LRGF iShares U.S. Equity Factor ETF
STOXX U.S. Equity Factor TR USD

NAV as of 31-Mar-2023

41.4462

4 Week: 39.14 - 41.44

52 Week: 36.22 - 44.84

Latest Closing Price

41.44

Premium / Discount

-0.08

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

Fund Manager:
iShares
Asset Under Management:
1,203,441,098
Launch Date:
27/04/2015
Asset Class:
Equity
Replication Method:
Physical-Sample
Number of Holdings:
315
Trading Currency:
USD
Style:
Large Blend
Region/Sector/Strategy:
N.A / N.A / N.A
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD6.231.105.68
1 Day1.520.000.00
1 Week3.731.552.40
1 Month2.075.510.38
3 Months6.238.700.72
6 Months14.4115.070.96
1 Year-6.8323.32-0.29
2 Years1.9727.510.07
3 Years56.6735.531.60
5 Years31.5649.230.64
10 Years0.000.000.00

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 0.00000.00000.000013.395221.2556-9.789426.221811.256524.8532-14.7721
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.000064.00008.000067.000040.00007.000066.000029.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
21/12/201628/12/20160.0968
20/06/201626/06/20160.1070

Portfolio Data

Total Number of Holdings: 315

Number of Bond Holdings: 0

Number of Equity Holdings: 310

Total Market Value: 1,203,441,098

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Apple Inc3.9529311,079037,323,260

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant44.53
Large27.20
Medium21.88
Small6.17
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

16.5392

Price/Book*

3.2892

Price/Sales*

1.6702

Price/Cash Flow*

9.1945

Dividend Yield*

1.9380

Growth Measures

Long-Term Earnings

12.0767

Historical Earnings

14.8917

Sales Growth

12.9949

Cash-Flow Growth

9.1339

Book-Value Growth

2.0933

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

0

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0
Average Weighted Price*0

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
N.A

Data Source: Morningstar

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