IE00BD1F4L37
IE00BD1F4L37
iShares Edge MSCI USA Quality Factor UCITS ETF
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About this ETF
The iShares Edge MSCI USA Quality Factor UCITS ETF seeks to track the MSCI USA Sector Neutral Quality index. The MSCI USA Sector Neutral Quality index tracks the leading stocks on the US market. The constituents are selected by three main equally weighted indicators: high return on equity, low levels of debt and low year on year earnings variability.
TER
0.2%
Total Expense Ratio per year
Fund Size
€2.85B
Assets under management
Holdings
124
Underlying equities
Dividend Yield
0%
Accumulating
Fundamentals & Estimates
Weighted valuation multiples and analyst forecasts
Valuation Multiples
Weighted P/E
26.99
Weighted Fwd P/E
20.74
💰 Revenue Estimates
Current Year CY
+21.91% ⌀ 30 Analysts Coverage
Next Year NY
+15.84% ⌀ 30 Analysts Coverage
📈 EPS Estimates (Earnings Per Share)
Current Year CY
+26.89% ⌀ 28 Analysts Coverage
Next Year NY
+37.97% ⌀ 29 Analysts Coverage
Related ETFs
UBS Factor MSCI USA Quality Screened UCITS ETF hCHF acc
31.58 CHF
TER 0.28% 1Y +14.2%
ETF Profile
Provider
Fund Type
ETF Type
Passive Inception Date
10/13/2016 (9 yrs)
Index Group
MSCI USA Region
-
Country
United States Sector
-
Strategy
Fundamental Theme
-
Distribution Policy
Accumulating Replication
Full replication Sustainable
No 🛡️ Risk & Structural Analysis
Multi-Factor Risk Model & Market Data
5/7 Elevated
Diversification Score: 68/100 Moderate
Diversification Score
68/100 Moderate
5Y Volatility
16.3% p.a.
Max Drawdown (5Y)
-27.8%
Sharpe Ratio (5Y)
0.59
Beta Factor
0.87
Notes & Warnings
Fund Volume (AUM) 🟢 Established large fund (> 500M € AUM)
⚠️ Sector concentration: 40% in "Technology".