iShares Factors US Value Style ETF (STLV)
Description
The investment seeks to track the performance of the Russell US Large Cap Factors Value Style Index. The STLV ETF contains 199 constituents. It is focused on value holdings in the North America region.
Price $24.73 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 2.96% |
| Expense ratio | 0.25% |
| Average spread | 0.162% |
| 1Y roundtrip cost | 0.412% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -2.5% | -1.6% | 1.3% | -4.0% | 2.0% | -9.0% | 6.4% | -2.8% | -8.8% | 2.8% | -16.1% | ||
| 2021 | 0.7% | 4.3% | 7.1% | 3.6% | 2.7% | -0.3% | 0.1% | 3.9% | -5.0% | 3.3% | -2.4% | 5.3% | 23.4% |
| 2020 | -11.0% | -19.2% | 11.5% | 3.2% | 1.5% | 1.9% | 5.2% | -2.1% | -1.6% | 13.9% | 4.5% | 7.8% | |
| -1.8% | -8.3% | -10.8% | 11.1% | 8.0% | -7.8% | 8.5% | 6.4% | -16.0% | 4.5% | 11.5% | 9.9% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.15 | 0.13 | 0.30 | 0.59 | |||||||||
| 2021 | 0.14 | 0.12 | 0.25 | 0.15 | 0.65 | ||||||||
| 2020 | 0.13 | 0.11 | 0.15 | 0.17 | 0.57 | ||||||||
| 0.00 | 0.00 | 0.42 | 0.00 | 0.00 | 0.37 | 0.00 | 0.00 | 0.70 | 0.00 | 0.00 | 0.32 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Merck & Co., Inc. | 3.26% |
| Johnson & Johnson | 2.89% |
| Jefferies Financial Group Inc. | 2.34% |
| Evercore Inc Class A | 2.24% |
| Louisiana-Pacific Corporation | 1.95% |
| Otis Worldwide Corporation | 1.90% |
| Verizon Communications Inc. | 1.85% |
| Lazard Ltd Class A | 1.82% |
| Walmart Inc. | 1.78% |
| Sylvamo Corporation | 1.60% |
| Bristol-Myers Squibb Company | 1.57% |
| Procter & Gamble Company | 1.52% |
| Goldman Sachs Group, Inc. | 1.42% |
| Pfizer Inc. | 1.42% |
| Ally Financial Inc | 1.42% |
| Top 15 Weights | 28.98% |
Compare with similar ETFs
| STLV | IUSV | IVE | IWD | VALQ | VONV | |
|---|---|---|---|---|---|---|
| Product name | iShares Factors US Value Style ETF | iShares Core U.S. Value ETF | iShares S&P 500 Value ETF | iShares Russell 1000 Value ETF | American Century STOXX U.S. Quality Value ETF | Vanguard Russell 1000 Value ETF |
| Issuer | iShares | iShares | iShares | iShares | American Century | Vanguard |
| Price | $24.731 | $64.84 | $133.21 | $140.18 | $43.74 | $61.45 |
| Expense Ratio | 0.25% |  0.04% | 0.18% | 0.19% |  0.29% | 0.08% |
| Average Spread | 0.162% | 0.031% | 0.015% | 0.007% | 0.137% | 0.033% |
| AUM | $6,121,540 | $9,682,730,000 | $20,134,400,000 | $48,186,700,000 | $184,824,000 | $5,891,230,000 |
| Shares | 247,525 | 149,332,709 | 151,147,455 | 343,748,942 | 4,225,517 | 95,870,284 |
| Average Daily Volume | 217 | 888,251 | 1,063,806 | 2,886,322 | 6,600 | 669,763 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2020-01-14 | 2000-07-24 | 2000-05-22 | 2000-05-22 | 2018-01-11 | 2010-09-20 |
| Index Tracked | Russell US Large Cap Factors Value Style Index | S&P 900 Value Index | S&P 500 Value Index | Russell 1000 Value | iSTOXX American Century USA Quality Value Index | Russell 1000 Value |
| Category | All Cap Equities | Large Cap Blend Equities | Large Cap Blend Equities | Large Cap Blend Equities | Large Cap Blend Equities | Large Cap Blend Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large Caps | Large Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps |
| Value or Growth | Value | Blend | Blend | Blend | Blend | Blend |
| Region | North America | North America | North America | North America | North America | North America |
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0.733 | $1.52 | $2.967 | $2.995 | $0.854 | $1.429 |
| Annual Dividend Yield | 0.030% | 0.023% | 0.022% | 0.021% | 0.020% | 0.023% |
| Number of Holdings | 199 | 732 | 426 | 823 | 238 | 826 |
| YTD Return | -15.98% | -13.67% | -13.63% | -15.26% | -16.35% | -15.30% |
| Beta | 0.92 | 1.00 | 1.00 | 0.99 | 0.85 | 0.95 |
| Upside Beta | 0.68 | 0.27 | 0.26 | 0.26 | 0.55 | 0.01 |
| Downside Beta | 0.08 | 0.13 | 0.12 | 0.13 | 0.39 | -0.24 |
| Volatility 1Y | 19.30% | 18.43% | 18.32% | 19.17% | 19.14% | 19.05% |
| Sharpe Ratio 3Y | 0.00 | 0.34 | 0.32 | 0.27 | 0.22 | 0.28 |
| Treynor Ratio 3Y | 0.00 | 0.01 | 0.00 | 0.00 | 0.00 | 0.00 |