Product name | First Trust Long/Short Equity ETF | First Trust Capital Strength ETF | VanEck Vectors NDR CMG Long/Flat Allocation ETF | Xtrackers Russell 1000 US QARP ETF | FlexShares US Quality Low Volatility Index Fund | TrimTabs Float Shrink ETF |
Issuer | First Trust | First Trust | VanEck | Xtrackers | FlexShares | TrimTabs |
Price | $47.6201 | $68.46 | $33.48 | $35.016 | $47.119 | $44.53 |
Expense Ratio | 1.6% | 0.56% | 0.58% | 0.19% | 0.22% | 0.59% |
Average Spread | 0.252% | 0.029% | 0.119% | 0.200% | 0.064% | 0.225% |
AUM | $405,772,000 | $7,425,460,000 | $38,412,000 | $31,417,200 | $138,124,000 | $160,422,000 |
Shares | 8,521,015 | 108,464,219 | 1,147,312 | 897,223 | 2,931,382 | 3,602,549 |
Average Daily Volume | 70,125 | 384,450 | 4,081 | 1,270 | 6,570 | 10,930 |
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Inception Date | 2014-09-09 | 2006-07-06 | 2017-10-04 | 2018-04-05 | 2019-07-15 | 2016-09-28 |
Index Tracked | No Underlying Index | The NASDAQ Capital Strength Index | Ned Davis Research CMG US Large Cap Long/Flat Index | Russell 1000 2Qual/Val 5% Capped Factor Index | Northern Trust Quality Low Volatility Index | No Underlying Index |
Category | Long-Short | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities | Volatility Hedged Equity | Large Cap Growth Equities |
Asset Class | Alternatives | Equity | Equity | Equity | Equity | Equity |
Asset Class Size | | Large Caps | Large Caps | Large Caps | Large Caps | Large/Mid Caps |
Value or Growth | | Growth | Blend | Blend | Blend | Growth |
Region | SHORT POSITIONS | North America | North America | North America | North America | North America |
Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
Annual Dividend Rate | $0.069 | $0.913 | $0.163 | $0.629 | $0.697 | $5.319 |
Annual Dividend Yield | 0.001% | 0.013% | 0.005% | 0.018% | 0.015% | 0.119% |
Number of Holdings | 206 | 51 | 498 | 389 | 107 | 135 |
YTD Return | -8.60% | -18.31% | -24.18% | -19.31% | -16.16% | -19.36% |
Beta | 1.10 | 0.99 | 0.91 | 1.05 | 0.83 | 0.96 |
Upside Beta | 0.65 | 0.14 | 0.55 | 0.67 | 0.55 | 0.55 |
Downside Beta | -0.23 | -0.15 | 0.47 | 0.60 | 0.37 | 0.15 |
Volatility 1Y | 12.69% | 17.87% | 16.26% | 21.53% | 17.72% | 21.95% |
Sharpe Ratio 3Y | 0.47 | 0.53 | 0.46 | 0.60 | 0.45 | 0.65 |
Treynor Ratio 3Y | 0.00 | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 |