Fund exposure record
VLUE
iShares MSCI USA Value Factor ETF
BlackRock · Value Factor
Reported positions
149
Rows in current dataset
Holdings coverage
99.8%
high confidence
Holdings snapshot
2025-12-16
Retrieved 2025-12-16
Latest price
2026-10-07
Adjusted-close observation
YTD
+48.94%
1 year
+62.32%
3Y annualized
+34.08%
5Y annualized
+17.36%
Volatility
+20.08%
Max drawdown
-39.48%
Adjusted-close observations. Historical period is limited to available common dates.
Largest reported holdings
| Symbol | Name | Reported weight |
|---|---|---|
| MU | MU | 6.74% |
| CSCO | CSCO | 5.56% |
| INTC | INTC | 4.91% |
| GM | GM | 3.74% |
| T | T | 3.11% |
| AMAT | AMAT | 2.95% |
| VZ | VZ | 2.81% |
| BAC | BAC | 2.33% |
| QCOM | QCOM | 2.10% |
| F | F | 2.03% |
| C | C | 1.94% |
| CMCSA | CMCSA | 1.84% |
| MRK | MRK | 1.82% |
| PFE | PFE | 1.76% |
| WFC | WFC | 1.44% |
| FDX | FDX | 1.43% |
| DIS | DIS | 1.39% |
| CVS | CVS | 1.31% |
| HPE | HPE | 1.23% |
| TEL | TEL | 1.22% |
Classified reported exposure
52.2% of fund weight maps to the current sector dictionary.
Unclassified47.6%
Technology23.1%
Communication Services9.2%
Healthcare7.8%
Financials7.3%
Energy1.3%
Industrials0.9%
Utilities0.7%
Real Estate0.7%
Materials0.7%
Risk calculation details
- Sharpe ratio
- 0.54
- Sortino ratio
- 0.52
- Beta vs SPY
- 1.00
- CAPM alpha
- -0.71%
Calculated from date-aligned daily adjusted-close returns with a 4% annual risk-free assumption. Descriptive, not predictive.