Key stats
About iShares Trust iShares International Developed Small Cap Value Factor ETF
Home page
Inception date
Mar 23, 2021
Structure
Open-Ended Fund
Distributes
Capital Gains
Max ST capital gains rate
39.60%
Max LT capital gains rate
20.00%
Tax on distributions
Qualified dividends
Primary advisor
BlackRock Fund Advisors
Distributor
BlackRock Investments LLC
ISVL targets 450-550 small-cap stocks in developed markets outside of the US and Korea with value characteristics. Portfolio construction starts by screening its parent index for liquidity, volatility, and leverage. This screening process excludes: (i) 20% of the least liquid stocks based on the 60-day average dollar value traded, (ii) top 20% of those with the highest risk based on 12-month trailing realized volatility, and (iii) top 20% of those with the highest leverage. Then, additional exclusion applies to stocks with a negative sentiment score and negative price momentum. The final portfolio is composed of the remaining companies ranked using a weighted composite score of price-to-book, price-to-earnings, and price-to-cash flow from operations. The fund is weighted in proportion to their float adjusted market capitalization as of previous month end with a country constraint of +/- 10% relative to the parent index.
Classification
What's in the fund
Exposure type
Finance
Producer Manufacturing
Non-Energy Minerals
Stock breakdown by region
Displays a symbol's price movements over previous years to identify recurring trends.