iShares MSCI USA Value Factor ETF (VLUE)
Description
The investment seeks to track the performance of the MSCI USA Enhanced Value Index. The VLUE ETF contains 144 constituents. It is focused on blend holdings in the North America region.
Price $85.54 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 3.41% |
| Expense ratio | 0.15% |
| Average spread | 0.012% |
| 1Y roundtrip cost | 0.162% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -2.0% | -2.2% | 0.3% | -5.7% | 3.9% | -11.0% | 5.9% | -3.6% | -10.6% | 4.5% | -20.5% | ||
| 2021 | 3.3% | 6.9% | 7.2% | 1.8% | 2.8% | -1.6% | -0.7% | 0.8% | -3.5% | 2.5% | -0.9% | 7.8% | 26.4% |
| 2020 | -3.8% | -9.6% | -18.3% | 11.1% | 3.5% | 0.4% | 1.1% | 3.8% | -2.1% | -1.1% | 16.4% | 2.9% | 4.2% |
| 2019 | 9.8% | 1.9% | -1.0% | 3.4% | -9.6% | 9.6% | 1.6% | -4.5% | 4.9% | 2.8% | 3.7% | 3.3% | 25.9% |
| 2018 | 4.4% | -3.3% | -2.3% | 0.4% | 2.0% | -1.1% | 3.4% | 3.6% | -0.2% | -5.9% | -0.6% | -11.1% | -10.6% |
| 2017 | 1.3% | 4.6% | -1.1% | 0.2% | -0.1% | 1.2% | 2.0% | 0.2% | 3.5% | 2.6% | 4.2% | 1.7% | 20.2% |
| 2016 | -8.7% | 1.8% | 6.0% | 0.7% | 1.5% | -1.2% | 4.5% | 1.2% | 0.7% | -1.2% | 7.1% | 2.1% | 14.6% |
| 2015 | -4.1% | 5.9% | -0.9% | 0.7% | 0.9% | -1.7% | 0.3% | -5.8% | -2.9% | 7.3% | -0.7% | -1.9% | -2.8% |
| 2014 | -3.6% | 4.0% | 1.9% | 0.8% | 1.5% | 2.6% | -0.8% | 2.9% | -1.6% | 1.5% | 2.5% | 0.5% | 12.3% |
| 2013 | 7.3% | -2.5% | 5.0% | -3.0% | 2.7% | 4.7% | 3.3% | 2.2% | 19.6% | ||||
| -3.3% | 10.0% | -8.1% | 13.4% | 13.7% | -5.3% | 22.2% | -4.3% | -9.1% | 17.8% | 35.0% | 7.6% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.73 | 0.68 | 0.76 | 2.17 | |||||||||
| 2021 | 0.47 | 0.49 | 0.74 | 0.74 | 2.43 | ||||||||
| 2020 | 0.69 | 0.40 | 0.48 | 0.54 | 2.10 | ||||||||
| 2019 | 0.59 | 0.59 | 0.55 | 0.60 | 2.34 | ||||||||
| 2018 | 0.46 | 0.47 | 0.49 | 0.54 | 1.96 | ||||||||
| 2017 | 0.39 | 0.49 | 0.48 | 0.44 | 1.79 | ||||||||
| 2016 | 0.33 | 0.36 | 0.32 | 1.02 | |||||||||
| 2015 | 0.31 | 0.35 | 0.36 | 0.43 | 1.45 | ||||||||
| 2014 | 0.28 | 0.30 | 0.16 | 0.34 | 1.08 | ||||||||
| 2013 | 0.21 | 0.28 | 0.30 | 0.79 | |||||||||
| 0.00 | 0.00 | 3.92 | 0.00 | 0.00 | 4.31 | 0.00 | 0.00 | 4.65 | 0.00 | 0.00 | 4.26 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| AT&T Inc. | 6.55% |
| Intel Corporation | 5.54% |
| Cisco Systems, Inc. | 3.12% |
| General Motors Company | 3.07% |
| Micron Technology, Inc. | 2.84% |
| Ford Motor Company | 2.72% |
| International Business Machines Corporation | 2.48% |
| Citigroup Inc. | 2.45% |
| Target Corporation | 2.37% |
| Pfizer Inc. | 2.21% |
| AbbVie, Inc. | 1.88% |
| CVS Health Corporation | 1.87% |
| Wells Fargo & Company | 1.82% |
| Raytheon Technologies Corporation | 1.81% |
| Applied Materials, Inc. | 1.73% |
| Top 15 Weights | 42.46% |
Compare with similar ETFs
| VLUE | FMIL | HSMV | STLV | TEQI | VOE | |
|---|---|---|---|---|---|---|
| Product name | iShares MSCI USA Value Factor ETF | Fidelity New Millennium ETF | First Trust Horizon Managed Volatility Small/Mid ETF | iShares Factors US Value Style ETF | T. Rowe Price Equity Income ETF | Vanguard Mid-Cap Value ETF |
| Issuer | iShares | Fidelity | First Trust | iShares | T. Rowe Price | Vanguard |
| Price | $85.54 | $27.48 | $28.7342 | $24.731 | $31.679 | $123.97 |
| Expense Ratio | 0.15% |  0.59% | 0.8% | 0.25% | 0.54% |  0.07% |
| Average Spread | 0.012% | 0.218% | 0.139% | 0.162% | 0.126% | 0.032% |
| AUM | $12,605,900,000 | $55,854,400 | $12,935,000 | $6,121,540 | $45,734,100 | $12,811,900,000 |
| Shares | 147,368,874 | 2,032,547 | 450,161 | 247,525 | 1,443,672 | 103,347,164 |
| Average Daily Volume | 844,877 | 38,697 | 879 | 217 | 18,280 | 553,253 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2013-04-16 | 2020-06-03 | 2020-04-06 | 2020-01-14 | 2020-08-04 | 2006-08-17 |
| Index Tracked | MSCI USA Enhanced Value Index | No Underlying Index | No Underlying Index | Russell US Large Cap Factors Value Style Index | No Underlying Index | CRSP US Mid Value |
| Category | Large Cap Value Equities | Large Cap Blend Equities | Small Cap Blend Equities | All Cap Equities | Large Cap Value Equities | Mid Cap Value Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large Caps | Mid Caps | Large/Mid Caps | Large/Mid Caps | Large Caps | |
| Value or Growth | Blend | Blend | Blend | Value | Blend | Blend |
| Region | North America | North America | North America | North America | North America | |
| Countries | U.S. | Broad | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $2.915 | $0.569 | $0.37 | $0.733 | $0.988 | $2.828 |
| Annual Dividend Yield | 0.034% | 0.021% | 0.013% | 0.030% | 0.031% | 0.023% |
| Number of Holdings | 144 | 121 | 200 | 199 | 108 | 199 |
| YTD Return | -20.06% | -6.15% | -16.59% | -15.98% | -11.44% | -16.32% |
| Beta | 1.03 | 0.93 | 0.90 | 0.92 | 0.80 | 1.06 |
| Upside Beta | 0.25 | 0.70 | 0.63 | 0.68 | 0.68 | 0.09 |
| Downside Beta | -0.35 | 0.12 | 0.00 | 0.08 | -0.03 | -0.11 |
| Volatility 1Y | 21.80% | 21.04% | 18.99% | 19.30% | 18.67% | 20.87% |
| Sharpe Ratio 3Y | 0.16 | 0.00 | 0.00 | 0.00 | 0.00 | 0.27 |
| Treynor Ratio 3Y | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |