Merger ETF (MRGR)
Description
The investment seeks to track the performance of the S&P Merger Arbitrage Index. The MRGR ETF contains 45 constituents. It is focused on holdings in the region.
Price $39.85 as of 2022-10-19Cost/Risk/Yield
| Dividend yield | |
| Expense ratio | 0.75% |
| Average spread | 0.251% |
| 1Y roundtrip cost | 1.001% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -1.3% | -0.6% | 0.5% | -0.6% | -0.4% | -0.5% | -0.7% | 0.6% | -0.6% | 0.0% | -3.7% | ||
| 2021 | 1.0% | 0.6% | 0.5% | 2.0% | 0.8% | -0.2% | -0.7% | 1.2% | -0.1% | 1.3% | -0.3% | 0.2% | 6.4% |
| 2020 | 0.6% | 0.2% | -4.2% | 2.9% | -1.1% | 0.1% | 1.5% | -0.1% | 0.3% | 1.0% | 0.1% | 0.8% | 2.1% |
| 2019 | 0.2% | 0.3% | 0.4% | 0.2% | -0.2% | 0.5% | 0.7% | -0.1% | -0.1% | 1.0% | 0.2% | 1.1% | 4.2% |
| 2018 | -0.4% | -1.2% | -0.8% | -0.4% | -0.1% | 1.1% | 2.4% | 0.1% | 0.8% | 0.2% | 1.5% | 0.2% | 3.4% |
| 2017 | -0.5% | -0.4% | -0.6% | 1.6% | 0.5% | 0.8% | -0.5% | 0.8% | -0.8% | -0.3% | 0.3% | 1.2% | 2.1% |
| 2016 | -0.8% | 2.3% | -0.0% | -1.2% | 0.4% | -0.6% | -0.6% | -0.1% | -0.1% | -0.2% | -0.5% | 0.2% | -1.3% |
| 2015 | 1.5% | 0.4% | 0.1% | -0.2% | 0.1% | -1.5% | 0.2% | 0.8% | -1.7% | 1.4% | -2.1% | 1.7% | 0.7% |
| 2014 | 0.0% | -2.2% | 1.4% | -0.1% | -0.5% | -0.2% | -1.2% | 1.3% | 0.0% | -1.6% | 0.1% | 0.1% | -2.9% |
| 2013 | -3.3% | -0.8% | -0.4% | -0.6% | 0.4% | -1.9% | 1.8% | -0.0% | -0.3% | -1.6% | 0.7% | 1.6% | -4.5% |
| -3.0% | -1.5% | -3.1% | 3.7% | -0.0% | -2.4% | 3.0% | 4.3% | -2.7% | 1.2% | -0.1% | 7.0% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 0.09 | 0.01 | 0.11 | 0.21 | |||||||||
| 2019 | 0.04 | 0.05 | 0.22 | 0.30 | |||||||||
| 2018 | 0.06 | 0.45 | 0.01 | 0.51 | |||||||||
| 2017 | 0.10 | 0.03 | 0.13 | ||||||||||
| 2016 | 0.06 | 0.21 | 0.27 | ||||||||||
| 2015 | 0.03 | 0.02 | 0.08 | 0.12 | |||||||||
| 2014 | 0.05 | 0.19 | 0.24 | ||||||||||
| 2013 | 0.01 | 0.57 | 0.04 | 0.30 | 0.93 | ||||||||
| 0.00 | 0.00 | 0.18 | 0.00 | 0.00 | 0.76 | 0.00 | 0.00 | 0.74 | 0.00 | 0.00 | 1.03 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| MRGR | GSUS | JULZ | PALC | USSG | USXF | |
|---|---|---|---|---|---|---|
| Product name | Merger ETF | Goldman Sachs MarketBeta U.S. Equity ETF | TrueShares Structured Outcome (July) ETF | Pacer Lunt Large Cap Multi-Factor Alternator ETF | MSCI USA ESG Leaders Equity ETF | iShares ESG Advanced MSCI USA ETF |
| Issuer | ProShares | Goldman Sachs | TrueShares | Pacer | Xtrackers | iShares |
| Price | $39.85 | $49.79 | $30.845 | $33.048 | $32.919 | $28.16 |
| Expense Ratio | 0.75% |  0.07% |  0.79% | 0.6% | 0.1% | 0.1% |
| Average Spread | 0.251% | 0.100% | 0.519% | 0.212% | 0.061% | 0.249% |
| AUM | $51,481,300 | $344,950,000 | $13,825,800 | $115,190,000 | $3,110,000,000 | $357,421,000 |
| Shares | 1,291,878 | 6,928,094 | 448,236 | 3,485,537 | 94,474,166 | 12,692,505 |
| Average Daily Volume | 3,377 | 147,823 | 633 | 74,960 | 49,630 | 92,750 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2012-12-11 | 2020-05-12 | 2020-06-30 | 2020-06-24 | 2019-03-07 | 2020-06-16 |
| Index Tracked | S&P Merger Arbitrage Index | Solactive GBS United States Large & Mid Cap Index | No Underlying Index | Lunt Capital U.S. Large Cap Multi-Factor Rotation Index | MSCI USA ESG LEADERS INDEX | MSCI USA Choice ESG Screened Index |
| Category | Hedge Fund | Large Cap Growth Equities | n/a | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities |
| Asset Class | Alternatives | Equity | Volatility | Equity | Equity | Equity |
| Asset Class Size | Large Caps | Large Caps | Large Caps | Large Caps | ||
| Value or Growth | Blend | Growth | Blend | Blend | ||
| Region | North America | North America | North America | North America | North America | |
| Countries | Broad | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0 | $0.545 | $0 | $0.459 | $0.518 | $0.415 |
| Annual Dividend Yield | 0.000% | 0.011% | 0.000% | 0.014% | 0.016% | 0.015% |
| Number of Holdings | 45 | 515 | 0 | 183 | 273 | 335 |
| YTD Return | -3.63% | -23.78% | -12.27% | -20.17% | -25.09% | -27.91% |
| Beta | 0.26 | 0.98 | 0.65 | 1.01 | 0.99 | 1.04 |
| Upside Beta | 0.15 | 0.44 | 0.35 | 0.61 | 0.51 | 0.42 |
| Downside Beta | 0.02 | -0.16 | 0.01 | -0.12 | 0.47 | -0.34 |
| Volatility 1Y | 4.32% | 23.08% | 15.09% | 21.34% | 23.15% | 24.73% |
| Sharpe Ratio 3Y | 0.22 | 0.00 | 0.00 | 0.00 | 0.50 | 0.00 |
| Treynor Ratio 3Y | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 | 0.00 |