Key stats
About iShares US Small Cap Value Factor ETF
Expense ratio
0.20%
Home page
Inception date
Oct 27, 2020
SVAL targets 250 small-cap stocks with value characteristics. Portfolio construction starts by screening Russell 2000 stocks for liquidity, volatility, and leverage. This screening process excludes 20% of the least liquid stocks, another 20% are excluded based on 12-month trailing realized volatility and another 20% are removed that have the highest leverage. Then additional exclusion applies to stocks with a negative sentiment score - stocks with more EPS downgrades than upgrades. The final portfolio - the Target Index - is composed of the remaining companies ranked based on a weighted composite score of price-to-book, price-to-earnings, and price-to-cash flow from operations. The Underlying Index is equally-weighted and undergoes monthly review, while rebalance only occurs if the Underlying Index composite score is less than 90% of the Target Indexs composite or if the Underlying Index has fewer than 200 securities.
Classification
Returns
| 1 month | 3 months | Year to date | 1 year | 3 years | 5 years | |
|---|---|---|---|---|---|---|
| Price performance | — | — | — | — | — | — |
| NAV total return | — | — | — | — | — | — |
What's in the fund
Exposure type
Finance
Energy Minerals
Stocks99.36%
Finance46.72%
Energy Minerals10.19%
Producer Manufacturing6.52%
Consumer Durables5.88%
Transportation5.64%
Commercial Services4.61%
Retail Trade4.53%
Distribution Services3.38%
Process Industries2.61%
Electronic Technology1.89%
Non-Energy Minerals1.76%
Consumer Services1.44%
Utilities1.34%
Industrial Services1.08%
Health Services0.54%
Consumer Non-Durables0.46%
Health Technology0.44%
Technology Services0.32%
Bonds, Cash & Other0.64%
Miscellaneous0.38%
Cash0.26%
Stock breakdown by region
North America100.00%
Latin America0.00%
Europe0.00%
Asia0.00%
Africa0.00%
Middle East0.00%
Oceania0.00%
Top 10 holdings
Dividends
Dividend payout history