LRGF
iShares U.S. Equity Factor ETF
NAV as of
4 Week: 51.76 - 53.82
52 Week: 40.55 - 53.82
Latest Closing Price
53.80
Premium / Discount
-0.13
Expense Ratio
0.08%
Investment Objective
The investment seeks to track the investment results of the STOXX U.S. Equity Factor Index. The fund generally will invest at least 80% of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index. The underlying index is composed of large- and mid-capitalization equity securities from the STOXX USA 900 index that are selected and weighted using an optimization process designed to maximize exposure to five target factors: momentum, quality, value, low volatility and size.
Main Fund Characteristics
Performance
Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
---|---|---|---|
YTD | 11.41 | 0.74 | 15.50 |
1 Day | 0.81 | 0.00 | 0.00 |
1 Week | 0.28 | 1.10 | 0.25 |
1 Month | 3.94 | 3.03 | 1.30 |
3 Months | 11.22 | 5.77 | 1.95 |
6 Months | 24.80 | 8.53 | 2.91 |
1 Year | 34.16 | 12.10 | 2.82 |
2 Years | 20.06 | 26.30 | 0.76 |
3 Years | 32.45 | 30.04 | 1.08 |
5 Years | 75.19 | 48.30 | 1.56 |
10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | |
Price (%) | 0.0000 | 0.0000 | 13.3952 | 21.2556 | -9.7894 | 26.2218 | 11.2565 | 24.8532 | -14.7721 | 25.7841 |
Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Rank | 0.0000 | 0.0000 | 64.0000 | 8.0000 | 67.0000 | 40.0000 | 7.0000 | 66.0000 | 29.0000 | 36.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
21/12/2016 | 28/12/2016 | 0.0968 |
20/06/2016 | 26/06/2016 | 0.1070 |
Portfolio Data
Total Number of Holdings: 290
Number of Bond Holdings: 0
Number of Equity Holdings: 287
Total Market Value: 1,758,451,822
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | Apple Inc | 3.9529 | 311,079 | 0 | 37,323,260 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
Giant | 40.98 |
Large | 26.32 |
Medium | 25.54 |
Small | 6.95 |
Micro | 0.00 |
Equity Style Box Breakdown
0 | 0 | 0 | Large |
0 | 0 | 0 | Mid |
0 | 0 | 0 | Small |
Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
19.5079
Price/Book*
3.8601
Price/Sales*
2.0610
Price/Cash Flow*
12.8146
Dividend Yield*
1.4974
Growth Measures
Long-Term Earnings
10.8072
Historical Earnings
7.1699
Sales Growth
9.2811
Cash-Flow Growth
9.7859
Book-Value Growth
5.9771
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
Detail | Value |
---|---|
Average Effective Duration | 0 |
Average Effective Maturity (Years)* | 0 |
Average Credit Quality | 0 |
Average Weighted Coupon* | 0 |
Average Weighted Price* | 0 |
Bond Style Box Breakdown
0 | 0 | 0 | High | Quality |
0 | 0 | 0 | Med | |
0 | 0 | 0 | Low | |
Ltd | Mod | Ext | ||
Interest-Rate Sensitivity |
Credit Quality
Type | % Bonds |
---|---|
N.A |
Bond Sector
Bond Maturity
% Bonds | |
---|---|
N.A |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
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