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 |
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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 |