Global Beta Low Beta ETF

Global Beta Low Beta ETF (GBLO)

Description

The investment seeks to track the performance of the Global Beta Low Beta Factor Index. The GBLO ETF contains 100 constituents. It is focused on blend holdings in the North America region.

Price $26.56 as of 2022-08-31

Cost/Risk/Yield

Dividend yield
Expense ratio	0.29%
Average spread	0.075%
1Y roundtrip cost	0.365%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022	-1.2%	-0.9%	4.3%	-0.9%	2.7%	-5.4%	2.3%	2.5%					3.5%
2021	0.1%	-2.7%	6.8%	4.0%	2.3%	0.4%	2.5%	2.0%	-4.2%	3.1%	0.8%	7.6%	22.6%
2020								4.5%	-2.1%	-3.8%	8.3%	0.9%	7.9%
	-1.1%	-3.7%	11.2%	3.1%	5.0%	-5.0%	4.8%	9.0%	-6.3%	-0.8%	9.2%	8.5%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022			0.16			0.15							0.30
2021			0.12			0.13			0.16			0.37	0.78
2020									0.05			0.11	0.17
	0.00	0.00	0.28	0.00	0.00	0.28	0.00	0.00	0.21	0.00	0.00	0.48

Sectors and Top Holdings

Security	% Assets
CVS Health Corporation	5.56%
Costco Wholesale Corporation	5.33%
AmerisourceBergen Corporation	5.06%
Walmart Inc.	5.05%
Centene Corporation	4.77%
Kroger Co.	4.51%
AT&T Inc.	4.47%
Verizon Communications Inc.	4.28%
Humana Inc.	3.03%
Johnson & Johnson	2.96%
PepsiCo, Inc.	2.62%
Procter & Gamble Company	2.51%
International Business Machines Corporation	2.30%
Lockheed Martin Corporation	2.13%
Merck & Co., Inc.	1.92%
Top 15 Weights	56.50%

Compare with similar ETFs

	GBLO	FTCS	JEPI	LSLT	OUSA	SPLV
Product name	Global Beta Low Beta ETF	First Trust Capital Strength ETF	JPMorgan Equity Premium Income ETF	Salt Low truBeta US Market Fund	O'Shares FTSE US Quality Dividend ETF	PowerShares S&P 500 Low Volatility Portfolio ETF
Issuer	Global Beta	First Trust	JPMorgan	Pacer	O'Shares	Invesco
Price	$26.5646	$68.46	$51.62	$32	$37.66	$57.86
Expense Ratio	0.29%	0.56%	0.35%	0.6%	0.48%	0.25%
Average Spread	0.075%	0.029%	0.058%	0.063%	0.053%	0.017%
AUM	$1,287,980	$7,425,460,000	$3,811,400,000	$6,374,110	$622,405,000	$7,325,210,000
Shares	48,485	108,464,219	73,835,639	199,191	16,526,960	126,602,262
Average Daily Volume	6,510	384,450	3,383,999	2,595	69,707	3,350,370
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2020-07-24	2006-07-06	2020-05-20	2019-03-12	2015-07-14	2011-05-05
Index Tracked	Global Beta Low Beta Factor Index	The NASDAQ Capital Strength Index	No Underlying Index	Salt Low truBeta US Market Index	O'Shares US Quality Dividend Index	S&P 500 Low Volatility
Category	Large Cap Blend Equities	Large Cap Growth Equities	Large Cap Blend Equities	Large Cap Blend Equities	Large Cap Growth Equities	Volatility Hedged Equity
Asset Class	Equity	Equity	Equity	Equity	Equity	Equity
Asset Class Size	Large Caps	Large Caps	Large Caps	Large/Mid Caps	Large Caps	Large Caps
Value or Growth	Blend	Growth	Blend	Blend	Blend	Blend
Region	North America	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	$0.913	$5.78	$0	$0.694	$1.199
Annual Dividend Yield	0.000%	0.013%	0.112%	0.000%	0.018%	0.021%
Number of Holdings	100	51	91	100	99	100
YTD Return	3.21%	-18.31%	-11.50%	-5.58%	-18.16%	-14.35%
Beta	0.47	0.99	0.58	0.77	0.83	0.82
Upside Beta	0.48	0.14	0.28	0.52	0.52	0.04
Downside Beta	0.27	-0.15	-0.20	0.31	-0.08	-0.27
Volatility 1Y	14.87%	17.87%	14.82%	9.92%	17.14%	16.34%
Sharpe Ratio 3Y	0.00	0.53	0.00	0.00	0.27	0.05
Treynor Ratio 3Y	0.00	0.01	0.00	0.00	0.00	0.00

Securities Database