LRGF

iShares U.S. Equity Factor ETF

The iShares FactorSelect MSCI USA ETF tracks an index of US large- and midcap equities. Stocks are selected and weighted to increase exposure to 4 factors (quality, value, momentum and size) while maintaining similar characteristics to the MSCI USA index.


US

EQUITY

Rules-Based

MANAGEMENT STYLE

2.4 B

ASSETS UNDER MGMT

8 bp

EXPENSES
Fund Basics
Fund sponsorBlackRock
CategoryUS
Asset classEquity
Websitelink...
Inception dateApr 28, 2015
Assets (mns)$2,381
Expense ratio8 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-End Investment Company
DistributionsQuarterly
Taxation1099
Stock selectionMulti-Factor
WeightingMulti-Factor
Holdings TransparencyFull
Derivatives-basedNo
Options availableYes
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings Complete list  + 
APPLE INC 6.5 %
NVIDIA CORP 6.1 %
MICROSOFT CORP 5.5 %
AMAZON.COM INC 2.9 %
META PLATFORMS INC 2.1 %
BROADCOM INC. 1.7 %
ALPHABET INC. CLASS C 1.7 %
JPMORGAN CHASE & CO 1.7 %
PROCTER & GAMBLE CO/THE 1.3 %
VISA INC. CLASS A 1.3 %
Constituent Breakdown
Number of holdings276
Herfindahl-Hirschman Index 166
Wgt avg mkt cap (mns)$730,718
Large cap (>$10bn)94.2%
Mid cap ($2-10bn)5.4%
Small cap (<$2bn)0.1%
Developed mkts.99.4%
Emerging mkts.0.7%
Country Exposure
UNITED STATES 93.8 %
BRITAIN 1.3 %
ISRAEL 0.9 %
IRELAND 0.8 %
Historical Performance


Standardized Performance (as of 11/30/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 30.8% 37.7% 24.9% 14.4% 14.8% -- 12.1%
Volatility 13.0% 12.8% 14.4% 17.6% 21.5% -- --
Market Correlations
versus...BetaR-squared
S&P 5000.9898%
MSCI EAFE0.8573%
MSCI Emg Mkts0.6137%
Liquidity Measures
Avg. volume (000)112
Turnover0.3%
Avg. Bid/Ask (% of price)0.03%
ADV of underlying (mns)$199,002
Technical Indicators
Recent close$63.23
30d moving avg.$59.10
Annualized volatility17.4%
Relative strength (RSI)52
Short interest (ETF)0.6%
Short interest (underlying)2.2%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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Comparable ETFs Based on Overlap
Risk and Returns: LRGF vs. Comps (1 YR)

Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.

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Results & Estimates
  2019 2020 2021 2022 2023 2024E 2025E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Dividends per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Book value per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2023 2024E Fwd Est 2025E
Price-to-sales --x --x --x --x
Price-to-earnings --x --x --x --x
Price-to-cash flow --x --x --x --x
Price-to-growth --x --x --x --x
Price-to-book value --x --x --x --x
Yield --% --% --x --%
2.4 20.8 4.1 1.3% --
Based on closing prices from 12/4/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
LRGF



Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.

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ETF Research Center Rating

NEUTRAL

Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.

ALTAR Score™

LRGF

5.5%

Cat. Avg

5.3%


ALTAR Score™ Calculation

Category Overview
There are 978 funds in the US Equity category, with an average ALTAR Score™ of 5.3% and a standard deviation of 2.4%. LRGF's ALTAR Score™ is approximately 0.1 standard deviations above the category average. This places LRGF in the 53rd percentile among funds in the category.
Sell Side Consensus Rating

Sell-side recommendations on the ETF's individual constituents

LRGF
Peer Average
SELL
U/W
HOLD
O/W
BUY
Factor Scorecard

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Expense Analysis

Peer Group Rules-Based
US Equity ETFs
# of ETFs 609
Avg. Expense Ratio 46.6 bp
Std. Deviation 32.9 bp
LRGF (8 bp) Percentile rank 12
Peer Group Expense Ratio Distribution


Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
LRGF 8.0 3.2 11.2
Peer Avg. 37.1 14.9 52.1
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .