ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL)

Description

The investment seeks to track the performance of the MSCI USA Sector Neutral Quality Index. The QULL ETF contains constituents. It is focused on holdings in the region.

Price $19.45 as of 2022-10-20

Cost/Risk/Yield

Dividend yield
Expense ratio0.95%
Average spread0.257%
1Y roundtrip cost1.207%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-13.3%-9.0%8.8%-16.8%-0.5%-20.2%19.1%-9.7%-19.8%3.9%-57.6%
20219.0%9.1%2.1%6.4%6.3%5.6%-12.3%15.3%-1.4%6.6%46.7%
-13.3%-9.0%17.7%-7.7%1.6%-13.7%25.4%-4.1%-32.1%19.2%-1.4%6.6%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
0.000.000.000.000.000.000.000.000.000.000.000.00

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

QULL FQAL JQUA OVL QLV QUAL
Product nameETRACS 2x Leveraged MSCI US Quality Factor TR ETNFidelity Quality Factor ETFJPMorgan U.S. Quality Factor ETFOverlay Shares Large Cap Equity ETFFlexShares US Quality Low Volatility Index FundiShares MSCI USA Quality Factor ETF
IssuerETRACSFidelityJPMorganOverlay SharesFlexSharesiShares
Price$19.451$42.4051$35.9$29.254$47.119$106.05
Expense Ratio0.95%better0.29%better0.12%better0.79%better0.22%better0.15%
Average Spread0.257%0.118%0.056%0.513%0.064%0.009%
AUM$19,084,800$179,312,000$322,657,000$153,194,000$138,124,000$18,204,300,000
Shares981,1724,228,5398,987,6605,236,6722,931,382171,658,075
Average Daily Volume1,02029,688157,94018,1106,5701,422,490
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2021-02-052016-09-122017-11-082019-09-302019-07-152013-07-18
Index TrackedMSCI USA Sector Neutral Quality IndexFidelity U.S. Quality Factor IndexJ.P. Morgan US Quality Factor IndexNo Underlying IndexNorthern Trust Quality Low Volatility IndexMSCI USA Sector Neutral Quality Index
CategoryLeveraged EquitiesLarge Cap Growth EquitiesLarge Cap Growth EquitiesLarge Cap Growth EquitiesVolatility Hedged EquityLarge Cap Growth Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge CapsLarge/Mid CapsLarge CapsLarge CapsLarge Caps
Value or GrowthGrowthGrowthBlendBlendGrowth
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.S.U.S.U.S.U.S.U.S.U.S.
Annual Dividend Rate$0$0.364$0.485$1.439$0.697$1.741
Annual Dividend Yield0.000%0.009%0.014%0.049%0.015%0.016%
Number of Holdings127263498107122
YTD Return-49.22%-23.85%-20.54%-26.05%-16.16%-26.32%
Beta2.090.960.931.060.830.99
Upside Beta-0.820.600.590.580.550.28
Downside Beta-1.300.180.580.070.37-0.23
Volatility 1Y50.37%21.88%21.02%24.85%17.72%24.02%
Sharpe Ratio 3Y0.000.490.560.490.450.33
Treynor Ratio 3Y0.000.010.010.010.010.01

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew