VanEck Vectors NDR CMG Long/Flat Allocation ETF (LFEQ)

Description

The investment seeks to track the performance of the Ned Davis Research CMG US Large Cap Long/Flat Index. The LFEQ ETF contains 498 constituents. It is focused on blend holdings in the North America region.

Price $33.48 as of 2022-10-20

Cost/Risk/Yield

Dividend yield0.49%
Expense ratio0.58%
Average spread0.119%
1Y roundtrip cost0.699%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-5.3%-3.1%4.0%-9.1%-2.8%0.0%0.0%-7.2%-3.0%-0.2%-26.6%
2021-0.8%2.8%4.1%5.1%0.8%2.3%2.2%3.0%-4.6%6.8%-0.8%4.4%25.4%
2020-0.0%-8.5%-12.4%12.9%4.7%1.9%5.3%7.5%-3.8%-3.2%11.1%3.9%19.5%
20194.8%1.2%1.6%3.9%-6.4%6.9%1.5%-1.7%1.8%1.9%3.8%2.9%22.4%
20185.4%-3.3%-3.3%0.6%1.6%0.4%3.0%2.4%0.6%-6.7%1.8%-7.3%-4.8%
20172.6%1.3%3.9%
4.2%-10.9%-5.9%13.4%-2.1%11.5%12.1%4.1%-8.9%-1.4%18.5%5.2%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20210.160.16
20200.710.71
20190.430.43
20180.260.26
20170.100.10
0.000.000.000.000.000.000.000.000.000.000.001.67

Sectors and Top Holdings

Security % Assets
Vanguard S&P 500 ETF99.74%
U.S. Dollar0.26%
Top 2 Weights100.00%

Compare with similar ETFs

LFEQ JANZ MARZ MAYZ OVL QVML
Product nameVanEck Vectors NDR CMG Long/Flat Allocation ETFTrueShares Structured Outcome ETF - JanuaryTrueShares Structured Outcome ETFTrueShares Structured Outcome (May) ETFOverlay Shares Large Cap Equity ETFInvesco S&P 500 QVM Multi-factor ETF
IssuerVanEckTrueSharesTrueSharesTrueSharesOverlay SharesInvesco
Price$33.48$24.725$23.7466$22.316$29.254$21.883
Expense Ratio0.58%worse0.79%worse0.79%worse0.79%worse0.79%better0.11%
Average Spread0.119%0.404%0.421%0.448%0.513%0.137%
AUM$38,412,000$1,818,620$5,278,850$0$153,194,000$656,167,000
Shares1,147,31273,554222,29905,236,67229,985,262
Average Daily Volume4,08167369362318,1104,610
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2017-10-042020-12-312021-01-032021-05-032019-09-302021-06-30
Index TrackedNed Davis Research CMG US Large Cap Long/Flat IndexNo Underlying IndexNo Underlying IndexNo Underlying IndexNo Underlying IndexN/A
CategoryLarge Cap Growth Equitiesn/an/an/aLarge Cap Growth Equitiesn/a
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge CapsLarge CapsLarge Caps
Value or GrowthBlendBlend
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.S.U.S.U.S.U.S.U.S.U.S.
Annual Dividend Rate$0.163$1.316$0.696$0.513$1.439$0.296
Annual Dividend Yield0.005%0.053%0.029%0.023%0.049%0.014%
Number of Holdings498000498446
YTD Return-24.18%-15.03%-16.94%-17.44%-26.05%-21.30%
Beta0.910.720.700.681.060.90
Upside Beta0.55-0.20-0.25-0.220.58-0.16
Downside Beta0.47-0.42-0.46-0.540.07-0.74
Volatility 1Y16.26%17.24%16.39%15.92%24.85%21.51%
Sharpe Ratio 3Y0.460.000.000.000.490.00
Treynor Ratio 3Y0.010.000.000.000.010.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew