Momentumshares U.S. Quantitative Momentum ETF (QMOM)
Description
The investment seeks to track the performance of the Alpha Architect Quantitative Momentum Index. The QMOM ETF contains 50 constituents. It is focused on growth holdings in the North America region.
Price $48.11 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 0.13% |
| Expense ratio | 0.49% |
| Average spread | 0.166% |
| 1Y roundtrip cost | 0.656% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -6.4% | 1.1% | 4.1% | -5.8% | 3.7% | -12.0% | 9.5% | 3.0% | -7.8% | 8.9% | -1.7% | ||
| 2021 | 10.4% | -1.9% | -7.9% | 2.3% | -6.0% | 2.3% | -5.0% | 4.0% | -2.9% | 6.5% | -3.0% | -1.2% | -2.5% |
| 2020 | 6.1% | -6.3% | -19.2% | 18.4% | 12.3% | 3.0% | 12.9% | 3.9% | 0.6% | -4.2% | 18.2% | 10.2% | 55.9% |
| 2019 | 12.1% | 3.5% | 0.7% | 3.3% | -2.7% | 5.8% | 5.5% | -1.1% | -8.3% | 1.3% | 7.7% | -1.1% | 26.8% |
| 2018 | 7.1% | -2.3% | -0.1% | -2.3% | 7.2% | -2.1% | 1.1% | 9.2% | 0.4% | -16.2% | -3.3% | -8.3% | -9.6% |
| 2017 | 3.4% | 1.8% | -1.6% | -0.2% | -2.6% | -0.3% | 5.2% | -0.3% | 4.5% | 3.5% | 3.7% | -1.9% | 15.3% |
| 2016 | -8.0% | 0.3% | 3.7% | 0.5% | 3.0% | -1.1% | 6.1% | -1.7% | 2.1% | -3.3% | 5.1% | -1.1% | 5.6% |
| 24.6% | -3.7% | -20.2% | 16.2% | 14.9% | -4.4% | 35.3% | 17.1% | -11.5% | -3.6% | 28.3% | -3.5% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 0.06 | 0.06 | |||||||||||
| 2020 | 0.04 | 0.04 | |||||||||||
| 2019 | 0.00 | 0.00 | |||||||||||
| 2018 | 0.01 | 0.01 | |||||||||||
| 2017 | 0.01 | 0.03 | 0.04 | ||||||||||
| 2016 | 0.03 | 0.01 | 0.04 | 0.08 | |||||||||
| 0.00 | 0.00 | 0.06 | 0.00 | 0.00 | 0.05 | 0.00 | 0.00 | 0.01 | 0.00 | 0.00 | 0.12 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Asana, Inc. Class A | 3.36% |
| Bill.com Holdings, Inc. | 2.59% |
| Signet Jewelers Limited | 2.40% |
| SVB Financial Group | 2.39% |
| Targa Resources Corp. | 2.38% |
| Olin Corporation | 2.38% |
| SeaWorld Entertainment, Inc. | 2.37% |
| Revolve Group, Inc Class A | 2.37% |
| Denbury Inc. | 2.36% |
| Western Alliance Bancorp | 2.28% |
| Generac Holdings Inc. | 2.24% |
| Blackstone Inc. | 2.18% |
| Dillard\'s, Inc. Class A | 2.16% |
| Crocs, Inc. | 2.16% |
| Evercore Inc Class A | 2.10% |
| Top 15 Weights | 35.72% |
Compare with similar ETFs
| QMOM | FCVT | FPX | ICVT | IPO | XKCP | |
|---|---|---|---|---|---|---|
| Product name | Momentumshares U.S. Quantitative Momentum ETF | First Trust SSI Strategic Convertible Securities ETF | First Trust US IPO Index Fund | iShares Convertible Bond ETF | Renaissance IPO ETF | SPDR Kensho Clean Power ETF |
| Issuer | Alpha Architect | First Trust | First Trust | iShares | Renaissance | N/A |
| Price | $48.11 | $31.24 | $82.92 | $69.13 | $27.62 | $77.34 |
| Expense Ratio | 0.49% |  0.95% | 0.57% |  0.2% | 0.6% | 0.45% |
| Average Spread | 0.166% | 0.704% | 0.109% | 0.072% | 0.181% | 0.155% |
| AUM | $84,122,800 | $181,545,000 | $1,313,210,000 | $1,274,420,000 | $203,644,000 | $0 |
| Shares | 1,748,552 | 5,811,299 | 15,837,077 | 18,435,144 | 7,373,065 | 0 |
| Average Daily Volume | 14,410 | 45,953 | 49,441 | 261,930 | 43,923 | 25,650 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2015-12-02 | 2015-11-03 | 2006-04-12 | 2015-06-02 | 2013-10-14 | 2018-10-22 |
| Index Tracked | Alpha Architect Quantitative Momentum Index | No Underlying Index | IPOX-100 U.S. Index | Bloomberg U.S. Convertible Cash Pay Bond > $250MM Index | Renaissance IPO Index | S&P Kensho Clean Power Index |
| Category | All Cap Equities | Preferred Stock/Convertible Bonds | Large Cap Growth Equities | Preferred Stock/Convertible Bonds | All Cap Equities | Alternative Energy Equities |
| Asset Class | Equity | Bond | Equity | Bond | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid/Small Caps | ||
| Value or Growth | Growth | Growth | Growth | Blend | ||
| Region | North America | North America | North America | North America | ||
| Countries | U.S. | U.S. | U.S. | U.S. | Broad | Broad |
| Annual Dividend Rate | $0.063 | $10.221 | $0.347 | $7.149 | $0 | $1.196 |
| Annual Dividend Yield | 0.001% | 0.327% | 0.004% | 0.103% | 0.000% | 0.015% |
| Number of Holdings | 50 | 0 | 103 | 0 | 72 | 42 |
| YTD Return | -4.12% | -22.22% | -32.05% | -21.62% | -52.25% | -13.52% |
| Beta | 1.37 | 0.73 | 1.10 | 0.83 | 1.38 | 1.42 |
| Upside Beta | 0.89 | 0.45 | 0.16 | 0.45 | 0.48 | 0.91 |
| Downside Beta | 0.09 | -0.02 | -0.13 | -0.06 | -0.27 | 1.23 |
| Volatility 1Y | 29.09% | 18.35% | 32.52% | 18.84% | 52.88% | 38.72% |
| Sharpe Ratio 3Y | 0.93 | 0.73 | 0.11 | 0.78 | -0.09 | 1.38 |
| Treynor Ratio 3Y | 0.02 | 0.01 | 0.00 | 0.01 | 0.00 | 0.03 |