 44.4 20 -10 4.5 -0.2
ACVF American Conservative Values ETF 44.0 75 -65 4.4 -0.4
IUSG iShares Core S&P US Growth ETF 42.7 4 6 4.0 -0.7
SCHG Schwab U.S. Large-Cap Growth ETF 42.2 4 6 3.4 -1.3
DYNF BlackRock U.S. Equity Factor Rotation ETF 42.0 30 -20 5.5 +0.8
JHML John Hancock Multifactor Large Cap ETF 42.0 29 -19 5.0 +0.2
XVV iShares ESG Screened S&P 500 ETF 41.9 8 2 5.0 +0.2
CATH Global X S&P 500 Catholic Values Custom ETF 41.6 29 -19 4.7 -0.1
IGM iShares Expanded Tech Sector ETF 41.4 46 -36 3.5 -1.3
IWF iShares Russell 1000 Growth ETF 41.2 19 -9 3.8 -1.0
JCTR JPMorgan Carbon Transition U.S. Equity ETF 41.1 15 -5 5.0 +0.2
NACP Impact Shares NAACP Minority Empowerment ETF 41.0 49 -39 4.6 -0.1
JMOM JPMorgan U.S. Momentum Factor ETF 40.8 12 -2 3.4 -1.4
SPXV ProShares S&P 500 Ex-Health Care ETF 40.6 27 -17 4.5 -0.3
EFIV SPDR S&P 500 ESG ETF 40.4 10 0 4.9 +0.2
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF 40.4 9 1 5.2 +0.4
SPXE ProShares S&P 500 Ex-Energy ETF 40.4 27 -17 4.8 +0.1
QUS SPDR MSCI USA StrategicFactors ETF 40.4 15 -5 5.5 +0.7
SNPE Xtrackers S&P 500 ESG ETF 40.4 10 0 4.9 +0.2
PBUS Invesco PureBeta MSCI USA ETF 40.4 4 6 4.8 +0.1
IWY iShares Russell Top 200 Growth ETF 40.3 20 -10 3.9 -0.8
PBP Invesco S&P 500 BuyWrite ETF 39.9 49 -39 4.5 -0.3
XOUT GraniteShares XOUT U.S. Large Cap ETF 39.8 60 -50 3.8 -1.0
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 39.8 9 1 5.1 +0.4
IETC iShares Evolved U.S. Technology ETF 39.8 18 -8 3.7 -1.1
XYLG Global X S&P 500 Covered Call & Growth ETF 39.8 60 -50 4.5 -0.3
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 39.7 20 -10 4.8 +0.1
JQUA JPMorgan U.S. Quality Factor ETF 39.7 12 -2 5.3 +0.6
BBUS JP Morgan Betabuilders U.S. Equity ETF 39.6 2 8 4.8 +0.1
SPLG SPDR Portfolio Large Cap ETF 39.6 3 7 4.9 +0.2
GSUS Goldman Sachs MarketBeta U.S. Equity ETF 39.5 7 3 4.8 +0.0
SPY SPDR S&P 500 ETF Trust 39.5 9 1 4.9 +0.1
IVV iShares Core S&P 500 ETF 39.5 3 7 4.9 +0.2
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 39.4 20 -10 5.0 +0.2
VONG Vanguard Russell 1000 Growth Index Fund 39.3 8 2 3.9 -0.9
VOOV Vanguard S&P 500 Value ETF 39.2 10 0 6.2 +1.4
EUSA iShares MSCI USA Equal Weighted ETF 39.1 15 -5 5.1 +0.4
VV Vanguard Large-Cap Index Fund 39.1 4 6 4.8 +0.0
MMTM SPDR S&P 1500 Momentum Tilt ETF 38.9 12 -2 4.2 -0.5
SCHX Schwab U.S. Large-Cap ETF 38.9 3 7 4.8 +0.0
VOO VANGUARD S&P 500 ETF 38.8 3 7 4.9 +0.2
SPXN ProShares S&P 500 Ex-Financials ETF 38.6 27 -17 4.5 -0.2
WOMN Impact Shares YWCA Women's Empowerment ETF 38.6 75 -65 4.5 -0.2
SIZE iShares MSCI USA Size Factor ETF 38.5 15 -5 5.1 +0.4
SPXT ProShares S&P 500 Ex-Technology ETF 38.1 27 -17 5.1 +0.3
MGC Vanguard Mega Cap Index Fund 38.1 7 3 4.8 +0.1
