Equity

IDYN

iShares International Equity Factor Rotation Active ETF ACTIVE

  • NAV as of Dec 04, 2025 $27.50
  • 1 Day NAV Change as of Dec 04, 2025 $0.02 (0.09%)
  • Fees as stated in the prospectus Expense Ratio: 0.45%

Overview

Why IDYN?

1. Diversified exposure to intuitive sources of return: Selects developed international stocks based on rewarded factors: financially healthy firms (quality), inexpensive stocks (value), smaller companies (size), lower volatility stocks (minimum volatility) and trending stocks (momentum).

 

2. Seek outperformance: Dynamic and actively managed to emphasize the investment styles that the management team believes will do best based on forward-looking insights.

 

3. Differentiated source of potential return: Seek returns from a balanced exposure to factors, as well as through the active rotation of factors.

INVESTMENT OBJECTIVE

The iShares International Equity Factor Rotation Active ETF seeks to outperform the investment results of international developed equity markets by providing diversified and tactical exposure to style factors via a factor rotation model.
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Performance

Performance

Growth of Hypothetical $10,000

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The Hypothetical Growth of $10,000 chart reflects a hypothetical $10,000 investment and assumes reinvestment of dividends and capital gains. Fund expenses, including management fees and other expenses were deducted.

The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investor’s shares, when sold or redeemed, may be worth more or less than the original cost. Current performance may be lower or higher than the performance quoted, and numbers may reflect small variances due to rounding. Standardized performance and performance data current to the most recent month end may be found in the Performance section.

Distributions

This fund does not have any distributions.
Record Date Ex-Date Payable Date Total Distribution Income ST Cap Gains LT Cap Gains Return of Capital

Premium/Discount

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  1y 3y 5y 10y Incept.
Total Return (%) - - - - -
Market Price (%) - - - - -
Benchmark (%) - - - - -
After Tax Pre-Liq. (%) - - - - -
After Tax Post-Liq. (%) - - - - -
  YTD 1m 3m 6m 1y 3y 5y 10y Incept.
Total Return (%) - 4.01 - - - - - - 6.92
Market Price (%) - 3.64 - - - - - - 7.00
Benchmark (%) - 1.91 - - - - - - 5.75
After Tax Pre-Liq. (%) - 4.01 - - - - - - 6.92
After Tax Post-Liq. (%) - 2.38 - - - - - - 4.10
Performance data is not currently available
The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investor's shares, when sold or redeemed, may be worth more or less than the original cost. Current performance may be lower or higher than the performance quoted.

The ETF total return may appear to diverge from the return of its benchmark. This may be due to the use of systematic fair value. Click here for more information

The ETF total return is based on the ETF’s net asset value, which uses systematic fair value to price certain foreign assets as of 4:00 p.m. Eastern time (when foreign markets may be closed). The benchmark return uses local market closing prices which may differ from systematic fair value prices. This difference may result in divergence of ETF total return and benchmark return. For more information, please consult the fund’s prospectus. Institutional Non-Fair Value Impact Report

Key Facts

Key Facts

Net Assets of Fund
as of Dec 04, 2025
$105,596,596
Exchange
NYSE Arca
Benchmark Index
MSCI EAFE Index (Net)
Distribution Frequency
Semi-Annual
CUSIP
09290C681
Non-FV NAV
as of Dec 04, 2025
27.65
30 Day Median Bid/Ask Spread
as of Dec 03, 2025
0.22%
Fund Launch Date
Aug 05, 2025
Asset Class
Equity
Shares Outstanding
as of Dec 04, 2025
3,840,000
Premium/Discount
as of Dec 03, 2025
0.27%
Closing Price
as of Dec 04, 2025
27.59
30 Day Avg. Volume
as of Dec 03, 2025
149,879.00
Daily Volume
as of Dec 04, 2025
4,049.00

Portfolio Characteristics

Portfolio Characteristics

Number of Holdings
as of Dec 03, 2025
132
30 Day SEC Yield
as of Oct 31, 2025
2.05%
Standard Deviation (3y)
as of -
-
Equity Beta (3y)
as of -
-
12m Trailing Yield
as of -
-
This information must be preceded or accompanied by a current prospectus. For standardized performance, please see the Performance section above.

Fees

Fees

as of current prospectus
Management Fee 0.45%
Acquired Fund Fees and Expenses 0.00%
Other Expenses 0.00%
Expense Ratio 0.45%

The amounts shown above are as of the current prospectus, but may not include extraordinary expenses incurred by the Fund over the past fiscal year. Amounts are rounded to the nearest basis point, which in some cases may be "0.00".

