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iShares MSCI USA Mid-Cap Multifactor ETF (MIDF)

ETF · Currency in USD
ISIN
US46435U1438
CUSIP
46435U143
Issuer
Blackrock Financial Management
Inception Date
Jun 4, 2019
Region
North America (U.S.)
Category
Mid Cap Blend Equities
Expense Ratio
0.25%
Index Tracked
MSCI USA Mid Cap Diversified Multiple-Factor Index
ETF Home Page
www.ishares.com
Asset Class
Equity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

MIDFPrice Chart


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MIDFPerformance

The chart shows the growth of $10,000 invested in iShares MSCI USA Mid-Cap Multifactor ETF on Jun 5, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,677 for a total return of roughly 46.77%. All prices are adjusted for splits and dividends.


MIDF (iShares MSCI USA Mid-Cap Multifactor ETF)
Benchmark (S&P 500)

MIDFReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-8.17%-7.73%
1M-4.86%-5.40%
6M3.78%0.70%
1Y14.13%14.18%
5Y15.65%18.61%
10Y15.65%18.61%

MIDFMonthly Returns Heatmap


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MIDFSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares MSCI USA Mid-Cap Multifactor ETF Sharpe ratio is 0.92. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


MIDF (iShares MSCI USA Mid-Cap Multifactor ETF)
Benchmark (S&P 500)

MIDFDividends

iShares MSCI USA Mid-Cap Multifactor ETF granted a 0.90% dividend yield in the last twelve months, as of Jan 22, 2022. The annual payout for that period amounted to $0.34 per share.


PeriodTTM202120202019
Dividend$0.34$0.34$0.39$0.26

Dividend yield

0.90%0.82%1.25%0.92%

MIDFDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


MIDF (iShares MSCI USA Mid-Cap Multifactor ETF)
Benchmark (S&P 500)

MIDFWorst Drawdowns

The table below shows the maximum drawdowns of the iShares MSCI USA Mid-Cap Multifactor ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares MSCI USA Mid-Cap Multifactor ETF is 39.21%, recorded on Mar 23, 2020. It took 141 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.21%Feb 14, 202026Mar 23, 2020141Oct 12, 2020167
-9.08%Jan 5, 202212Jan 21, 2022
-7.92%Aug 5, 20199Aug 15, 201956Nov 4, 201965
-6.15%Oct 13, 202012Oct 28, 20206Nov 5, 202018
-6.06%Nov 17, 202110Dec 1, 202117Dec 27, 202127
-5.51%Jun 7, 202130Jul 19, 20218Jul 29, 202138
-5.48%Sep 3, 202119Sep 30, 202115Oct 21, 202134
-4.68%Feb 16, 202113Mar 4, 20215Mar 11, 202118
-4.2%May 10, 20213May 12, 202116Jun 4, 202119
-4.16%Jan 24, 20206Jan 31, 20209Feb 13, 202015

MIDFVolatility Chart

Current iShares MSCI USA Mid-Cap Multifactor ETF volatility is 17.42%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


MIDF (iShares MSCI USA Mid-Cap Multifactor ETF)
Benchmark (S&P 500)

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