C000211556 Performance — iShares MSCI USA Mid-Cap Multifactor ETF
Data updated: 2022-10-12
C000211556 returned −2.67% over one year to Jul 2022. The annualised 3-year return is +11.32%. The fund beat its Money Market category average: $100 invested three years ago grew to $138, against $108 for the category, and to $97 over one year, against $91. Volatility over the past three years was 22.40% a year. In the 12 months to Jul 2022 the fund took in a net $3.9M, and assets reached $9.01M.
C000211556 Growth of $100
What $100 invested in iShares MSCI USA Mid-Cap Multifactor ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | C000211556 | Category average |
|---|---|---|
| 1 year (Aug 2021 – Jul 2022) | $97 | $91 |
| 3 years (Aug 2019 – Jul 2022) | $138 | $108 |
C000211556 Trailing Returns
Total returns to Jul 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −2.67% |
| 3 years (annualised) | +11.32% |
C000211556 Annual Returns
Calendar-year total returns of iShares MSCI USA Mid-Cap Multifactor ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Jul) | −11.20% |
| 2021 | +30.10% |
| 2020 | +13.18% |
| 2019 (Aug–Dec) | +5.50% |
C000211556 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −6.0% | −0.3% | +1.5% | −5.7% | +2.2% | −12.4% | +10.6% | — | — | — | — | — |
| 2021 | +0.6% | +4.0% | +5.4% | +4.6% | +1.8% | −1.0% | +2.1% | +3.0% | −5.1% | +6.7% | −1.6% | +6.8% |
| 2020 | −2.0% | −9.3% | −18.5% | +14.6% | +6.8% | +0.6% | +6.6% | +3.4% | −1.9% | +0.7% | +11.3% | +4.9% |
| 2019 | — | — | — | — | — | — | — | −5.0% | +3.3% | +1.2% | +4.2% | +2.0% |
C000211556 Risk
Risk measures from monthly returns over Aug 2019 – Jul 2022.
- 3-year volatility (annualised): 22.40%
- 3-year Sharpe ratio: 0.30 (vs 4.5% risk-free rate)
- Best month: +14.59% (Apr 2020)
- Worst month: −18.52% (Mar 2020)
C000211556 Fund Flows
Monthly money in and out of iShares MSCI USA Mid-Cap Multifactor ETF, from SEC Form N-PORT.
- 12-month net flow: $3.9M
- 12-month gross sales (incl. reinvestments): $7.7M
- Sales ÷ redemptions: 2.02×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2022 | $0 | $0 | $0 |
| Jun 2022 | $0 | $0 | $0 |
| May 2022 | $1.9M | $0 | $1.9M |
| Apr 2022 | $0 | $0 | $0 |
| Mar 2022 | $0 | $1.9M | −$1.9M |
| Feb 2022 | $1.9M | $0 | $1.9M |
| Jan 2022 | $2.0M | $0 | $2.0M |
| Dec 2021 | $0 | $1.9M | −$1.9M |
| Nov 2021 | $2.0M | $0 | $2.0M |
| Oct 2021 | $0 | $0 | $0 |
| Sep 2021 | $0 | $0 | $0 |
| Aug 2021 | $0 | $0 | $0 |
C000211556 Assets Under Management
Net assets of iShares MSCI USA Mid-Cap Multifactor ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-07-31 | $9.01M |
| 2022-04-30 | $7.30M |
| 2022-01-31 | $7.68M |
| 2021-10-31 | $5.85M |
| 2021-07-31 | $5.62M |
| 2021-04-30 | $3.65M |
| 2021-01-31 | $3.19M |
| 2020-10-31 | $2.72M |
| 2020-07-31 | $2.68M |
| 2020-04-30 | $2.35M |
| 2020-01-31 | $2.79M |
| 2019-10-31 | $2.69M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.