iShares ESG Screened S&P 500 ETF
ALTAR
Score™
4.9% info Recommen-
dation
NEUTRAL
2021E    2022E
P/E
ratio
22.3x P/Sales
ratio
2.8x
P/BV
ratio
3.8x Div.
yield
1.4%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
XVV tracks a market-cap weighted index of US large-caps caps screened for sustainability and excluding those with exposure to certain controversial business activities.

FUND BASICS
Category US Equities
Fund Sponsor Blackrock
Website www.ishares.com
Inception date Sep 22, 2020
Assets (mns) $7
Currency USD
Expense ratio 8 bp
Distributions

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 452
Wgt avg mkt cap (mns) $546,513
Large cap (>$10bn) 98.8%
Mid cap ($2-10bn) 1.2%
Small cap (<$2bn) 0.0%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
APPLE INC 7.1 %
MICROSOFT CORP 6.2 %
AMAZON.COM INC 4.7 %
ALPHABET INC. CLASS A 2.1 %
FACEBOOK 2.1 %
ALPHABET INC. CLASS C 2.1 %
BERKSHIRE HATHAWAY INC-CL B 1.6 %
JPMORGAN CHASE & CO 1.5 %
NVIDIA CORP 1.3 %
VISA INC-CLASS A SHARES 1.2 %
Total 29.9 %

TOP COUNTRY EXPOSURE
UNITED STATES 95.7 %
IRELAND 1.8 %
BRITAIN 1.1 %
SWITZERLAND 0.5 %
BERMUDA 0.0 %






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.
2.9% -- -- -- 2.9%

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

Technical Indicators
Recent close $29.22
30d moving avg. $29.39
Annualized volatility 0.0%
Short interest (ETF) 0.0%
Short interest (Underlying) 1.4%
Relative strength (RSI) 53

Liquidity measures
Avg. volume (thou.) 16
Turnover 6.4%
Bid/Ask (% of price) 0.14%
ADV underlying (mns) $195,380

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 98 potential alternatives to the iShares ESG Screened S&P 500 ETF ETF based on the alternatives' overlap in portfolio holdings with XVV. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: XVV Expense: 8 bp ALTAR Score™: 4.9%


