ishares Edge MSCI Multifactor Intl Small-Cap ETF ETF.com segment: Equity: Developed Markets Ex-U.S. - Small Cap Competing ETFs: FDTS, SCZ, SCHC, GWX, FNDC Related ETF Channels: Developed Markets Ex-U.S., Smart-Beta ETFs, Multi-factor, Small Cap, Developed Markets, Equity, Size and Style, Broad-based Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. B 82 FUND DESCRIPTION tracks an index of international small-cap firms. Stocks are selected and weighted to increase exposure to four investment factors (quality, value, momentum, and small size) while maintaining marketlike characteristics. FACTSET ANALYTICS INSIGHT is part of a suite of multi-factor funds, each of which optimizes a plain-vanilla MSCI index for enhanced exposure to four popular factors: quality, value, momentum, and small size. The optimization algorithm includes tight limits on active risk and tilts toward any one country, sector, or firm. The result is a fund with the potential to outperform over the long run, while staying neutral enough to be appropriate as a core equity holding. However, is a bit pricey compared with its international small-cap peers. While volume is generally workable, wide spreads at times can mean steep round-trip costs. The multi-factor strategy appears sound at first blush, but the methodology is highly complex, so be sure to check our portfolio statistics to see how 's holdings and real-world performance stack up against our neutral segment benchmark. 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 17, 2019 the ishares Edge MSCI Multifactor Intl Small-Cap ETF MSCI ESG Fund Quality Score is 5.42 out of 10. 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 BlackRock ishares 04/28/15 Open-Ended Fund 0.40% $74.00M $1.25M 0.29% $1.67B 12.19 1.43 2.01% 06/17/19 677 The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 46th percentile within its peer group and in the 46th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. INDEX DATA Index Tracked MSCI World ex USA Small Cap Diversified Multiple- Factor Index Index Weighting Methodology Index Selection Methodology Multi-Factor Multi-Factor MSCI World ex USA Small Cap
1 Year Daily Price ($) 37.50 35.00 32.50 30.00 27.50 25.00 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec `19 800k PERFORMANCE [as of 01/24/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 11.28% -0.20% 6.42% -18.74% 9.14% -- -- (NAV) 8.91% -1.17% 6.29% -18.08% 9.50% -- -- MSCI World ex USA Small Cap Diversified Multiple-Factor Index 8.98% -1.29% 6.29% -18.23% 9.72% 5.06% -- MSCI World ex USA Small Cap 8.53% -1.15% 6.19% -17.97% 9.59% 3.58% 11.77% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES Japan 32.15% Germany 3.17% United Kingdom 17.34% Norway 3.09% Australia 10.40% Netherlands 2.92% Canada 8.82% France 2.59% Switzerland 5.25% Belgium 2.44% TOP 10 SECTORS Industrials 20.37% Healthcare 8.23% Financials 16.64% Consumer Non-Cyclicals 6.82% Consumer Cyclicals 13.37% Energy 6.00% Basic Materials 12.47% Utilities 1.90% Technology 11.74% Telecommunications Serv 0.81% TOP 10 HOLDINGS GN Store Nord A/S 1.29% Electrocomponents plc 0.65% ASR Nederland NV 1.18% ABCAM PLC Logitech International S.A. 1.16% IG Group Holdings plc Northern Star Resources 0.79% WH Smith PLC 0.60% Euronext NV 0.69% TGS-NOPEC Geophysical 0.59% Total Top 10 Weighting 8.21%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.40% -0.30% 0.19% -0.85% 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 80% / 20% N/A ETN Counterparty Risk N/A Fund Closure Risk Low Portfolio Disclosure Daily
Daily Spread 0.7% 0.6% 0.5% 0.4% 0.3% 0.2% 0.1% 0% FACTSET ANALYTICS BLOCK LIQUIDITY As of 01/25/19 5 4 3 2 1 This measurement shows how easy it is to trade a $1 million USD block of. is rated a 4 out of 5. Premium/Discount 5.0% TRADABILITY Avg. Daily Share 47,111 2.5% Average Daily $ $1.25M 0.0% Median Daily Share 29,646-2.5% 500k 400k 300k 200k 100k Median Daily ($) Average Spread (%) Average Spread ($) $783.01K 0.29% $0.08 Feb Apr Jun Aug Oct Nov `19 Median Premium / Discount (12 Mo) 0.44% Max. Premium / Discount (12 Mo) 2.93% / -2.21% Impediment to Creations None Market Hours Overlap 23.00% Creation Unit Size (Shares) 100,000 Creation Unit/Day (45 Day Average) 0.30 Creation Unit Cost (%) 0.42% Underlying / Unit 0.28% Open Interest on ETF Options -- Net Asset Value (Yesterday) $27.55 ETF.com Implied Liquidity 4
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Industrials 20.37% 19.95% Financials 16.64% 21.89% Consumer Cyclicals Basic Materials 13.37% 13.69% 12.47% 10.01% Technology 11.74% 7.96% Healthcare 8.23% 6.18% Consumer Non- Cyclicals 6.82% 7.56% Energy 6.00% 3.64% Utilities 1.90% 2.40% Telecommunications Services 0.81% 1.53% GN Store Nord A/S ASR Nederland NV Logitech International S.A. Northern Star Resources Ltd Euronext NV Electrocomponents plc ABCAM PLC IG Group Holdings plc WH Smith PLC TGS-NOPEC Geophysical Company ASA Total Top 10 Weighting 1.29% 1.18% 1.16% 0.79% 0.69% 0.65% 0.60% 0.59% 8.21% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation MSCI ESG RATINGS MSCI ESG Quality Score Peer Group Percentile Rank Global Percentile Rank SRI Screening Criteria Exposure 0.96 1.05 1.06 1.07 0.17% MSCI World ex USA Small Cap 5.42 / 10 46.30 46.17 1.74% COUNTRIES Japan 32.15% 29.39% United Kingdom 17.34% 16.27% Australia 10.40% 6.67% Canada 8.82% 8.24% Switzerland 5.25% 3.95% Germany 3.17% 5.30% Norway 3.09% 2.04% Netherlands 2.92% 2.38% France 2.59% 2.96% Belgium 2.44% 1.58% Exposure to Sustainable Impact Solutions Weighted Average Carbon Intensity (t CO2e/$M Sales) BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Shared Holdings Shared Holdings Weight BENCHMARK COMPARISON SUMMARY 3.40% 166.98 677 2562 673 19.17% REGIONS Asia-Pacific 45.43% 40.34% Europe 43.51% 49.19% North America 9.71% 9.20% Middle East & Africa 1.35% 1.27% ECONOMIC DEVELOPMENT Developed Countries 100.00% 99.99% Number of Holdings Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Dividend Yield 677 2562 $1.67B $2.39B 12.19 18.08 1.43 1.46 2.96% 2.65% Emerging Countries -- 0.01% Concentration Low Low
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