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ETFs

iShares Factors US Value Style ETF

STLV
$--
Today’s Change
-- (--)

Snapshot
*

Inception Date
Jan 14 2020
Expense Ratio
0.25%
Type
US Equities
Fund Owner
Blackrock (iShares)
Volume (1m avg. daily)
$8,193
AUM
$3,809,347
Associated Index
Russell US Large Cap Factors Value Style Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

JNJ
Johnson & Johnson
3.01%
MRK
Merck & Co Inc
2.63%
VZ
Verizon Communications Inc
2.08%
VTS
Vitesse Energy Inc
2.05%
PFE
Pfizer Inc.
1.90%
EVR
Evercore Inc - Ordinary Shares - Class A
1.89%
LAZ
Lazard Ltd. - Ordinary Shares - Class A
1.76%
JEF
Jefferies Financial Group Inc
1.73%
KR
Kroger Co.
1.59%
LPX
Louisiana-Pacific Corp.
1.56%
Invest with STLV

What is STLV?

The iShares Factors US Value Style ETF seeks to track the investment results of an index composed of US large and mid-capitalization stocks with favorable exposure to target style factors subject to constraints. The Underlying Index is designed to select equity securities from the Russell 1000 Value Index (the Parent Index ), which in turn is a subset of the Russell 1000 Index (the Russell 1000 ). The Underlying Index is designed to select equity securities from the Parent Index with exposure to five equity style factors (momentum, quality, value, size, and low volatility) while maintaining a levelof risk similar to that of the Parent Index.

ETFs related toSTLV

ETFs correlated to STLV include VLU, ONEY, PRF

STLV
iShares Trust - iShares Factors US Value Style ETF
VLU
SPDR Series Trust - SPDR S&P 1500 Value Tilt ETF
ONEY
SPDR Series Trust - SPDR Russell 1000 Yield Focus ETF
PRF
Invesco Capital Management LLC - Invesco FTSE RAFI US 1000 ETF
VONV
Vanguard Group, Inc. - Vanguard Russell 1000 Value Index ETF
IWD
BlackRock Institutional Trust Company N.A. - iShares Russell 1000 Value ETF
JVAL
J.P. Morgan Exchange-Traded Fund Trust - JPMorgan U.S. Value Factor ETF
SCHV
Schwab Strategic Trust - Schwab U.S. Large-Cap Value ETF
FEX
First Trust Exchange-Traded Fund III - First Trust Large Cap Core AlphaDEX Fund
FNDB
Schwab Strategic Trust - Schwab Fundamental U.S. Broad Market Index ETF
JPME
J.P.Morgan Investment Management Inc. - JPMorgan Diversified Return U.S. Mid Cap Equity ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Automated Strategies
Related toSTLV

#GLOMO

On Top of the World: Global Momentum

Category

Momentum, Lever Up, Go Global

Risk Rating

Moderate

#D

Phalanx Formation: Downturn Defense

Category

Getting Defensive

Risk Rating

Moderate

Create your own algorithmic trading strategy with STLV using Composer

FAQ

STLV is a US Equities ETF. The iShares Factors US Value Style ETF seeks to track the investment results of an index composed of US large and mid-capitalization stocks with favorable exposure to target style factors subject to constraints. The Underlying Index is designed to select equity securities from the Russell 1000 Value Index (the Parent Index ), which in turn is a subset of the Russell 1000 Index (the Russell 1000 ). The Underlying Index is designed to select equity securities from the Parent Index with exposure to five equity style factors (momentum, quality, value, size, and low volatility) while maintaining a levelof risk similar to that of the Parent Index.

STLV tracks the Russell US Large Cap Factors Value Style Index.

No, STLV is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, STLV is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on STLV is -0.0715%. This is the percent change in the value of STLV over the most recent 1-month period. The 3-month return on STLV is -0.0429%. This is the percent change in the value of STLV over the most recent 3-month period.

The standard deviation of STLV for the past year is 0.2044%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to STLV include SPHQ, QUAL, and SUSA.

ETFs correlated to STLV include VLU, ONEY, and PRF.

ETFs that are inversely correlated to STLV include SKF, SEF, and SDS.

Disclaimers

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We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.