ishares MSCI KLD 400 Social ETF ETF.com segment: Equity: U.S. - Total Market Competing ETFs: SUSA, ESGU, KRMA, RODI, WIL Related ETF Channels: North America, U.S., Smart-Beta ETFs, Total Market, Equity, Socially Responsible, Size and Style, Broad-based Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. A 89 FUND DESCRIPTION tracks a market-cap-weighted index of 400 companies deemed to have positive environmental, social and governance characteristics by MSCI. FACTSET ANALYTICS INSIGHT is a viable choice for those wanting a socially conscious ETF while maintaining reasonably marketlike exposure. Limiting its holdings to firms deemed to be socially responsible, from an environmental, social, and governance (ESG) standpoint. In practice, this means explicitly excluding firms who are significantly involved with weapons manufacturing, "vice" products, nuclear energy and genetic modification. Those firms that make the cut are then ranked by their performance according to those ESG criteria. While the fund excludes many familiar names, like Apple, Exxon Mobil, and AT&T, it avoids making huge sector bets. It overweights technology, and underweights financials and industrials, but this doesn't substantially change its risk profile. While not a liquidity standout, is reasonably Tradable, with consistent volume and significant spreads. is reasonably priced for its specialist exposure, and tracking is tight. MSCI ESG ANALYTICS INSIGHT The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of January 10, 2019 the ishares MSCI KLD 400 Social ETF MSCI ESG Fund Quality Score is 6.66 out of 10. The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 99th percentile within its peer group and in the 86th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. SUMMARY DATA Issuer Brand Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings INDEX DATA Index Tracked Index Weighting Methodology Index Selection Methodology BlackRock ishares 11/14/06 Open-Ended Fund 0.25% $1.25B $12.52M 0.05% $182.79B 23.55 4.01 1.57% 03/20/19 393 MSCI KLD 400 Social Index Market Cap Principles-based MSCI USA IMI
1 Year Daily Price ($) 110.00 105.00 100.00 95.00 90.00 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec `19 800k PERFORMANCE [as of 01/10/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -0.48% -3.95% 3.95% -2.84% 12.35% 8.58% 13.10% (NAV) -0.45% -3.92% 3.97% -2.80% 12.34% 8.59% 13.16% MSCI KLD 400 Social Index -0.43% -3.85% 3.98% -2.49% 12.85% 9.10% 13.16% MSCI USA IMI -1.08% -6.30% 4.16% -3.83% 12.84% 8.89% 13.88% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States Canada 100.00% TOP 10 SECTORS Technology 33.76% Consumer Non-Cyclicals 7.84% Financials 13.66% Energy 4.22% Healthcare 12.24% Basic Materials 2.31% Industrials 11.05% Telecommunications Serv 2.31% Consumer Cyclicals 10.48% Utilities 1.97% TOP 10 HOLDINGS Microsoft Corporation 6.93% Procter & Gamble Compa 2.07% Facebook, Inc. Class A 3.17% Intel Corporation 2.02% Alphabet Inc. Class C 3.09% Cisco Systems, Inc. 1.86% Alphabet Inc. Class A 2.95% Merck & Co., Inc. 1.83% Verizon Communications 2.15% Coca-Cola Company 1.72% Total Top 10 Weighting 27.79%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.25% -0.53% -0.29% -0.69% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K1 20.00% / 39.60% Qualified dividends No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund No Yes 72% / 29% N/A ETN Counterparty Risk N/A Fund Closure Risk Low Portfolio Disclosure Daily
Daily Spread 0.12% FACTSET ANALYTICS BLOCK LIQUIDITY As of 01/11/19 0.10% 0.08% 0.06% 0.04% 0.02% 0% 5 4 3 2 1 This measurement shows how easy it is to trade a $1 million USD block of. is rated a 5 out of 5. Premium/Discount 0.2% 0.1% TRADABILITY Avg. Daily Share 130,801 0.0% Average Daily $ $12.52M -0.1% Median Daily Share 103,807-0.2% 600k 400k 200k Median Daily ($) Average Spread (%) Average Spread ($) $10.11M 0.05% $0.05 Feb Apr Jun Aug Oct Nov `19 Median Premium / Discount (12 Mo) 0.03% Max. Premium / Discount (12 Mo) 0.11% / -0.14% Impediment to Creations None Market Hours Overlap 100.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 2.08 Creation Unit Cost (%) 0.02% Underlying / Unit 0.01% Open Interest on ETF Options Net Asset Value (Yesterday) $96.67 ETF.com Implied Liquidity 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Technology 33.76% 23.46% Financials 13.66% 17.12% Healthcare 12.24% 14.08% Industrials 11.05% 10.17% Consumer Cyclicals 10.48% 13.01% Microsoft Corporation Facebook, Inc. Class A Alphabet Inc. Class C Alphabet Inc. Class A Verizon Communications Inc. Procter & Gamble Company Intel Corporation Cisco Systems, Inc. 6.93% 3.17% 3.09% 2.95% 2.15% 2.07% 2.02% 1.86% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 0.99 1.03 1.03 1.01 0.14% MSCI USA IMI Consumer Non- Cyclicals 7.84% 7.26% Energy 4.22% 5.27% Basic Materials 2.31% 2.24% Merck & Co., Inc. Coca-Cola Company Total Top 10 Weighting 1.83% 1.72% 27.79% MSCI ESG RATINGS MSCI ESG Quality Score Peer Group Percentile Rank Global Percentile Rank 6.66 / 10 98.78 85.71 Telecommunications Services 2.31% 1.96% SRI Screening Criteria Exposure Utilities 1.97% 3.05% Exposure to Sustainable Impact Solutions 10.61% COUNTRIES Weighted Average Carbon Intensity (t CO2e/$M Sales) 128.25 United States 100.00% 99.93% Canada 0.07% REGIONS North America 100.00% 100.00% ECONOMIC DEVELOPMENT BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Shared Holdings Shared Holdings Weight 393 2420 393 40.94% BENCHMARK COMPARISON SUMMARY Developed Countries 100.00% 100.00% Number of Holdings 393 2420 Weighted Average Market Cap $182.79B $186.25B Price / Earnings Ratio Price / Book Ratio Dividend Yield 23.55 22.71 4.01 3.14 1.82% 1.84% Concentration Low Low
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