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U.S. Equity
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Click for more information on Fundata’s ESG Grade
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|
Close (12-20-2024) |
$54.32 |
|---|---|
| Change |
$0.55
(1.02%)
|
| Open | $54.58 |
|---|---|
| Day Range | $54.50 - $54.58 |
| Volume | 2,704 |
As at November 30, 2024
As at November 30, 2024
As at July 31, 2024
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Inception Return (September 08, 2006): 7.64%
| Row Heading | Return | Annualized Return | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Mth | 3 Mth | 6 Mth | YTD | 1 Yr | 2 Yr | 3 Yr | 4 Yr | 5 Yr | 6 Yr | 7 Yr | 8 Yr | 9 Yr | 10 Yr | |
| Fund | 6.36% | 6.49% | 12.68% | 21.95% | 28.44% | 14.74% | 9.84% | 13.98% | 11.76% | 11.29% | 9.81% | 10.47% | 10.50% | 9.23% |
| Benchmark | 6.59% | 11.27% | 18.22% | 35.66% | 38.11% | 25.73% | 14.87% | 17.60% | 17.00% | 16.83% | 15.78% | 16.05% | 15.20% | 15.67% |
| Category Average | 6.29% | 15.35% | 15.35% | 29.18% | 32.66% | 20.86% | 10.80% | 13.48% | 13.25% | 13.15% | 11.90% | 12.39% | 11.52% | 11.50% |
| Category Rank | 613 / 1,332 | 1,192 / 1,324 | 1,096 / 1,307 | 1,140 / 1,285 | 970 / 1,284 | 1,051 / 1,188 | 752 / 1,123 | 524 / 1,066 | 750 / 1,004 | 750 / 922 | 714 / 855 | 621 / 770 | 520 / 692 | 573 / 645 |
| Quartile Ranking | 2 | 4 | 4 | 4 | 4 | 4 | 3 | 2 | 3 | 4 | 4 | 4 | 4 | 4 |
| Return % | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 5.32% | 0.72% | 3.89% | 4.74% | -4.50% | 3.40% | -0.07% | 4.21% | 1.62% | 1.22% | -1.08% | 6.36% |
| Benchmark | 1.80% | 3.00% | 6.70% | 3.07% | -2.70% | 4.13% | 3.97% | 2.12% | 0.07% | 2.23% | 2.12% | 6.59% |
17.03% (April 2009)
-19.84% (October 2008)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 11.94% | -4.09% | 15.64% | 14.54% | -10.45% | 24.96% | 4.36% | 29.60% | -9.32% | 13.36% |
| Benchmark | 24.19% | 20.77% | 8.65% | 13.80% | 3.98% | 25.18% | 16.07% | 28.16% | -12.52% | 23.32% |
| Category Average | 16.59% | 10.40% | 6.16% | 13.43% | -2.19% | 22.72% | 13.97% | 23.22% | -14.41% | 18.85% |
| Quartile Ranking | 4 | 4 | 1 | 2 | 4 | 2 | 4 | 1 | 1 | 4 |
| Category Rank | 504/ 553 | 623/ 645 | 24/ 693 | 350/ 770 | 787/ 856 | 398/ 928 | 849/ 1,004 | 108/ 1,069 | 250/ 1,124 | 974/ 1,188 |
29.60% (2021)
-10.45% (2018)
| Name | Percent |
|---|---|
| US Equity | 96.49 |
| International Equity | 3.49 |
| Canadian Equity | 0.02 |
| Name | Percent |
|---|---|
| Financial Services | 21.53 |
| Technology | 14.51 |
| Healthcare | 10.30 |
| Consumer Services | 9.58 |
| Consumer Goods | 8.48 |
| Other | 35.60 |
| Name | Percent |
|---|---|
| North America | 96.51 |
| Europe | 2.85 |
| Latin America | 0.39 |
| Africa and Middle East | 0.13 |
| Asia | 0.13 |
| Other | -0.01 |
| Name | Percent |
|---|---|
| Berkshire Hathaway Inc Cl B | 2.36 |
| Apple Inc | 2.33 |
| JPMorgan Chase & Co | 2.22 |
| Exxon Mobil Corp | 2.14 |
| Microsoft Corp | 1.80 |
| Amazon.com Inc | 1.66 |
| Bank of America Corp | 1.39 |
| Wells Fargo & Co | 1.32 |
| Verizon Communications Inc | 1.26 |
| Walmart Inc | 1.24 |
iShares US Fundamental Index ETF - Hedged Units
Median
Other - U.S. Equity
| Standard Deviation | 16.89% | 19.08% | 16.04% |
|---|---|---|---|
| Beta | 1.03% | 1.14% | 0.97% |
| Alpha | -0.05% | -0.06% | -0.05% |
| Rsquared | 0.75% | 0.73% | 0.60% |
| Sharpe | 0.43% | 0.56% | 0.53% |
| Sortino | 0.72% | 0.77% | 0.65% |
| Treynor | 0.07% | 0.09% | 0.09% |
| Tax Efficiency | 94.41% | 94.95% | 93.62% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 10.76% | 16.89% | 19.08% | 16.04% |
| Beta | 0.80% | 1.03% | 1.14% | 0.97% |
| Alpha | -0.01% | -0.05% | -0.06% | -0.05% |
| Rsquared | 0.44% | 0.75% | 0.73% | 0.60% |
| Sharpe | 1.98% | 0.43% | 0.56% | 0.53% |
| Sortino | 4.62% | 0.72% | 0.77% | 0.65% |
| Treynor | 0.27% | 0.07% | 0.09% | 0.09% |
| Tax Efficiency | 97.97% | 94.41% | 94.95% | 93.62% |
The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.
Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.
Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.
Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.
Powered by OWL Analytics. For more information, please contact Fundata Canada.
| Start Date | September 08, 2006 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | $124 |
| 52 Week High | $57.51 |
| 52 Week Low | $46.75 |
| Annual Dividend | $0.66 |
| Annual Yield | - |
| Index | FTSE RAFI US 1000 Index CAD Hedged |
| Shares Outstanding | - |
| Registered Plan Eligible | Yes |
| Exposure | 1x performance |
|---|---|
| Asset Class High | - |
| Asset Class Medium | - |
| Asset Class Low | - |
| Leveraged | - |
| Inverse | - |
| Advisor Series | - |
| Covered Call Strategy | No |
iShares US Fundamental Index Fund seeks to track, less fees and expenses, the FTSE RAFI US 1000 C$ Hedged Index, comprised of the largest 1,000 US-listed companies by fundamental value. They're selected on the basis of 3 factors aggregated over 5 years: total cash dividends, free cash flow and total sales. Current book equity value is also taken into account. CLU is hedged against U.S. currency risk.
CLU’s current principal investment strategy is to employ a Replicating Strategy. In addition to or as an alternative to this strategy, CLU may invest by employing a Sampling Strategy, by investing in one or more iShares ETFs and/or through the use of derivatives. CLU employs a Currency Hedging Strategy with respect to U.S. dollar currency exposure of the Hedged Units only.
| Name | Start Date |
|---|---|
| BlackRock Institutional Trust Company, N.A. | 05-18-2012 |
| BlackRock Asset Management Canada Limited | 06-18-2020 |
| Fund Manager | BlackRock Asset Management Canada Limited |
|---|---|
| Advisor | BlackRock Asset Management Canada Limited |
| Custodian | State Street Trust Company Canada |
| Registrar | State Street Trust Company Canada |
| Distributor | - |
| Auditor | PriceWaterhouseCoopers LLP |
| MER | 0.72% |
|---|---|
| Management Fee | 0.65% |
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