Product name | Russell 1000 Low Volatility ETF | Fidelity Low Volatility Factor ETF | Goldman Sachs ActiveBeta International Equity ETF | JPMorgan U.S. Quality Factor ETF | FlexShares US Quality Large Cap Index Fund | Applied Finance Valuation Large Cap ETF |
Issuer | American Century | Fidelity | Goldman Sachs | JPMorgan | FlexShares | Applied Finance |
Price | $39.574 | $44.01 | $72.48 | $35.9 | $40.779 | $22.296 |
Expense Ratio | 0.29% | 0.29% | 0.09% | 0.12% | 0.32% | 0.49% |
Average Spread | 0.126% | 0.114% | 0.028% | 0.056% | 0.147% | 0.314% |
AUM | $5,909,070 | $444,633,000 | $11,181,300,000 | $322,657,000 | $116,846,000 | $7,226,690 |
Shares | 149,317 | 10,102,991 | 154,267,842 | 8,987,660 | 2,865,358 | 324,125 |
Average Daily Volume | 573 | 56,653 | 515,038 | 157,940 | 16,877 | 2,197 |
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Inception Date | 2021-01-12 | 2016-09-12 | 2015-09-21 | 2017-11-08 | 2015-09-24 | 2021-04-29 |
Index Tracked | No Underlying Index | Fidelity U.S. Low Volatility Factor Index | Goldman Sachs ActiveBeta U.S. Large Cap Equity Index | J.P. Morgan US Quality Factor Index | Northern Trust Quality Large Cap Index | No Underlying Index |
Category | Large Cap Blend Equities | Volatility Hedged Equity | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities | n/a |
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 | Growth | 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. | Broad |
Annual Dividend Rate | $0.476 | $0.506 | $1.188 | $0.485 | $0.585 | $0.161 |
Annual Dividend Yield | 0.012% | 0.011% | 0.016% | 0.014% | 0.014% | 0.007% |
Number of Holdings | 78 | 127 | 453 | 263 | 157 | 277 |
YTD Return | -19.23% | -14.93% | -22.96% | -20.54% | -21.12% | -21.43% |
Beta | 0.78 | 0.87 | 0.97 | 0.93 | 1.00 | 0.87 |
Upside Beta | -0.17 | 0.58 | 0.54 | 0.59 | 0.61 | -0.19 |
Downside Beta | -0.39 | 0.19 | -0.02 | 0.58 | -0.06 | -0.63 |
Volatility 1Y | 18.67% | 18.23% | 22.39% | 21.02% | 22.15% | 20.85% |
Sharpe Ratio 3Y | 0.00 | 0.55 | 0.48 | 0.56 | 0.45 | 0.00 |
Treynor Ratio 3Y | 0.00 | 0.01 | 0.01 | 0.01 | 0.01 | 0.00 |