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 37.9 19 -9 5.3 +0.5
QYLD Global X NASDAQ 100 Covered Call ETF 37.9 60 -50 3.4 -1.4
NULG Nuveen ESG Large-Cap Growth ETF 37.8 35 -25 3.2 -1.6
QQQ Invesco QQQ Trust 37.8 20 -10 3.8 -1.0
QQQM Invesco NASDAQ 100 ETF 37.8 15 -5 3.8 -0.9
QYLG Global X Nasdaq 100 Covered Call & Growth ETF 37.8 60 -50 3.4 -1.3
NUSI Nationwide Risk-Managed Income ETF 37.5 68 -58 3.3 -1.5
IWB iShares Russell 1000 ETF 37.5 15 -5 4.7 -0.1
SCHK Schwab 1000 Index ETF 37.5 5 5 4.7 -0.1
IYY iShares Dow Jones U.S. ETF 37.4 20 -10 4.6 -0.1
RSP Invesco S&P 500 Equal Weight ETF 37.3 20 -10 5.4 +0.6
BKLC BNY Mellon US Large Cap Core Equity ETF 37.3 0 10 4.8 +0.0
VONV Vanguard Russell 1000 Value Index Fund 36.8 8 2 6.0 +1.3
ESG FlexShares STOXX US ESG Impact Index Fund 36.8 32 -22 4.8 +0.0
IWL iShares Russell Top 200 ETF 36.7 15 -5 4.7 -0.0
SFY SoFi Select 500 ETF 36.6 0 10 4.8 +0.0
SPTM SPDR Portfolio Total Stock Market ETF 36.4 3 7 5.0 +0.2
VONE Vanguard Russell 1000 ETF 36.1 8 2 4.7 -0.0
SCHV Schwab U.S. Large-Cap Value ETF 36.0 4 6 6.1 +1.3
CFA VictoryShares US 500 Volatility Weighted Index ETF 35.8 35 -25 5.2 +0.5
CFO VictoryShares US 500 Enhanced Volatility Weighted Index ETF 35.8 35 -25 5.2 +0.5
RESP WisdomTree US ESG Fund of Benef Interest 35.7 28 -18 5.5 +0.8
TMFC Motley Fool 100 Index ETF 35.5 50 -40 3.1 -1.7
EPS WisdomTree U.S. Earnings 500 Fund 35.5 8 2 6.2 +1.4
VTHR Vanguard Russell 3000 Index Fund 35.2 10 0 4.6 -0.2
SCHB Schwab U.S. Broad Market ETF 35.1 3 7 4.6 -0.1
RECS Columbia Research Enhanced Core ETF 35.1 15 -5 5.5 +0.8
IWV iShares Russell 3000 ETF 35.0 20 -10 4.5 -0.3
KRMA Global X Conscious Companies ETF 34.9 43 -33 5.1 +0.4
ITOT iShares Core S&P Total U.S. Stock Market ETF 34.9 3 7 4.6 -0.1
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 34.3 30 -20 5.2 +0.5
VTI Vanguard Total Stock Market Index Fund 34.1 3 7 4.6 -0.2
HLAL Wahed FTSE USA Shariah ETF 34.0 50 -40 4.2 -0.6
SPYV SPDR Portfolio S&P 500 Value ETF 34.0 4 6 6.2 +1.5
IVE iShares S&P 500 Value ETF 33.9 18 -8 6.1 +1.3
IWD iShares Russell 1000 Value ETF 33.8 19 -9 5.9 +1.2
MTUM iShares MSCI USA Momentum Factor ETF 33.8 15 -5 2.7 -2.0
FLQL Franklin LibertyQ U.S. Equity ETF 33.7 15 -5 6.1 +1.4
DFAU Dimensional US Core Equity Market ETF 33.7 12 -2 4.9 +0.1

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

  2016 2017 2018 2019 2020 2021E 2022E
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
  2020 2021E 2022E
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 21.3 %
Divided by: Fwd. P/BV 4.4 x
Less: Expense ratio 10 bp
Equals: ALTAR Score 4.7 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.47 CATEGORY
AVERAGE
1.50
 
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.