Product name | Overlay Shares Foreign Equity ETF | iShares MSCI EAFE Minimum Volatility ETF | Goldman Sachs MarketBeta International Equity ETF | Hartford Multifactor Low Volatility International Equity ETF | FlexShares Developed Markets ex-US Quality Low Volatility Index Fund | USAA MSCI International Value Momentum Blend Index ETF |
Issuer | Overlay Shares | iShares | Goldman Sachs | N/A | FlexShares | VictoryShares |
Price | $18.948 | $57.28 | $41.1799 | $21.872 | $21.469 | $36.293 |
Expense Ratio | 0.95% | 0.2% | 0.2% | 0.29% | 0.32% | 0.35% |
Average Spread | 0.369% | 0.017% | 0.267% | 0.503% | 0.140% | 0.193% |
AUM | $6,076,620 | $6,110,210,000 | $254,882,000 | $0 | $57,915,300 | $258,789,000 |
Shares | 320,700 | 106,672,713 | 6,189,481 | 0 | 2,697,625 | 7,130,539 |
Average Daily Volume | 2,047 | 2,819,280 | 6,273 | 3,297 | 5,150 | 8,333 |
Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
Inception Date | 2019-09-30 | 2011-10-18 | 2020-05-12 | 2017-05-10 | 2019-07-15 | 2017-10-24 |
Index Tracked | No Underlying Index | MSCI EAFE Minimum Volatility Index | Solactive GBS Developed Markets ex North America Large & Mid Cap Index | Hartford Multifactor Diversified International Index | Northern Trust Developed Markets ex-US Quality Low Volatility Index | MSCI World ex USA Select Value Momentum Blend Index |
Category | Foreign Large Cap Equities | Foreign Large Cap Equities | Foreign Large Cap Equities | Volatility Hedged Equity | Volatility Hedged Equity | Foreign Large Cap Equities |
Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid/Small Caps | Large/Mid Caps | Large/Mid Caps |
Value or Growth | Blend | Blend | Blend | Blend | Blend | Blend |
Region | Asia-Pacific | Europe | Europe | Asia-Pacific | Europe | Europe |
Countries | Broad | EAFE | Broad | Broad | Broad | Broad |
Annual Dividend Rate | $1.162 | $1.743 | $1.188 | $1.331 | $0.776 | $1.254 |
Annual Dividend Yield | 0.061% | 0.030% | 0.029% | 0.061% | 0.036% | 0.035% |
Number of Holdings | 548 | 259 | 979 | 319 | 179 | 280 |
YTD Return | -27.31% | -24.12% | -25.76% | -22.42% | -21.85% | -24.32% |
Beta | 0.42 | 0.59 | 0.75 | 0.31 | 0.50 | 0.16 |
Upside Beta | 0.20 | -0.08 | 0.30 | 0.13 | 0.28 | -0.09 |
Downside Beta | -0.65 | -0.27 | -0.49 | -0.16 | -0.38 | -0.40 |
Volatility 1Y | 15.89% | 14.52% | 20.09% | 16.05% | 14.25% | 19.28% |
Sharpe Ratio 3Y | -0.63 | -0.67 | 0.00 | -0.39 | -0.45 | -0.43 |
Treynor Ratio 3Y | -0.02 | -0.01 | 0.00 | -0.02 | -0.01 | -0.04 |