LeaderShares AlphaFactor US Core Equity ETF (LSAF)
Description
The investment seeks to track the performance of the AlphaFactor U.S. Core Equity Index. The LSAF ETF contains 99 constituents. It is focused on blend holdings in the North America region.
Price $27.98 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 5.05% |
| Expense ratio | 0.75% |
| Average spread | 0.429% |
| 1Y roundtrip cost | 1.179% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -5.4% | -0.8% | -0.9% | -5.6% | 2.6% | -12.2% | 8.6% | -2.1% | -8.1% | 4.2% | -19.7% | ||
| 2021 | -0.4% | 3.2% | 6.1% | 4.0% | 1.3% | -0.3% | 1.7% | 2.6% | -5.9% | 5.1% | -1.9% | 9.5% | 25.2% |
| 2020 | -2.7% | -8.9% | -20.3% | 15.3% | 5.5% | 1.7% | 5.4% | 4.7% | -3.3% | -1.3% | 12.0% | 3.7% | 11.8% |
| 2019 | 8.9% | 4.8% | -1.1% | 4.5% | -8.1% | 8.2% | 1.7% | -3.0% | 2.4% | 2.0% | 4.2% | 1.9% | 26.4% |
| 2018 | 0.8% | -9.0% | -8.2% | ||||||||||
| 0.4% | -1.8% | -16.2% | 18.2% | 1.2% | -2.5% | 17.5% | 2.2% | -14.8% | 10.1% | 15.1% | 6.2% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.05 | 0.07 | 0.07 | 0.19 | |||||||||
| 2021 | 0.02 | 0.03 | 0.02 | 1.23 | 1.29 | ||||||||
| 2020 | 0.04 | 0.05 | 0.03 | 0.03 | 0.15 | ||||||||
| 2019 | 0.05 | 0.04 | 0.04 | 0.06 | 0.19 | ||||||||
| 2018 | 0.04 | 0.04 | |||||||||||
| 0.00 | 0.00 | 0.16 | 0.00 | 0.00 | 0.18 | 0.00 | 0.00 | 0.16 | 0.00 | 0.00 | 1.36 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| U.S. Dollar | 1.53% |
| Acuity Brands, Inc. | 1.12% |
| Old Dominion Freight Line, Inc. | 1.12% |
| CSX Corporation | 1.12% |
| Norfolk Southern Corporation | 1.10% |
| State Street Corporation | 1.09% |
| Ameriprise Financial, Inc. | 1.08% |
| KLA Corporation | 1.07% |
| Lowe\'s Companies, Inc. | 1.07% |
| Equitable Holdings, Inc. | 1.07% |
| Carlisle Companies Incorporated | 1.07% |
| Bank of New York Mellon Corporation | 1.07% |
| Evercore Inc Class A | 1.06% |
| Target Corporation | 1.06% |
| HP Inc. | 1.06% |
| Top 15 Weights | 16.69% |
Compare with similar ETFs
| LSAF | JHMI | JPUS | KOKU | ONEO | QDYN | |
|---|---|---|---|---|---|---|
| Product name | LeaderShares AlphaFactor US Core Equity ETF | John Hancock Multifactor Industrials ETF | JPMorgan Diversified Return U.S. Equity ETF | Xtrackers MSCI Kokusai Equity ETF | SPDR Russell 1000 Momentum Focus ETF | FlexShares Quality Dividend Dynamic Index Fund |
| Issuer | LeaderShares | John Hancock | JPMorgan | Xtrackers | SPDR | FlexShares |
| Price | $27.9814 | $43.8574 | $87.68 | $65.6427 | $85.438 | $51.92 |
| Expense Ratio | 0.75% |  0.4% | 0.18% | 0.09% | 0.2% | 0.37% |
| Average Spread | 0.429% | 0.205% | 0.057% | 0.396% | 0.094% | 0.058% |
| AUM | $101,840,000 | $13,504,500 | $611,443,000 | $509,156,000 | $264,841,000 | $18,224,700 |
| Shares | 3,639,566 | 307,918 | 6,973,569 | 7,756,477 | 3,099,800 | 351,015 |
| Average Daily Volume | 25,109 | 3,696 | 11,090 | 340 | 2,570 | 457 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2018-10-02 | 2016-03-28 | 2015-09-29 | 2020-04-08 | 2015-12-02 | 2012-12-14 |
| Index Tracked | AlphaFactor U.S. Core Equity Index | John Hancock Dimensional Industrials Index | JP Morgan Diversified Factor US Equity Index | MSCI Kokusai Index | Russell 1000 Momentum Focused Factor Index | Northern Trust Quality Dividend Dynamic (TR) |
| Category | All Cap Equities | Industrials Equities | Large Cap Blend Equities | Large Cap Growth Equities | All Cap Equities | All Cap Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large Caps | Large/Mid Caps | Large/Mid Caps |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | Blend |
| Region | North America | North America | North America | North America | North America | North America |
| Countries | U.S. | U.S. | U.S. | Broad | U.S. | U.S. |
| Annual Dividend Rate | $1.413 | $0.518 | $1.563 | $1.633 | $1.424 | $1.271 |
| Annual Dividend Yield | 0.050% | 0.012% | 0.018% | 0.025% | 0.017% | 0.024% |
| Number of Holdings | 99 | 142 | 358 | 1248 | 891 | 126 |
| YTD Return | -19.48% | -21.13% | -16.55% | -23.46% | -18.61% | -19.34% |
| Beta | 1.08 | 1.09 | 0.92 | 0.95 | 1.00 | 0.99 |
| Upside Beta | 0.73 | 0.73 | 0.57 | 0.50 | 0.59 | 0.20 |
| Downside Beta | 0.57 | 0.15 | -0.05 | -0.18 | -0.01 | -0.26 |
| Volatility 1Y | 25.01% | 22.95% | 19.36% | 22.00% | 22.75% | 21.35% |
| Sharpe Ratio 3Y | 0.27 | 0.32 | 0.42 | 0.00 | 0.36 | 0.48 |
| Treynor Ratio 3Y | 0.00 | 0.01 | 0.01 | 0.00 | 0.01 | 0.01 |