iShares Edge MSCI Min Vol USA ETF

iShares Edge MSCI Min Vol USA ETF

as of 10/05/2020

Index Inception Date

Jan 01, 2011

Index Bloomberg Ticker

M00IMV$T

Index Type

Fundamental

Index Carrier

iShares

Index Sponsor

MSCI

Weighing Scheme

Optimized

Asset Class

Equity

Replication Process

Physical

Underlying Region

USA

Region Distributed

United States

ABOUT THE INDEX

The index selects stocks from the MSCI USA universe and uses an optimization process that weights the stocks to obtain as little variation and as much diversification to produce an index that has the lowest volatility. Academics have extensively researched the "low volatility" phenomena and demonstrated that it is a proven technique. (It works due to some inherent investor biases that exist, in this case, they prefer high beta stocks and chase up prices of these stocks.)

10 Year Expected Return Annualized Forecasts and Historical Return

FORECAST vs BENCHMARKS

RETURN ATTRIBUTION AND DESIGN

PAST PERFROMANCE IS NOT INDICATIVE OF FUTURE PERFROMANCE.

Additional important disclaimers and limitations on liability are set forth in our full Service Content statement. All applicable definitions can be found in the full Service Content statement.

IndexVest LAB LLC, doing business as The Index Standard, is not, and does not act as, a registered investment advisor or fiduciary. Nothing in the Service Content (including any reports, forecasts, ratings, or other service content) is intended, and it should not be construed, to be investment advice. All information is provided solely for informational purposes. A reference to a particular index or security, an index rating or any observation concerning an index or investment that is provided on the Services is not a recommendation to buy, sell or hold such index or investment or make any other investment decisions and does not address the suitability of any index or investment.

Service Content should not be relied on and is not a substitute for your skill, judgment and experience or the experience of professional advisors and/or your clients in making investment and other business decisions. Although opinions, reports, forecasts, ratings, and scenarios presented in the Service Content may include our quantitative estimates of index worthiness and related opinions or commentary, you expressly agree that you are solely responsible to act with due care to make your own independent studies and evaluations of applicable financial indices and any other applicable investments or products referenced in the services or related to such indices.

No representations or warranties are made by us as to the accuracy, completeness or usefulness of any of our Service Content including with respect to assumptions made in such content, or with respect to the accuracy, completeness or usefulness of any opinions, reports, forecasts, ratings, or scenarios made available by us. No representation is made that any omissions or errors in our Service Content, including in our opinions, reports, forecasts, ratings, or scenarios, will be corrected. We have no obligation to notify any recipients of the Services, including recipients of forecasts, ratings, reports, or any other Service Content, of any changes made to any opinions, reports, forecasts, ratings, scenarios, or other Service Content. All such Service Content is subject to change at any time.

You expressly agree that neither our Service Content, nor any mention of any of our opinions, reports, forecasts, ratings, scenarios or other Service Content by any third party in any financial product wrapper, disclosure, marketing materials, or other writing is a recommendation by us to buy, sell, or hold any security, index, derivative, or other instrument, nor does it constitute an opinion of IndexVest LAB LLC (or of any of its employees, suppliers, or representatives) as to the suitability of any security, index, derivative or other instrument for any particular purpose.

The ratings and forecasts are implemented for IndexVest LAB LLC by COMPASS FINANCIAL TECHNOLOGIES SA. COMPASS FINANCIAL TECHNOLOGIES SA uses its best efforts to ensure that the ratings and forecasts are calculated correctly. The calculation of these ratings and forecasts by COMPASS FINANCIAL TECHNOLOGIES SA does not constitute a recommendation by COMPASS FINANCIAL TECHNOLOGIES SA to invest capital in financial products nor does it in any way represent an assurance or opinion of COMPASS FINANCIAL TECHNOLOGIES SA with regard to any investment therein. Readers are made aware, and accept, that calculations are based on large quantities of data provided by third parties and are thus susceptible to errors, interruptions and delays.

The following information pertains exclusively to the index described. It does not address the historical performance or forecast for a product or products that use the index and it does not consider any floors, caps, participation rates or fees.