Product name | Direxion Fallen Knives ETF | iShares MSCI Pacific ex Japan ETF | Cambria Emerging Shareholder Yield ETF | JPMorgan Diversified Return International Equity ETF | FlexShares Morningstar Emerging Markets Factor Tilt Index Fund | Vident International Equity Fund |
Issuer | Direxion | iShares | Cambria | JPMorgan | FlexShares | Vident |
Price | $45.1958 | $38.14 | $25.67 | $42.97 | $42.5 | $19.77 |
Expense Ratio | 0.5% | 0.48% | 0.65% | 0.37% | 0.59% | 0.59% |
Average Spread | 0.376% | 0.052% | 1.364% | 0.093% | 0.212% | 0.354% |
AUM | $3,438,410 | $1,812,690,000 | $61,139,400 | $595,509,000 | $232,806,000 | $339,836,000 |
Shares | 76,078 | 47,527,237 | 2,381,747 | 13,858,705 | 5,477,791 | 17,189,470 |
Average Daily Volume | 7,799 | 648,760 | 37,180 | 90,447 | 35,560 | 59,643 |
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Inception Date | 2020-06-11 | 2001-10-25 | 2016-07-14 | 2014-11-07 | 2012-09-28 | 2013-10-29 |
Index Tracked | Indxx US Fallen Knives Index | MSCI Pacific ex Japan Index | No Underlying Index | JP Morgan Diversified Factor International Equity Index | Morningstar Emerging Markets Factor Tilt Index | Vident Core International Equity Index |
Category | Small Cap Blend Equities | Asia Pacific Equities | Emerging Markets Equities | Foreign Large Cap Equities | Foreign Large Cap Equities | Foreign Large Cap Equities |
Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
Asset Class Size | Large/Mid/Small Caps | Large/Mid Caps | Large/Mid/Small/Micro Caps | Large/Mid Caps | Large/Mid/Small Caps | Large/Mid/Small Caps |
Value or Growth | Blend | Blend | Blend | Blend | Blend | Blend |
Region | North America | Asia-Pacific | Asia-Pacific | Asia-Pacific | Asia-Pacific | Asia-Pacific |
Countries | U.S. | Pacific ex-Japan | Pacific ex-Japan | Broad | Broad | Broad |
Annual Dividend Rate | $0 | $2.724 | $2.305 | $2.611 | $2.366 | $1.413 |
Annual Dividend Yield | 0.000% | 0.071% | 0.090% | 0.061% | 0.056% | 0.071% |
Number of Holdings | 50 | 130 | 98 | 465 | 2350 | 244 |
YTD Return | -20.95% | -18.08% | -24.20% | -25.94% | -25.88% | -23.14% |
Beta | 0.70 | 0.69 | 0.63 | 0.49 | 0.51 | 0.40 |
Upside Beta | 0.06 | 0.54 | 0.35 | 0.20 | 0.22 | 0.20 |
Downside Beta | -0.88 | 0.41 | -0.32 | -0.33 | -0.25 | -0.29 |
Volatility 1Y | 38.34% | 19.48% | 22.70% | 17.12% | 18.83% | 18.97% |
Sharpe Ratio 3Y | 0.00 | -0.24 | -0.15 | -0.46 | -0.27 | -0.29 |
Treynor Ratio 3Y | 0.00 | -0.01 | 0.00 | -0.01 | -0.01 | -0.01 |