Product name | Innovator MSCI EAFE Power Buffer ETF January Series | SPDR SSGA Global Allocation ETF | Goldman Sachs ActiveBeta International Equity ETF | iShares Core MSCI International | IQ Candriam ESG International Equity ETF | iShares FactorSelect MSCI Intl Small-Cap ETF |
Issuer | Innovator | SPDR | Goldman Sachs | iShares | IndexIQ | iShares |
Price | $23.3489 | $36.3 | $25.25 | $49.07 | $21.5621 | $26.56 |
Expense Ratio | 0.85% | 0.35% | 0.25% | 0.05% | 0.15% | 0.4% |
Average Spread | 0.514% | 0.248% | 0.040% | 0.041% | 0.139% | 0.264% |
AUM | $49,403,400 | $225,245,000 | $2,240,040,000 | $4,585,890,000 | $150,745,000 | $146,845,000 |
Shares | 2,115,878 | 6,205,085 | 88,714,286 | 93,456,030 | 6,991,208 | 5,528,821 |
Average Daily Volume | 13,463 | 27,468 | 1,004,191 | 1,602,833 | 22,741 | 88,595 |
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Inception Date | 2020-01-02 | 2012-04-25 | 2015-11-06 | 2017-03-21 | 2019-12-17 | 2015-04-28 |
Index Tracked | No Underlying Index | No Underlying Index | Goldman Sachs ActiveBeta International Equity Index | MSCI World ex USA IMI | IQ Candriam ESG International Equity Index | MSCI World ex USA Small Cap Diversified Multiple-Factor Index |
Category | Volatility Hedged Equity | Diversified Portfolio | Foreign Large Cap Equities | Foreign Large Cap Equities | Foreign Large Cap Equities | Foreign Small & Mid Cap Equities |
Asset Class | Equity | Multi-Asset | Equity | Equity | Equity | Equity |
Asset Class Size | | | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Mid/Small Caps |
Value or Growth | Blend | Blend | Blend | Blend | Blend | Blend |
Region | | | Europe | Europe | Europe | Europe |
Countries | EAFE | Broad | Broad | Broad | Broad | Broad |
Annual Dividend Rate | $0 | $2.676 | $0.853 | $2.351 | $0.852 | $1.501 |
Annual Dividend Yield | 0.000% | 0.074% | 0.034% | 0.048% | 0.040% | 0.057% |
Number of Holdings | 0 | | 757 | 2176 | 658 | 767 |
YTD Return | -14.79% | -18.40% | -26.55% | -25.91% | -26.21% | -25.60% |
Beta | 0.56 | 0.61 | 0.78 | 0.69 | 0.79 | 0.81 |
Upside Beta | 0.40 | 0.07 | 0.45 | 0.30 | 0.48 | 0.45 |
Downside Beta | -0.13 | -0.17 | -0.18 | 0.05 | -0.45 | -0.30 |
Volatility 1Y | 12.54% | 13.01% | 20.20% | 20.58% | 20.46% | 20.71% |
Sharpe Ratio 3Y | 0.00 | -0.02 | -0.28 | -0.23 | 0.00 | -0.12 |
Treynor Ratio 3Y | 0.00 | 0.00 | -0.01 | 0.00 | 0.00 | 0.00 |