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FairHorizon Orange
O18-F

iShares Edge MSCI World Value Factor UCITS ETF

Global developed market large/mid cap equities with value factor filter. Passive tracker on MSCI World Enhanced Value Index.

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About the Fund

Data as of

iShares is the market leader in the ETFs and passive index funds space, managing over US$5tn of AUM through more than 1600 ETFs offered globally. iShares is a subsidiary of BlackRock, the largest asset manager globally.

The iShares Edge MSCI World Value Factor UCITS ETF is a passive index solution that tracks the MSCI World Enhanced Value Index (Net) using a physical optimised sampling approach. The index is a subset of MSCI World Index, a free float-adjusted market capitalisation weighted index that is designed to measure the global developed equity market performance of 23 developed markets across large and mid caps, with additional filter to emphasise stocks that are undervalued relative to their peers within the corresponding GICS sector based on 3 specific financial measurements that are price-to-book value, price-to-forward earnings, and enterprise value-to-cash flow from operations. The ETF has >390 holdings similar to the index.

Performance

Price Performance – Maximum Period

The FairHorizon Context

Investment-Time-Horizon in years

0 - 22 - 44 - 7 7 - 1010 - 1515+
Expected long-term return
2 - 4% p.a.
Expected volatility
3 - 5% p.a.

Building Block Returns

iShares Edge MSCI World Value Factor UCITS ETF

Ann. return (3-year):
24.45%
Ann. return (5-year):
14.12%
Ann. return (10-year):
11.41%
Ann. Standard Deviation (5-year):
15.31%

This ETF represents passive exposure to the global developed markets large/mid cap equities, with value factor filter.

Benchmark Returns

SPDR MSCI All Country World UCITS ETF

Ann. return (3-year):
19.93%
Ann. return (5-year):
10.65%
Ann. return (10-year):
12.24%
Ann. Standard Deviation (5-year):
14.33%
Link to the Funds FairSheet

FairHorizon Benchmark Returns

Dimensional Funds PLC - World Allocation 80/20 Fund

Ann. return (3-year):
15.12%
Ann. return (5-year):
7.92%
Ann. return (10-year):
—
Ann. Standard Deviation (5-year):
12.44%
Link to the Funds FairSheet

The Dimensional World Allocation 80/20 Fund is our FAIRHORIZON Orange reference benchmark solution that has 80% global developed equities and 20% global investment grade short-to-medium maturity bonds for global defensive equity-like returns and volatility.

SHARING OUR PASSION FOR INVESTMENTS FAIRSHEET™  iShares Edge MSCI World Value Factor UCITS ETF  Page 1/2

Why we prefer this fund

Relevance of strategy

This ETF represents passive exposure to the global developed markets large/mid cap equities, with value factor filter.

Differentiated portfolio

The value factor filter appeals investors with related investment requirements.

Liquidity

The ETF is listed on multiple Europe exchanges in various currencies.

Historical maximum drawdown & recovery time

Max drawdown (since inception)
-39.30%
Recovery Period
329 Days

Diversification

Top 10 Holdings

  • Micron Technology Inc9.09%
  • Intel Corp6.02%
  • Cisco Systems Inc3.51%
  • QUALCOMM Inc2.10%
  • Verizon Communications Inc1.90%
  • Western Digital Corp1.78%
  • AT&T Inc1.47%
  • Toyota Motor Corp1.37%
  • Nokia Oyj1.35%
  • Comcast Corp Class A1.21%

Sectors

  • Technology35.89%
  • Financials14.90%
  • Health Care8.72%
  • Consumer Discretionary7.62%
  • Communications7.06%
  • Consumer Staples6.38%
  • Industrials5.44%
  • Materials5.24%
  • Energy3.80%
  • Utilities2.37%
  • Real Estate1.56%
  • Others1.01%

Geography

  • U.S.A.46.79%
  • Japan18.68%
  • United Kingdom7.63%
  • France5.40%
  • Germany5.05%
  • Switzerland1.83%
  • Spain1.73%
  • Italy1.59%
  • Netherlands1.56%
  • Finland1.53%
  • Hong Kong1.50%
  • Others6.72%