Product name | Shares MSCI Japan Value ETF | Schwab Fundamental International Large Company Index ETF | Cambria Foreign Shareholder Yield ETF | IQ 500 International ETF | Syntax Stratified SmallCap ETF | FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund |
Issuer | iShares | Schwab | Cambria | IndexIQ | Syntax | FlexShares |
Price | $21.88 | $25.905 | $20.975 | $24.8991 | $38.743 | $52.33 |
Expense Ratio | 0.15% | 0.25% | 0.59% | 0.25% | 0.4% | 0.39% |
Average Spread | 0.137% | 0.039% | 0.667% | 0.241% | 0.336% | 0.172% |
AUM | $60,280,800 | $5,437,310,000 | $30,549,100 | $184,526,000 | $16,088,000 | $455,780,000 |
Shares | 2,755,066 | 209,894,118 | 1,456,451 | 7,410,955 | 415,250 | 8,709,721 |
Average Daily Volume | 14,580 | 1,958,145 | 37,577 | 6,618 | 433 | 23,047 |
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Inception Date | 2019-03-05 | 2013-08-15 | 2013-12-03 | 2018-12-13 | 2020-05-28 | 2012-09-28 |
Index Tracked | MSCI Japan Value Index | Russell RAFI Developed ex-U.S. Large Company Index | No Underlying Index | IQ 500 International Index | Syntax Stratified SmallCap Index | Morningstar Developed Markets ex-US Factor Tilt Index |
Category | Japan Equities | Foreign Large Cap Equities | Global Equities | Foreign Large Cap Equities | Small Cap Blend Equities | Global Equities |
Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large/Mid/Small Caps | Large/Mid Caps | Mid/Small Caps | Large/Mid/Small Caps |
Value or Growth | Value | Blend | Blend | Value | Blend | Blend |
Region | Asia-Pacific | Europe | Europe | Europe | North America | Europe |
Countries | Japan | Broad | Broad | Broad | U.S. | Broad |
Annual Dividend Rate | $0.792 | $1.165 | $1.512 | $1.212 | $3.579 | $2.733 |
Annual Dividend Yield | 0.036% | 0.045% | 0.072% | 0.049% | 0.092% | 0.052% |
Number of Holdings | 168 | 929 | 100 | 499 | 601 | 2545 |
YTD Return | -16.76% | -19.53% | -18.78% | -21.56% | -23.10% | -25.41% |
Beta | 0.58 | 0.65 | 0.47 | 0.78 | 1.17 | 0.56 |
Upside Beta | 0.50 | 0.26 | 0.27 | 0.60 | 0.67 | 0.10 |
Downside Beta | -0.16 | -0.22 | -0.17 | 0.10 | -0.37 | -0.23 |
Volatility 1Y | 17.24% | 19.93% | 19.95% | 19.93% | 25.32% | 19.75% |
Sharpe Ratio 3Y | -0.34 | -0.10 | 0.06 | -0.13 | 0.00 | -0.30 |
Treynor Ratio 3Y | -0.01 | 0.00 | 0.00 | 0.00 | 0.00 | -0.01 |