ALTERNATIVE ETFs BASED ON OVERLAP WITH XVV
Ticker Fund
Name
Overlap1
vs XVV
(%)
Expense
ratio
(bp)
Savings
vs XVV
(bp)
ALTAR
Score™
(%)
ALTAR
vs XVV
(%)
PBP Invesco S&P 500 BuyWrite ETF 92.2 49 -41 4.5 -0.4
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 91.9 20 -12 4.9 -0.0
ESGV Vanguard ESG U.S. Stock ETF 91.2 12 -4 4.6 -0.3
XYLG Global X S&P 500 Covered Call & Growth ETF 90.2 60 -52 4.4 -0.5
SPXE ProShares S&P 500 Ex-Energy ETF 89.3 27 -19 4.8 -0.2
SPLG SPDR Portfolio Large Cap ETF 88.4 3 5 4.9 -0.0
SPY SPDR S&P 500 ETF Trust 88.4 9 -1 4.8 -0.1
IVV iShares Core S&P 500 ETF 88.3 3 5 4.9 -0.0
VOO VANGUARD S&P 500 ETF 86.8 3 5 4.9 -0.0
SPXV ProShares S&P 500 Ex-Health Care ETF 85.0 27 -19 4.4 -0.5
SPXN ProShares S&P 500 Ex-Financials ETF 83.9 27 -19 4.4 -0.5
GSUS Goldman Sachs MarketBeta U.S. Equity ETF 83.6 7 1 4.7 -0.2
CATH Global X S&P 500 Catholic Values Custom ETF 82.8 29 -21 4.6 -0.3
BBUS JP Morgan Betabuilders U.S. Equity ETF 82.6 2 6 4.8 -0.1
MGC Vanguard Mega Cap Index Fund 82.5 7 1 4.8 -0.2
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 82.3 20 -12 4.7 -0.2
VV Vanguard Large-Cap Index Fund 82.1 4 4 4.7 -0.2
PBUS Invesco PureBeta MSCI USA ETF 81.8 4 4 4.8 -0.2
SPTM SPDR Portfolio Total Stock Market ETF 80.6 3 5 4.9 0.0
IWL iShares Russell Top 200 ETF 80.3 15 -7 4.6 -0.3
BKLC BNY Mellon US Large Cap Core Equity ETF 80.3 0 8 4.7 -0.2
SCHX Schwab U.S. Large-Cap ETF 79.9 3 5 4.7 -0.2
SNPE Xtrackers S&P 500 ESG ETF 78.0 10 -2 4.9 -0.1
EFIV SPDR S&P 500 ESG ETF 78.0 10 -2 4.9 -0.1
IWB iShares Russell 1000 ETF 77.7 15 -7 4.6 -0.3
IYY iShares Dow Jones U.S. ETF 76.9 20 -12 4.6 -0.4
SCHK Schwab 1000 Index ETF 76.8 5 3 4.7 -0.2
ESGU iShares MSCI USA ESG Optimized ETF 75.9 15 -7 4.6 -0.3
IQSU IQ Candriam ESG US Equity ETF 75.7 9 -1 4.7 -0.3
VONE Vanguard Russell 1000 ETF 74.7 8 0 4.7 -0.3
VTHR Vanguard Russell 3000 Index Fund 72.8 10 -2 4.5 -0.4
IWV iShares Russell 3000 ETF 72.4 20 -12 4.4 -0.5
SCHB Schwab U.S. Broad Market ETF 72.2 3 5 4.6 -0.3
MMTM SPDR S&P 1500 Momentum Tilt ETF 72.1 12 -4 4.1 -0.8
ITOT iShares Core S&P Total U.S. Stock Market ETF 71.7 3 5 4.5 -0.4
SFY SoFi Select 500 ETF 71.2 0 8 4.7 -0.2
DFAU Dimensional US Core Equity Market ETF 70.6 12 -4 4.8 -0.1
VTI Vanguard Total Stock Market Index Fund 70.0 3 5 4.5 -0.4
JCTR JPMorgan Carbon Transition U.S. Equity ETF 69.6 15 -7 4.9 -0.0
JHML John Hancock Multifactor Large Cap ETF 68.4 29 -21 5.0 +0.0
VOOG Vanguard S&P 500 Growth ETF 67.9 10 -2 3.9 -1.1
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 67.5 9 -1 5.0 +0.0
SPXT ProShares S&P 500 Ex-Technology ETF 67.5 27 -19 5.0 +0.1
EPS WisdomTree U.S. Earnings 500 Fund 67.4 8 0 6.1 +1.2
SPYG SPDR Portfolio S&P 500 Growth ETF 66.8 4 4 3.9 -1.0
IVW iShares S&P 500 Growth ETF 66.8 18 -10 3.8 -1.1
IUSG iShares Core S&P US Growth ETF 65.7 4 4 3.9 -1.0
ESG FlexShares STOXX US ESG Impact Index Fund 64.6 32 -24 4.7 -0.2
OEF iShares S&P 100 ETF 63.9 20 -12 4.5 -0.4
XOUT GraniteShares XOUT U.S. Large Cap ETF 63.2 60 -52 3.7 -1.3
QUS SPDR MSCI USA StrategicFactors ETF 62.5 15 -7 5.4 +0.5
IWF iShares Russell 1000 Growth ETF 59.1 19 -11 3.6 -1.3
