Oppenheimer Russell 1000 Dynamic Multifactor ETF

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 yield	0.95%
Expense ratio	0.29%
Average spread	0.074%
1Y roundtrip cost	0.364%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

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%
2021	2.3%	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%
2019	7.0%	4.7%	2.6%	3.0%	-5.3%	6.3%	1.5%	-1.2%	4.6%	0.6%	4.3%	3.4%	31.5%
2018	3.6%	-3.2%	-1.5%	0.3%	2.2%	1.5%	3.6%	3.1%	1.6%	-4.4%	1.4%	-9.8%	-1.7%
2017												2.0%	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

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022			0.12			0.17							0.29
2021			0.12			0.11			0.16			0.09	0.48
2020			0.10			0.12			0.18			0.19	0.59
2019			0.06			0.13			0.13			0.19	0.51
2018			0.06			0.01			0.14			0.14	0.35
	0.00	0.00	0.47	0.00	0.00	0.53	0.00	0.00	0.60	0.00	0.00	0.61

Sectors and Top Holdings

Security	% Assets
Top 0 Weights	0.00%

Compare with similar ETFs

	OMFL	ETHO	IUS	PXLG	SIXS	SPGP
Product name	Oppenheimer Russell 1000 Dynamic Multifactor ETF	Etho Climate Leadership US ETF	Invesco Strategic US ETF	PowerShares Russell Top 200 Pure Growth Portfolio ETF	6 Meridian Small Cap Equity ETF	Invesco S&P 500 GARP ETF
Issuer	Invesco	Etho Capital	Invesco	N/A	Meridian	Invesco
Price	$40.45	$46.974	$34.43	$76.4	$38.676	$76.4
Expense Ratio	0.29%	0.48%	0.19%	0.39%	1%	0.36%
Average Spread	0.074%	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
Shares	37,332,796	3,034,772	4,700,920	0	1,246,849	7,043,984
Average Daily Volume	185,443	4,723	52,554	160,673	740	160,673
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2017-11-08	2015-11-18	2018-09-12	2011-06-16	2020-05-11	2011-06-16
Index Tracked	Russell 1000 Invesco Dynamic Multifactor Index	Etho Climate Leadership Index - US	Invesco Strategic U.S. Index	S&P 500 GARP Index	No Underlying Index	S&P 500 GARP Index
Category	Large Cap Blend Equities	All Cap Equities	Large Cap Blend Equities	Large Cap Growth Equities	Small Cap Blend Equities	Large Cap Growth Equities
Asset Class	Equity	Equity	Equity	Equity	Equity	Equity
Asset Class Size	Large/Mid Caps	Large/Mid Caps	Large Caps	Large Caps	Mid/Small Caps	Large Caps
Value or Growth	Blend	Blend	Blend	Growth	Blend	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.	U.S.
Annual Dividend Rate	$0.386	$0.469	$0.684	$0.901	$0.598	$0.901
Annual Dividend Yield	0.010%	0.010%	0.020%	0.012%	0.015%	0.012%
Number of Holdings	655	265	544	75	88	75
YTD Return	-19.67%	-26.57%	-13.93%	-20.55%	-24.88%	-20.55%
Beta	1.06	1.07	0.90	1.09	1.15	1.09
Upside Beta	0.72	0.70	0.64	0.13	0.82	0.13
Downside Beta	0.59	0.00	0.66	-0.29	-0.08	-0.29
Volatility 1Y	21.98%	25.64%	20.14%	22.32%	20.97%	22.32%
Sharpe Ratio 3Y	0.65	0.36	0.92	0.64	0.00	0.64
Treynor Ratio 3Y	0.01	0.01	0.01	0.01	0.00	0.01

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