Ratings

Holdings

Holdings

Ticker Name Sector Asset Class Market Value Weight (%) Notional Value Shares CUSIP ISIN SEDOL Price Location Exchange Currency FX Rate Accrual Date
Detailed Holdings and Analytics
Holdings are subject to change.


The values shown for “market value,” “weight,” and “notional value” (the “calculated values”) are based off of a price provided by a third-party pricing vendor for the portfolio holding and do not reflect the impact of systematic fair valuation (“the vendor price”). The vendor price is not necessarily the price at which the Fund values the portfolio holding for the purposes of determining its net asset value (the “valuation price”). Holdings data shown reflects the investment book of record, which may differ from the accounting book of record used for the purposes of determining the Net Assets of the Fund. Notional value represents the portfolio's exposures based on the economic value of investments and options are delta-adjusted. Additionally, where applicable, foreign currency exchange rates with respect to the portfolio holdings denominated in non-U.S. currencies for the valuation price will be generally determined as of the close of business on the New York Stock Exchange, whereas for the vendor price will be generally determined as of 4 p.m. London. The calculated values may have been different if the valuation price were to have been used to calculate such values. The vendor price is as of the most recent date for which a price is available and may not necessarily be as of the date shown above.

Please see the “Determination of Net Asset Value” section of each Fund’s prospectus for additional information on the Fund’s valuation policies and procedures.

“Quantity” represents the number of shares, units or contracts of the corresponding security, as applicable per security type.

Exposure Breakdowns

Exposure Breakdowns

as of Dec 03, 2025

% of Market Value

Type Fund
as of Dec 03, 2025

% of Market Value

Type Fund
Geographic exposure relates principally to the domicile of the issuers of the securities held in the product, added together and then expressed as a percentage of the product's total holdings, excluding currency holdings. Percentages do not reflect fair valuation. In some instances, percentages may reflect the location where the issuer of the securities carries out much of their business. Bonds are included in U.S. bond indices when the securities are denominated in U.S. dollars regardless of the domicile of the issuer.
Allocations are subject to change.

Portfolio Managers

Portfolio Managers

Philip Hodges, PhD
Philip Hodges, PhD
Managing Director, Co-head of Systematic Equities Macro and Lead Portfolio Manager for Enhanced Factors Strategies

  

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Philip Hodges, PhD, Managing Director, is a portfolio manager within BlackRock’s Systematic investment team. Dr. Hodges co-heads BlackRock’s systematic equities macro and is responsible for delivering investment performance across BlackRock's macro and style factor strategies. The group optimizes macro and factor exposures to help clients meet their investment objectives. Dr. Hodges leads two of the team's flagship factor strategies: Market Advantage and Style Advantage.

 

Dr. Hodges' service with the firm dates back to 2007, including his years with Barclays Global Investors (BGI), which merged with BlackRock in 2009. Previously, Dr. Hodges has served as a research officer within the Client Solutions group in San Francisco and a quantitative analyst within the Liability Driven Investment team in London. Prior to joining BGI, Dr. Hodges was a post-doctoral research associate in physical chemistry at the University of Oxford and University Lyon I.

 

Dr. Hodges earned a MChem degree in chemistry and a D.Phil. in molecular spectroscopy from the University of Oxford in 2002 and 2006, respectively.

He Ren
He Ren
Director, Systematic Equities

  

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He Ren, Director, is a senior researcher within BlackRock’s Systematic investment team. In this role, he is responsible for research and innovation in BlackRock’s macro factor and factor timing strategies. Mr. Ren is also a subject matter expert on quant investing in commodities and currencies.

 

Mr. Ren earned degrees in computer science and economics from Peking University in 2013 and a Master of Financial Engineering from the University of California, Berkeley in 2015.

ESG Integration

ESG Integration

BlackRock considers many investment risks in our processes. In order to seek the best risk-adjusted returns for our clients, we manage material risks and opportunities that could impact portfolios, including financially material Environmental, Social and/or Governance (ESG) data or information, where available. See our Firm Wide ESG Integration Statement for more information on this approach and fund documentation for how these material risks are considered within this product, where applicable.

This fund does not seek to follow a sustainable, impact or ESG investment strategy. For more information regarding the fund's investment strategy, please see the fund's prospectus or, as applicable, shareholder report.

Literature

Literature