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Wednesday, August 19, 2026The Morning Brief →Sign in
LRGFISharesINDEX

iShares U.S. Equity Factor ETF

$78.33-0.65% today
647952-WK

The fund generally will invest at least 80% of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index. The underlying index is composed of large- and mid-capitalization equity securities from the STOXX USA 900 index that are selected and weighted using an optimization process designed to maximize exposure to five target factors: momentum, quality, value, low volatility and size.

Price & daily flows
76.071.767.478.33DAILY NET FLOWAug 18Dec 1Mar 17Aug 18

SOURCE: MARKET TAPE & DAILY CREATION/REDEMPTION RECORDS · 1Y SHOWN · NET +$406M OVER THIS RANGE

The desk’s read

Money keeps arriving — +$30M of net buying over the past month, about 0.8% of the fund's asset base, while the price has returned +12.7% so far this year. At 0.080% a year it is not the cheapest way in — IVV runs the same ground at 0.03%.

COMPOSED FROM THE FUND’S OWN DAILY RECORDS · UPDATED WITH EACH REFRESH

$3.7Bassets under management
0.080%expense ratio · $8 per $10,000 a year
+$30Mnet flow, trailing month
125Kavg daily volume, 30 days
292holdings · US-domiciled
2015listed April 27, 2015 · beta 0.98
The book at a glance
NVDA-0.3%AAPL+1.7%MSFT+0.3%GOOG+0.1%AMZN+2.4%AVGO-4.5%META+0.7%JPM-1.9%MU-0.9%LLY+4.8%V+0.7%JNJ+1.0%TSLA+3.6%BNY-2.6%XOM-0.3%WMT-0.6%GOOGL+0.1%BKNG+2.7%ABBV+3.0%GE-4.9%AMD-3.5%LRCX-5.7%MPC-2.0%MO+1.1%T+0.9%GM+1.5%KLAC-3.6%PG+1.0%PLTR+2.3%CSCO-0.3%BMY+2.5%MA+0.3%VZ+1.4%TRV-1.3%GS-2.0%WFC-1.9%STX-7.9%BAC-1.9%AMAT-3.4%

CELL SIZE IS PORTFOLIO WEIGHT · COLOR IS TODAY’S MOVE · TOP 40 POSITIONS

HoldingsDownload CSV
#HoldingWeightPriceDay52-wk
1NVDANVIDIA7.65%$219.17-0.3%
2AAPLAPPLE6.24%$315.48+1.7%
3MSFTMICROSOFT4.85%$483.42+0.3%
4GOOGALPHABET3.93%$341.65+0.1%
5AMZNAMAZON 3.16%$265.60+2.4%
6AVGOBROADCOM2.89%$362.90-4.5%
7METAMETA1.67%$547.13+0.7%
8JPMJPMORGAN CHASE1.58%$356.33-1.9%
9MUMICRON TECHNOLOGY1.42%$932.98-0.9%
10LLYELI LILLY1.19%$1285.72+4.8%
11VVISA1.19%$366.89+0.7%
12JNJJOHNSON & JOHNSON1.15%$273.70+1.0%
13TSLATESLA1.05%$348.97+3.6%
14BNYBLACKROCK NEW YORK MUNICIPAL INCOME TRUST1.09%$159.59-2.6%
15XOMEXXON MOBIL1.01%$165.10-0.3%

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Sector weights
Information Technology36.25%
Financials12.15%
Consumer Discretionary10.29%
Health Care9.59%
Communication9.41%
Industrials9.28%
Consumer Staples4.74%
Energy3.58%
Utilities1.92%
Materials1.63%
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Country weights
United States98.79%
Netherlands0.55%
Sweden0.43%
Brazil0.17%
Peru0.07%
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Performance
1 week-0.5%
1 month+3.6%
3 months+5.9%
6 months+13.9%
YTD+12.7%
1 year+17.5%
3 years

PRICE RETURN, DISTRIBUTIONS NOT REINVESTED

Net flows
1 week−$3M
1 month+$30M
3 months+$140M
YTD+$275M
1 year+$406M

CREATION/REDEMPTION DOLLARS, DAILY RECORDS

Monthly net flows
AugSepOctNovDecJanFebMarAprMayJulAug
DAILY CREATION/REDEMPTION RECORDS, TRAILING TWELVE MONTHS
The risk read
14%realized volatility, 30 days (annualized)
13%realized volatility, 1 year
-9.5%deepest fall from a peak, 1 year
-1.1%where it sits vs. that peak today

The top holding is 7.7% of the book; the top ten carry 35%. Spread across 250+ names, it behaves like roughly 51 equally-weighted positions.

VOLATILITY & DRAWDOWN FROM THE DAILY TAPE · CONCENTRATION FROM THE LATEST DISCLOSED BOOK

Options tape
calls today
puts today
put/call ratio
121Kshares traded
Most-traded holdings, options premiumBullishBearish
MU MICRON TECHNOLOGY$560M$663M
SNDK Sandisk Corporation $552M$572M
TSLA TESLA$485M$437M
NVDA NVIDIA$328M$348M
AMD ADVANCED MICRO DEVICES$228M$265M

TODAY’S OPTIONS PREMIUM IN THE FUND’S UNDERLYING NAMES

The case against LRGF

Due diligence cuts both ways. These funds sit on the same shelf and beat LRGF on at least one dimension that matters — the fee, the asset base, or where the money is going.

FundFeeAssetsFlow, 1MThe case
ITOT iShares Core S&P Total U.S. Stock Market ETF0.03%$97.9B+$245M-5bp on fee · 26× the assets · +$245M in over the monthHead-to-head
IUSG iShares Core S&P U.S. Growth ETF0.04%$33.8B+$668M-4bp on fee · 9× the assets · +$668M in over the monthHead-to-head
IUSV iShares Core S&P U.S. Value ETF0.04%$28.1B+$103M-4bp on fee · 8× the assets · +$103M in over the monthHead-to-head
IVV iShares Core S&P 500 ETF0.03%$900.9B−$14.2B-5bp on fee · 243× the assetsHead-to-head
VOO Vanguard 500 Index Fund0.03%$500.4B-5bp on fee · 135× the assetsHead-to-head
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InstrumentsHarvest substitutesTrade cost at $1MClient tearsheetStress this fund
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