VOOV Vanguard S&P 500 Value ETF 58.9 10 -2 6.2 +1.3
VONG Vanguard Russell 1000 Growth Index Fund 58.7 8 0 3.7 -1.2
AVUS Avantis U.S. Equity ETF 58.7 15 -7 5.0 +0.1
KOKU Xtrackers MSCI Kokusai Equity ETF 58.6 9 -1 5.1 +0.2
TOK iShares MSCI Kokusai ETF 58.6 25 -17 4.9 +0.0
DIVB iShares U.S. Dividend & Buyback ETF 58.5 25 -17 6.0 +1.1
FNDX Schwab Fundamental U.S. Large Co. Index ETF 58.2 25 -17 5.6 +0.7
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 57.9 15 -7 0.0 -4.9
PRF Invesco FTSE RAFI US 1000 ETF 57.9 39 -31 5.7 +0.7
VUG Vanguard Growth Index Fund 57.4 4 4 3.5 -1.4
DSI iShares MSCI KLD 400 Social ETF 56.9 25 -17 4.6 -0.3
SPYV SPDR Portfolio S&P 500 Value ETF 55.9 4 4 6.3 +1.4
IVE iShares S&P 500 Value ETF 55.9 18 -10 6.1 +1.2
WOMN Impact Shares YWCA Women's Empowerment ETF 55.6 75 -67 3.7 -1.3
IUS Invesco Strategic US ETF 55.5 19 -11 5.2 +0.3
TILT Flexshares Morningstar US Market Factors Tilt Index Fund 55.4 25 -17 5.0 +0.0
FNDB Schwab Fundamental U.S. Broad Market Index ETF 55.3 25 -17 5.5 +0.6
DYNF BlackRock U.S. Equity Factor Rotation ETF 54.7 30 -22 5.2 +0.2
XLG Invesco S&P 500 Top 50 ETF 54.7 20 -12 4.3 -0.6
HIPR Direxion High Growth ETF 54.6 40 -32 4.1 -0.8
RWL Invesco S&P 500 Revenue ETF 54.6 39 -31 6.1 +1.1
IWY iShares Russell Top 200 Growth ETF 54.4 20 -12 3.8 -1.1
IUSV iShares Core S&P U.S. Value ETF 54.4 4 4 6.3 +1.4
RESP WisdomTree US ESG Fund of Benef Interest 54.3 28 -20 5.4 +0.5
URTH iShares MSCI World ETF 54.3 24 -16 5.1 +0.1
NACP Impact Shares NAACP Minority Empowerment ETF 53.9 49 -41 4.9 +0.0
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF 52.9 49 -41 3.7 -1.2
DLN WisdomTree U.S. LargeCap Dividend Fund 52.4 28 -20 6.4 +1.4
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 51.9 30 -22 5.1 +0.2
RECS Columbia Research Enhanced Core ETF 51.6 15 -7 5.4 +0.5
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 51.4 10 -2 5.0 +0.0
SUSL iShares ESG MSCI USA Leaders ETF 51.4 10 -2 4.9 +0.0
VLU SPDR S&P 1500 Value Tilt ETF 51.3 12 -4 5.9 +1.0
SCHV Schwab U.S. Large-Cap Value ETF 51.2 4 4 6.1 +1.2
VONV Vanguard Russell 1000 Value Index Fund 51.2 8 0 6.1 +1.1
ESGG FlexShares STOXX Global ESG Impact Index Fund 51.1 42 -34 4.8 -0.1
MGK Vanguard Mega Cap Growth ETF 50.6 7 1 3.7 -1.2
DTD WisdomTree U.S.Total Dividend Fund 50.6 28 -20 6.4 +1.5
KRMA Global X Conscious Companies ETF 50.5 43 -35 5.1 +0.2
IWD iShares Russell 1000 Value ETF 50.3 19 -11 5.9 +1.0
SUSA iShares MSCI USA ESG Select ETF 49.1 25 -17 4.4 -0.5
VEGN US Vegan Climate ETF 48.7 60 -52 4.0 -0.9
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 48.2 19 -11 5.2 +0.3
SCHG Schwab U.S. Large-Cap Growth ETF 47.8 4 4 3.3 -1.6
CRBN iShares MSCI ACWI Low Carbon Target ETF 47.3 20 -12 5.4 +0.4
LOWC SPDR MSCI ACWI Low Carbon Target ETF 47.2 20 -12 5.4 +0.4

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 Screened S&P 500 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 18.7 %
Divided by: Fwd. P/BV 3.7 x
Less: Expense ratio 8 bp
Equals: ALTAR Score 4.9 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.41 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.