LRGF
iShares U.S. Equity Factor ETF
The iShares FactorSelect MSCI USA ETF tracks an index of US large- and midcap equities. Stocks are selected and weighted to increase exposure to 4 factors (quality, value, momentum and size) while maintaining similar characteristics to the MSCI USA index.
US
EQUITY
Rules-Based
MANAGEMENT STYLE
2.3 B
ASSETS UNDER MGMT
8 bp
EXPENSES
Fund Basics
| Fund sponsor | BlackRock |
| Category | US |
| Asset class | Equity |
| Website | link... |
| Inception date | Apr 28, 2015 |
| Assets (mns) | $2,277 |
| Expense ratio | 8 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-End Investment Company |
| Distributions | Quarterly |
| Taxation | 1099 |
| Stock selection | Multi-Factor |
| Weighting | Multi-Factor |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | Yes |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
Complete list +
| NVIDIA CORP | 6.4 % |
| APPLE INC | 6.4 % |
| MICROSOFT CORP | 5.6 % |
| AMAZON.COM INC | 2.9 % |
| META PLATFORMS INC | 2.1 % |
| ALPHABET INC. CLASS C | 1.8 % |
| BROADCOM INC. | 1.8 % |
| JPMORGAN CHASE & CO | 1.7 % |
| VISA INC. CLASS A | 1.3 % |
| PROCTER & GAMBLE CO/THE | 1.3 % |
Constituent Breakdown
| Number of holdings | 277 |
| Herfindahl-Hirschman Index | 169 |
| Wgt avg mkt cap (mns) | $751,652 |
| Large cap (>$10bn) | 93.6% |
| Mid cap ($2-10bn) | 6.0% |
| Small cap (<$2bn) | 0.1% |
| Developed mkts. | 99.3% |
| Emerging mkts. | 0.7% |
Country Exposure
 |
UNITED STATES | 93.9 % |
 |
BRITAIN | 1.3 % |
 |
IRELAND | 0.8 % |
 |
ISRAEL | 0.8 % |
Historical Performance
Standardized Performance (as of 10/31/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 22.2% | 40.3% | 24.1% | 11.3% | 14.1% | -- | 11.5% | Volatility | 13.0% | 12.8% | 14.4% | 17.6% | 21.5% | -- | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.98 | 98% |
| MSCI EAFE | 0.85 | 76% |
| MSCI Emg Mkts | 0.64 | 42% |
Liquidity Measures
| Avg. volume (000) | 95 |
| Turnover | 0.3% |
| Avg. Bid/Ask (% of price) | 0.03% |
| ADV of underlying (mns) | $240,572 |
Technical Indicators
| Recent close | $60.48 |
| 30d moving avg. | $59.10 |
| Annualized volatility | 17.1% |
| Relative strength (RSI) | 52 |
| Short interest (ETF) | 0.2% |
| Short interest (underlying) | 2.2% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. LRGF |
Expenses vs. LRGF |
ALTAR Score™ vs. LRGF |
|---|---|---|---|---|
| GSUS | Goldman Sachs MarketBeta U.S. Equity ETF | 61.5% | -1 bp | -0.7% |
| STRV | Strive 500 ETF | 61.4% | -3 bp | -0.7% |
| IVV | iShares Core S&P 500 ETF | 61.4% | -5 bp | -0.6% |
| VOO | Vanguard S&P 500 ETF | 61.4% | -5 bp | -0.6% |
| SPY | SPDR S&P 500 ETF Trust | 61.4% | +1 bp | -0.7% |
| SPLG | SPDR Portfolio S&P 500 ETF | 61.4% | -6 bp | -0.6% |
| ILCB | iShares Morningstar U.S. Equity ETF | 61.4% | -5 bp | -0.7% |
| PBUS | Invesco MSCI USA ETF | 61.4% | -4 bp | -0.7% |
| VV | Vanguard Large-Cap ETF | 61.3% | -4 bp | -0.7% |
| VOTE | TCW Transform 500 ETF | 61.1% | -3 bp | -0.7% |
Risk and Returns: LRGF vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Book value per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
| 2023 | 2024E | Fwd Est | 2025E | |
| Price-to-sales | --x | --x | --x | --x |
| Price-to-earnings | --x | --x | --x | --x |
| Price-to-cash flow | --x | --x | --x | --x |
| Price-to-growth | --x | --x | --x | --x |
| Price-to-book value | --x | --x | --x | --x |
| Yield | --% | --% | --x | --% |
Based on closing prices from 11/15/2024
Peer Group Comparison Sample data. Subscribe for access.
Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
LRGF
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
NEUTRAL
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.
ALTAR Score™
LRGF
5.7%
Cat. Avg
5.5%
ALTAR Score™ Calculation
Category Overview
There are 973 funds in the US Equity category, with an average ALTAR Score™
of 5.5% and a standard deviation of
2.4%. LRGF's ALTAR Score™ is approximately
0.1 standard deviations
above
the category average. This places LRGF in the 54th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
LRGFSELL
U/W
HOLD
O/W
BUY
Expense Analysis
| Peer Group | Rules-Based US Equity ETFs |
| # of ETFs | 609 |
| Avg. Expense Ratio | 46.6 bp |
| Std. Deviation | 32.9 bp |
| LRGF (8 bp) Percentile rank | 12 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| LRGF | 8.0 | 3.2 | 11.2 |
| Peer Avg. | 35.7 | 15.0 | 50.7 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .