ishares Core S&P Small Cap ETF ETF.com segment: Equity: U.S. - Small Cap Competing ETFs: SLY, VIOO, IWM, VB, SCHA Related ETF Channels: North America, U.S., Broad-based, Vanilla, S&P Small Cap 600, Small Cap, Equity, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. A 81 FUND DESCRIPTION The ishares S&P SmallCap 600 ETF tracks a market-cap-weighted index of primarily small-cap US stocks. The S&P Committee selects 600 stocks representing about 3% of the publicly available market. FACTSET ANALYTICS INSIGHT delivers one of the strongest offerings in the US small-cap segment. It has a huge asset base, trades with deep liquidity, and boasts one of the lowest expense ratios. Better still, realized holding costs have typically been even cheaper than the headline fee suggests. holds just a fraction of the names in our neutral benchmark index, giving the fund an appearance of being under-diversified. However, the fund still reflects the market quite accurately in both performance and coverage. 's avoidance of the most illiquid small-cap names may help explain its strong liquidity: its compact basket is easier for market makers to hedge. SLY and VIOO track the same index, but dwarfs them in trading volume and is cheaper to hold. In all, the fund is tough to beat for cheap, efficient small-cap exposure. 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 October 11, 2018 the ishares Core S&P Small Cap ETF MSCI ESG Fund Quality Score is 4.04 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 33th percentile within its peer group and in the 9th 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 05/22/00 Open-Ended Fund 0.07% $43.45B $315.72M 0.01% $2.19B 45.58 2.41 1.31% 12/17/18 591 S&P Small Cap 600 Market Cap Committee MSCI USA Small Cap Index
1 Year Daily Price ($) 95.00 90.00 85.00 80.00 75.00 Nov Dec `18 Feb Mar Apr May Jun Jul Aug Sep Oct 10M PERFORMANCE [as of 10/11/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -10.55% -7.03% 4.39% 7.70% 13.55% 10.92% 14.52% (NAV) -10.49% -7.03% 4.42% 7.73% 13.58% 10.93% 14.55% S&P Small Cap 600-10.50% -7.07% 4.36% 7.69% 13.59% 10.96% 14.55% MSCI USA Small Cap Index -9.31% -6.78% 1.50% 5.23% 11.61% 9.79% 15.07% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States 100.00% TOP 10 SECTORS Financials 22.57% Basic Materials 5.44% Industrials 19.09% Consumer Non-Cyclicals 4.40% Consumer Cyclicals 16.10% Energy 3.58% Technology 12.56% Utilities 2.17% Healthcare 12.13% Telecommunications Serv 1.47% TOP 10 HOLDINGS Ligand Pharmaceuticals I 0.58% Spire Inc. 0.48% CACI International Inc Cla 0.57% Glacier Bancorp, Inc. 0.47% Insperity, Inc. 0.52% Ingevity Corporation First Financial Bankshare Tetra Tech, Inc. Trex Company, Inc. Green Dot Corporation Cl Total Top 10 Weighting 5.02%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.07% 0.00% 0.10% -0.13% 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 0.020% FACTSET ANALYTICS BLOCK LIQUIDITY As of 10/12/18 0.017% 0.014% 0.011% 0.008% 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 3,640,089 0.0% Average Daily $ $315.72M -0.1% Median Daily Share 3,214,111-0.2% 10M 7.5M 5M 2.5M Median Daily ($) Average Spread (%) Average Spread ($) $283.13M 0.01% $0.01 Nov `18 Feb Apr Jun Aug Oct Median Premium / Discount (12 Mo) 0.02% Max. Premium / Discount (12 Mo) 0.12% / -0.18% Impediment to Creations None Market Hours Overlap 100.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 64.28 Creation Unit Cost (%) 0.04% Underlying / Unit 0.10% Open Interest on ETF Options 14,941 Net Asset Value (Yesterday) $79.44 ETF.com Implied Liquidity 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Financials 22.57% 23.81% Industrials 19.09% 13.72% Consumer Cyclicals 16.10% 12.36% Technology 12.56% 13.60% Healthcare 12.13% 13.86% Ligand Pharmaceuticals Incorporated CACI International Inc Class A Insperity, Inc. First Financial Bankshares, Inc. Trex Company, Inc. Spire Inc. Glacier Bancorp, Inc. Ingevity Corporation 0.58% 0.57% 0.52% 0.48% 0.47% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 0.95 1.06 1.11 0.99 0.20% MSCI USA Small Cap Index Basic Materials Consumer Non- Cyclicals 5.44% 5.90% 4.40% 4.13% Energy 3.58% 4.08% Tetra Tech, Inc. Green Dot Corporation Class A Total Top 10 Weighting 5.02% MSCI ESG RATINGS MSCI ESG Quality Score Peer Group Percentile Rank 4.04 / 10 32.90 Utilities 2.17% 2.77% Global Percentile Rank 8.81 Telecommunications Services 1.47% 0.66% SRI Screening Criteria Exposure 3.88% COUNTRIES Exposure to Sustainable Impact Solutions 3.62% United States 100.00% 100.00% Weighted Average Carbon Intensity (t CO2e/$M Sales) 116.42 REGIONS North America 100.00% 100.00% BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Shared Holdings 591 1782 563 ECONOMIC DEVELOPMENT Shared Holdings Weight 21.89% Developed Countries 100.00% 100.00% BENCHMARK COMPARISON SUMMARY Number of Holdings 591 1782 Weighted Average Market Cap $2.19B $4.20B Price / Earnings Ratio Price / Book Ratio Dividend Yield 45.58 41.68 2.41 2.57 1.28% 1.36% Concentration Low --
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