iShares Edge MSCI USA Value Factor UCITS ETF

ISINIE00BD1F4M44
TickerIUVF
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Total annual cost
0.21%

TER 0.20% + transaction cost 0.01%

Category
ETF
Data available from
Oct 31, 2016
Underlying assets
149

Metrics at a glance

CAGR
+7.85%
Volatility
17.42%
Sharpe
0.34
Sortino
0.37
Calmar
0.22
Ulcer Index
7.98
Max Drawdown
26.19%
VaR 95%
8.30%
VaR 99%
11.49%
% Positive Months
48.54%

Performance over time

Rolling returns

Return computed over every rolling window of the selected length.

Fund composition

Estimated country, currency, and sector allocation from the underlying holdings.

iShares Edge MSCI USA Value Factor UCITS ETF

Click a row name to exclude it from the calculation (remaining slices are renormalized).

97.5%
1.2%
0.9%
0.2%
0.2%
0.1%

Top holdings

Top 10 Weight

39.0%

Total Assets

149

HHI

0.000

  1. Micron Technology
    8.9%
  2. Cisco Systems
    5.3%
  3. Intel
    5.1%
  4. Applied Materials
    3.7%
  5. General Motors
    3.6%
  6. AT&T
    3.3%
  7. Verizon Communications
    3.2%
  8. Merck & Co
    2.0%
  9. Citigroup
    2.0%
  10. Bank of America
    2.0%

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