Key stats
About iShares U.S. Equity Factor ETF
Expense ratio
0.08%
Home page
Inception date
Apr 28, 2015
LRGF provides a multi-factor take on US equities. Eligible large- and mid-cap securities are given a multi-factor score according to momentum, quality, value, low volatility, and size. Momentum is based on earnings announcement drift, earnings momentum, and price momentum signals. Quality is measured by gross profitability, share dilution, accruals, changes in net operating assets, carbon emissions intensity, and greenhouse gas reduction targets. Value is based on book-to-price, cash flow yield, dividend yield, and earnings yield, whereas low volatility is measured by the prior 12-month volatility. To select and weight securities, an optimization process is used to increase exposure to the factors, without exceeding the expected risk of the parent index. The index reconstitutes and rebalances quarterly. Before June 1, 2022, the fund was named iShares MSCI USA Multifactor ETF and tracked the MSCI USA Diversified Multiple-Factor Index.
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
Electronic Technology
Technology Services
Finance
Retail Trade
Stocks99.74%
Electronic Technology19.95%
Technology Services19.85%
Finance11.74%
Retail Trade10.25%
Health Technology7.98%
Consumer Non-Durables4.66%
Consumer Services3.90%
Producer Manufacturing3.64%
Commercial Services3.24%
Energy Minerals2.60%
Consumer Durables2.49%
Utilities2.29%
Health Services1.84%
Distribution Services1.16%
Process Industries1.12%
Communications1.01%
Non-Energy Minerals0.98%
Industrial Services0.67%
Transportation0.37%
Bonds, Cash & Other0.26%
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