Oppenheimer Russell 1000 Dynamic Multifactor ETF (OMFL)

Description

The investment seeks to track the performance of the Russell 1000 Invesco Dynamic Multifactor Index. The OMFL ETF contains 655 constituents. It is focused on blend holdings in the North America region.

Price $40.45 as of 2022-10-20

Cost/Risk/Yield

Dividend yield0.95%
Expense ratio0.29%
Average spread0.074%
1Y roundtrip cost0.364%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-6.1%-4.0%4.4%-5.0%1.6%-9.9%5.9%-3.2%-7.5%3.6%-20.3%
20212.3%4.2%4.5%5.1%0.9%0.2%0.1%3.1%-3.8%5.7%-2.5%6.4%26.3%
2020-4.9%-8.2%-10.6%13.8%6.4%-5.3%2.4%5.9%-3.6%1.6%19.8%6.1%23.5%
20197.0%4.7%2.6%3.0%-5.3%6.3%1.5%-1.2%4.6%0.6%4.3%3.4%31.5%
20183.6%-3.2%-1.5%0.3%2.2%1.5%3.6%3.1%1.6%-4.4%1.4%-9.8%-1.7%
20172.0%2.0%
1.8%-6.5%-0.6%17.0%5.8%-7.2%13.5%7.7%-8.6%7.2%23.0%8.0%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.120.170.29
20210.120.110.160.090.48
20200.100.120.180.190.59
20190.060.130.130.190.51
20180.060.010.140.140.35
0.000.000.470.000.000.530.000.000.600.000.000.61

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

OMFL ETHO IUS PXLG SIXS SPGP
Product nameOppenheimer Russell 1000 Dynamic Multifactor ETFEtho Climate Leadership US ETFInvesco Strategic US ETFPowerShares Russell Top 200 Pure Growth Portfolio ETF6 Meridian Small Cap Equity ETFInvesco S&P 500 GARP ETF
IssuerInvescoEtho CapitalInvescoN/AMeridianInvesco
Price$40.45$46.974$34.43$76.4$38.676$76.4
Expense Ratio0.29%worse0.48%better0.19%worse0.39%worse1%worse0.36%
Average Spread0.074%0.213%0.116%0.052%0.336%0.052%
AUM$1,510,110,000$142,555,000$161,853,000$0$48,223,100$538,160,000
Shares37,332,7963,034,7724,700,92001,246,8497,043,984
Average Daily Volume185,4434,72352,554160,673740160,673
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2017-11-082015-11-182018-09-122011-06-162020-05-112011-06-16
Index TrackedRussell 1000 Invesco Dynamic Multifactor IndexEtho Climate Leadership Index - USInvesco Strategic U.S. IndexS&P 500 GARP IndexNo Underlying IndexS&P 500 GARP Index
CategoryLarge Cap Blend EquitiesAll Cap EquitiesLarge Cap Blend EquitiesLarge Cap Growth EquitiesSmall Cap Blend EquitiesLarge Cap Growth Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge/Mid CapsLarge/Mid CapsLarge CapsLarge CapsMid/Small CapsLarge Caps
Value or GrowthBlendBlendBlendGrowthBlendBlend
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.S.U.S.U.S.U.S.U.S.U.S.
Annual Dividend Rate$0.386$0.469$0.684$0.901$0.598$0.901
Annual Dividend Yield0.010%0.010%0.020%0.012%0.015%0.012%
Number of Holdings655265544758875
YTD Return-19.67%-26.57%-13.93%-20.55%-24.88%-20.55%
Beta1.061.070.901.091.151.09
Upside Beta0.720.700.640.130.820.13
Downside Beta0.590.000.66-0.29-0.08-0.29
Volatility 1Y21.98%25.64%20.14%22.32%20.97%22.32%
Sharpe Ratio 3Y0.650.360.920.640.000.64
Treynor Ratio 3Y0.010.010.010.010.000.01

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew