ishares Core S&P 500 ETF ETF.com segment: Equity: U.S. - Large Cap Competing ETFs: SPY, VOO, IWB, SCHX, VV Related ETF Channels: North America, S&P 500, Large Cap, U.S., Broad-based, Vanilla, Equity, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. A 97 FUND DESCRIPTION The ishares Core S&P 500 ETF tracks a market-cap-weighted index of US large- and midcap stocks selected by the S&P Committee. FACTSET ANALYTICS INSIGHT one of three ETFs that track the S&P 500 delivers excellent large-cap exposure at tiny all-in costs. Despite the common perception that the S&P 500 provides pure market-cap exposure to the US economy, its committee can exercise discretion to exclude specific companies. Also, tilts slightly smaller than our benchmark since it reaches farther down the market-cap spectrum. Still, our analytics show these distinctions are essentially academic the fund offers outstanding coverage. Like its direct peers SPY & VOO charges a tiny fee and tracks its index extremely well, edging SPY by a tiny fraction in holding costs. can t match SPY s trading volume but offers ample liquidity for investors of all stripes. The fund edges its peers in other subtle ways: it avoids the cash drag SPY wears from its UIT structure, and discloses daily positions unlike VOO. 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 31, 2018 the ishares Core S&P 500 ETF MSCI ESG Fund Quality Score is 5.41 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 64th percentile within its peer group and in the 46th 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 05/15/00 Open-Ended Fund 0.04% $156.87B $1.22B $247.35B 24.02 3.52 1.86% 12/17/18 495 S&P 500 Market Cap Committee MSCI USA Large Cap Index
1 Year Daily Price ($) 300.00 290.00 280.00 270.00 260.00 Nov Dec `18 Feb Mar Apr May Jun Jul Aug Sep Oct Nov 20M PERFORMANCE [as of 10/31/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -6.82% -3.29% 2.85% 7.34% 11.48% 11.29% 13.17% (NAV) -6.84% -3.26% 2.97% 7.30% 11.47% 11.30% 13.19% S&P 500-6.83% -3.25% 3.01% 7.35% 11.52% 11.35% 13.19% MSCI USA Large Cap Index -6.62% -2.82% 3.74% 7.93% 11.82% 11.62% 13.12% 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 Technology 26.13% Consumer Non-Cyclicals 7.18% Financials 15.80% Energy 6.06% Healthcare 14.29% Utilities 2.78% Consumer Cyclicals 12.86% Telecommunications Serv 1.99% Industrials 10.31% Basic Materials 1.88% TOP 10 HOLDINGS Apple Inc. 4.32% JPMorgan Chase & Co. 1.58% Microsoft Corporation 3.51% Facebook, Inc. Class A 1.56% Amazon.com, Inc. 2.77% Exxon Mobil Corporation 1.47% Berkshire Hathaway Inc. C 1.75% Alphabet Inc. Class C 1.41% Johnson & Johnson 1.67% Alphabet Inc. Class A 1.38% Total Top 10 Weighting 21.42%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.04% -0.04% -0.03% -0.05% 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 0.03% FACTSET ANALYTICS BLOCK LIQUIDITY As of 11/01/18 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 4,288,266 0.0% Average Daily $ $1.22B -0.1% Median Daily Share 3,802,224-0.2% 20M 15M 10M 5M Median Daily ($) Average Spread (%) Average Spread ($) $1.09B $0.02 Dec Feb Apr May Jul Sep Oct Median Premium / Discount (12 Mo) 0.00% Max. Premium / Discount (12 Mo) 0.13% / -0.11% Impediment to Creations None Market Hours Overlap 100.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 76.04 Creation Unit Cost (%) Underlying / Unit Open Interest on ETF Options 6,445 Net Asset Value (Yesterday) $272.73 ETF.com Implied Liquidity 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Technology 26.13% 27.59% Financials 15.80% 14.73% Healthcare 14.29% 14.48% Consumer Cyclicals 12.86% 12.48% Industrials 10.31% 9.12% Apple Inc. Microsoft Corporation Amazon.com, Inc. Berkshire Hathaway Inc. Class B Johnson & Johnson JPMorgan Chase & Co. Facebook, Inc. Class A Exxon Mobil Corporation 4.32% 3.51% 2.77% 1.75% 1.67% 1.58% 1.56% 1.47% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 1.00 0.99 0.98 0.99 0.03% MSCI USA Large Cap Index Consumer Non- Cyclicals 7.18% 7.67% Energy 6.06% 6.29% Alphabet Inc. Class C Alphabet Inc. Class A Total Top 10 Weighting 1.41% 1.38% 21.42% MSCI ESG RATINGS MSCI ESG Quality Score 5.41 / 10 Utilities 2.78% 2.26% Peer Group Percentile Rank 64.31 Telecommunications Services 1.99% 2.22% Global Percentile Rank 46.28 Basic Materials 1.88% 1.29% SRI Screening Criteria Exposure 13.19% COUNTRIES Exposure to Sustainable Impact Solutions 5.64% United States 100.00% 100.00% Weighted Average Carbon Intensity (t CO2e/$M Sales) 195.52 REGIONS North America 100.00% 100.00% BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents 495 299 Shared Holdings 283 ECONOMIC DEVELOPMENT Shared Holdings Weight 88.54% Developed Countries 100.00% 100.00% BENCHMARK COMPARISON SUMMARY Number of Holdings 495 299 Weighted Average Market Cap $247.35B $271.04B Price / Earnings Ratio Price / Book Ratio Dividend Yield 24.02 24.17 3.52 3.66 1.78% 1.80% Concentration Low --
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