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iShares Factors US Blend Style ETF

STLC
ETF · Currency in USD
ISIN
CA8585221051
Issuer
iShares
Inception Date
Apr 14, 2020
Region
North America (U.S.)
Category
Large Cap Growth Equities
Expense Ratio
0.25%
Index Tracked
Russell US Large Cap Factors Blend Style Index
ETF Home Page
www.ishares.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

STLCPrice Chart


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S&P 500

STLCPerformance

The chart shows the growth of $10,000 invested in iShares Factors US Blend Style ETF on Apr 15, 2020 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,825 for a total return of roughly 68.25%. All prices are adjusted for splits and dividends.


STLC (iShares Factors US Blend Style ETF)
Benchmark (S&P 500)

STLCReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M1.29%
6M16.39%
YTD19.04%
1Y32.43%
5Y45.75%
10Y45.75%

STLCMonthly Returns Heatmap


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STLCSharpe 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 Factors US Blend Style ETF Sharpe ratio is 2.20. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


STLC (iShares Factors US Blend Style ETF)
Benchmark (S&P 500)

STLCDividends


STLC doesn't pay dividends

STLCDrawdowns Chart

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


STLC (iShares Factors US Blend Style ETF)
Benchmark (S&P 500)

STLCWorst Drawdowns

The table below shows the maximum drawdowns of the iShares Factors US Blend Style 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 Factors US Blend Style ETF is 8.40%, recorded on Sep 23, 2020. It took 13 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.4%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-8.23%Jun 9, 20203Jun 11, 202036Aug 3, 202039
-8.07%Oct 13, 202014Oct 30, 20208Nov 11, 202022
-5.48%Feb 16, 202113Mar 4, 20217Mar 15, 202120
-4.85%Apr 30, 202010May 13, 20203May 18, 202013
-4.79%Apr 20, 20202Apr 21, 20204Apr 27, 20206
-4.2%May 10, 20213May 12, 202116Jun 4, 202119
-3.5%Jan 26, 20214Jan 29, 20215Feb 5, 20219
-2.59%Jul 13, 20215Jul 19, 20213Jul 22, 20218
-2.52%Mar 16, 20217Mar 24, 20216Apr 1, 202113

STLCVolatility Chart

Current iShares Factors US Blend Style ETF volatility is 4.69%. 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.


STLC (iShares Factors US Blend Style ETF)
Benchmark (S&P 500)

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