Oppenheimer Russell 2000 Dynamic Multifactor ETF

Oppenheimer Russell 2000 Dynamic Multifactor ETF (OMFS)

Description

The investment seeks to track the performance of the Russell 2000 Invesco Dynamic Multifactor Index. The OMFS ETF contains 1094 constituents. It is focused on blend holdings in the North America region.

Price $32.93 as of 2022-10-20

Cost/Risk/Yield

Dividend yield	1.06%
Expense ratio	0.39%
Average spread	0.243%
1Y roundtrip cost	0.633%

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	-8.1%	0.5%	0.2%	-6.4%	2.0%	-9.7%	8.7%	-4.5%	-8.6%	4.2%			-21.8%
2021	9.1%	6.4%	3.2%	1.5%	2.0%	2.1%	-4.9%	2.4%	-1.9%	5.4%	-1.8%	2.8%	26.2%
2020	-7.9%	-10.2%	-19.4%	11.6%	5.3%	1.3%	0.1%	9.0%	-4.5%	3.6%	24.1%	8.2%	21.2%
2019	9.5%	4.6%	-1.6%	3.6%	-6.0%	6.1%	0.6%	-5.0%	5.6%	0.8%	3.3%	3.9%	25.4%
2018	2.0%	-3.3%	-0.4%	1.9%	5.2%	0.1%	2.1%	3.6%	-2.4%	-5.9%	1.8%	-12.7%	-8.0%
2017												-1.7%	-1.7%
	4.7%	-2.0%	-18.0%	12.1%	8.5%	-0.1%	6.6%	5.4%	-11.9%	8.1%	27.4%	0.4%

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			0.11			0.16							0.26
2021			0.07			0.06			0.06			0.09	0.28
2020			0.10			0.08			0.08			0.10	0.35
2019			0.09			0.10			0.09			0.10	0.37
2018			0.03			0.06			0.14			0.12	0.35
	0.00	0.00	0.39	0.00	0.00	0.45	0.00	0.00	0.37	0.00	0.00	0.41

Sectors and Top Holdings

Security	% Assets
Top 0 Weights	0.00%

Compare with similar ETFs

	OMFS	GSSC	JPSE	OVS	SSLY	TPSC
Product name	Oppenheimer Russell 2000 Dynamic Multifactor ETF	Goldman Sachs ActiveBeta U.S. Small Cap Equity ETF	JPMorgan Diversified Return U.S. Small Cap Equity ETF	Overlay Shares Small Cap Equity ETF	Syntax Stratified SmallCap ETF	Timothy Plan US Small Cap Core ETF
Issuer	Invesco	Goldman Sachs	JPMorgan	Overlay Shares	Syntax	Timothy
Price	$32.93	$52.0999	$36.69	$27.559	$38.743	$28.93
Expense Ratio	0.39%	0.2%	0.29%	0.83%	0.4%	0.52%
Average Spread	0.243%	0.250%	0.191%	0.363%	0.336%	0.277%
AUM	$112,595,000	$343,127,000	$143,053,000	$5,391,200	$16,088,000	$43,769,800
Shares	3,419,220	6,585,942	3,898,964	195,624	415,250	1,512,956
Average Daily Volume	24,903	55,795	43,482	1,153	433	12,770
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	2017-06-28	2016-11-15	2019-09-30	2020-05-28	2019-12-02
Index Tracked	Russell 2000 Invesco Dynamic Multifactor Index	Goldman Sachs ActiveBeta U.S. Small Cap Equity Index	JP Morgan Diversified Factor US Small Cap Equity Index	No Underlying Index	Syntax Stratified SmallCap Index	Victory US Small Cap Volatility Weighted BRI Index
Category	Small Cap Value Equities	Small Cap Growth Equities	Small Cap Growth Equities	Small Cap Blend Equities	Small Cap Blend Equities	Small Cap Blend Equities
Asset Class	Equity	Equity	Equity	Equity	Equity	Equity
Asset Class Size	Mid/Small/Micro Caps	Mid/Small Caps	Mid/Small Caps	Mid/Small Caps	Mid/Small Caps	Mid/Small Caps
Value or Growth	Blend	Blend	Blend	Blend	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	$0.349	$0.744	$0.436	$1.352	$3.579	$0.323
Annual Dividend Yield	0.011%	0.014%	0.012%	0.049%	0.092%	0.011%
Number of Holdings	1094	1387	629	601	601	463
YTD Return	-21.17%	-21.07%	-19.87%	-24.45%	-23.10%	-18.00%
Beta	1.16	1.10	1.11	1.24	1.17	1.13
Upside Beta	0.77	0.62	0.69	0.93	0.67	0.93
Downside Beta	0.52	0.40	0.23	0.03	-0.37	0.18
Volatility 1Y	24.28%	24.50%	24.40%	26.55%	25.32%	23.24%
Sharpe Ratio 3Y	0.38	0.31	0.39	0.25	0.00	0.00
Treynor Ratio 3Y	0.01	0.01	0.01	0.00	0.00	0.00

Securities Database