SMLF iShares FactorSelect MSCI USA Small-Cap ETF

Seeks to track, before fees and expenses, the MSCI USA Small Cap Diversified Multiple-Factor Index.The Index is composed of U.S. small-capitalization stocks that have favorable exposure to target style factors subject to constraints. The Index is constructed by optimizing the underlying parent index using a Barra Equity Model to maximize the index-level exposure to the targeted style factors (value, quality, momentum, and low size) while maintaining market risk similar to the parent index.

$56.38  +0.04 (0.07%)
As of 10/22/2021 16:00:00 EST     IEX book   CBOE book


ETF Information
Sponsor:     iShares
Category1:  US Equity
Category2:  Broad market
Category3:  Small cap
Morningstar category:  Small Blend
Leverage factor:  1.00
Inception date:  04/28/2015
Index tracking method: Passive replication
Current yield:  1.05%
Historical average yield:  1.12%
Market cap:  $1,090,148,040
Average volume:  44,439
Fees:     0.3000%

Index Information
MSCI USA Small Cap Diversified Multiple-Factor Index
Index symbol:  M2USDM
Provider:   MSCI
Index weighting:   Composite scores
Index inception date:  02/17/2015
Backtesting data exists:   No
Index factsheet:  Read PDF
Number of holdings:  550  (as of 10/31/2017)
Strategy:  Multi-factor investing
Rebalanced:  Semi-annually
Factors used to select securities:

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