Hedge Replication ETF (HDG)
Description
The investment seeks to track the performance of the ICE BofAML Factor Model - Exchange Series. The HDG ETF contains 44 constituents. It is focused on holdings in the region.
Price $45.23 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | |
| Expense ratio | 0.95% |
| Average spread | 0.531% |
| 1Y roundtrip cost | 1.481% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -3.3% | -0.1% | -0.4% | -3.8% | 0.5% | -3.2% | 2.0% | -0.9% | -4.3% | 0.6% | -12.9% | ||
| 2021 | 1.4% | 1.9% | -0.0% | 1.1% | -0.1% | 0.1% | -1.3% | 0.7% | -1.4% | 1.3% | -1.5% | 0.7% | 3.0% |
| 2020 | 0.0% | -3.1% | -5.9% | 4.2% | 1.4% | 1.8% | 0.2% | 1.3% | -1.4% | 0.5% | 5.8% | 2.9% | 7.8% |
| 2019 | 3.5% | 1.3% | -0.1% | 1.4% | -2.3% | 2.4% | -0.2% | -1.2% | 1.3% | 1.1% | 0.9% | 1.1% | 9.3% |
| 2018 | 1.3% | -1.4% | -0.2% | 0.3% | 0.5% | -1.0% | 1.1% | 0.1% | -0.1% | -3.2% | 1.0% | -2.9% | -4.5% |
| 2017 | 0.9% | 0.5% | 0.7% | 0.5% | -0.1% | 0.4% | 0.4% | 0.0% | 0.9% | 0.6% | 0.4% | 0.2% | 5.5% |
| 2016 | -2.4% | -0.4% | 2.0% | 0.6% | 0.2% | -0.5% | 1.4% | 0.2% | 0.5% | -0.6% | 0.5% | 0.6% | 2.0% |
| 2015 | -0.2% | 2.1% | 0.0% | 0.2% | 0.3% | -0.8% | 0.4% | -2.7% | -1.3% | 2.6% | -0.1% | -1.0% | -0.4% |
| 2014 | -1.8% | 1.3% | 0.4% | 0.2% | 0.6% | 0.8% | -0.5% | 1.0% | -1.4% | 0.9% | 0.6% | -0.5% | 1.4% |
| 2013 | 1.5% | -0.4% | 0.4% | 0.8% | -0.4% | -1.2% | 0.9% | -0.7% | 1.9% | 2.0% | -0.3% | 0.1% | 4.5% |
| 2012 | 2.1% | 1.3% | -1.3% | -0.7% | -3.1% | 2.1% | -0.2% | 0.3% | 1.2% | -0.3% | 0.6% | 1.0% | 3.0% |
| 2011 | -2.7% | -3.2% | 5.1% | -2.9% | 1.3% | -2.5% | |||||||
| 2.9% | 3.1% | -4.5% | 4.8% | -2.5% | 1.0% | 4.1% | -4.6% | -7.3% | 10.5% | 5.1% | 3.6% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 0.04 | 0.04 | |||||||||||
| 2019 | 0.14 | 0.15 | 0.12 | 0.09 | 0.51 | ||||||||
| 2018 | 0.00 | 0.06 | 0.08 | 0.08 | 0.22 | ||||||||
| 2012 | 0.05 | 0.05 | |||||||||||
| 0.00 | 0.00 | 0.19 | 0.00 | 0.00 | 0.21 | 0.00 | 0.00 | 0.21 | 0.00 | 0.00 | 0.23 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| HDG | SPGM | VT | VXF | XKII | XMHQ | |
|---|---|---|---|---|---|---|
| Product name | Hedge Replication ETF | SPDR Portfolio MSCI Global Stock Market ETF | Vanguard Total World Stock ETF | Vanguard Extended Market ETF | SPDR Kensho Intelligent Structures ETF | Invesco S&P MidCap Quality ETF |
| Issuer | ProShares | SPDR | Vanguard | Vanguard | N/A | Invesco |
| Price | $45.2265 | $43.67 | $80.29 | $129.02 | $31.694 | $64.85 |
| Expense Ratio | 0.95% |  0.09% | 0.08% | 0.06% | 0.46% | 0.25% |
| Average Spread | 0.531% | 0.252% | 0.012% | 0.101% | 0.189% | 0.278% |
| AUM | $38,738,400 | $485,598,000 | $18,809,800,000 | $12,019,000,000 | $0 | $235,463,000 |
| Shares | 856,543 | 11,119,724 | 234,273,647 | 93,156,173 | 0 | 3,630,885 |
| Average Daily Volume | 4,453 | 64,307 | 2,584,503 | 438,287 | 5,253 | 28,727 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2011-07-12 | 2012-02-27 | 2008-06-24 | 2001-12-27 | 2017-12-26 | 2006-12-01 |
| Index Tracked | ICE BofAML Factor Model - Exchange Series | MSCI ACWI IMI Index | FTSE Global All Cap Net TR US RIC | S&P Completion | S&P Kensho Intelligent Infrastructure Index | S&P MidCap 400 Quality Index |
| Category | Long-Short | Global Equities | Large Cap Growth Equities | All Cap Equities | All Cap Equities | Mid Cap Blend Equities |
| Asset Class | Alternatives | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large Caps | Large/Mid Caps | Large/Mid/Small Caps | Large/Mid/Small Caps | Large/Mid Caps | |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | |
| Region | North America | North America | North America | North America | North America | |
| Countries | U.S. | Broad | Broad | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0 | $1.229 | $2.043 | $1.604 | $0.526 | $1.027 |
| Annual Dividend Yield | 0.000% | 0.028% | 0.025% | 0.012% | 0.017% | 0.016% |
| Number of Holdings | 44 | 1649 | 8725 | 3417 | 54 | 78 |
| YTD Return | -12.33% | -23.69% | -24.18% | -29.00% | -29.44% | -18.18% |
| Beta | 0.38 | 1.04 | 1.03 | 1.13 | 1.17 | 1.03 |
| Upside Beta | 0.02 | 0.13 | 0.11 | 0.33 | 0.66 | 0.15 |
| Downside Beta | -0.11 | -0.27 | -0.21 | 0.17 | 0.49 | -0.13 |
| Volatility 1Y | 9.90% | 21.09% | 21.32% | 29.53% | 31.51% | 26.69% |
| Sharpe Ratio 3Y | -0.30 | 0.24 | 0.19 | 0.18 | 0.06 | 0.59 |
| Treynor Ratio 3Y | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 |