Product name | ETRACS 2x Leveraged MSCI US Quality Factor TR ETN | Fidelity Quality Factor ETF | JPMorgan U.S. Quality Factor ETF | Overlay Shares Large Cap Equity ETF | FlexShares US Quality Low Volatility Index Fund | iShares MSCI USA Quality Factor ETF |
Issuer | ETRACS | Fidelity | JPMorgan | Overlay Shares | FlexShares | iShares |
Price | $19.451 | $42.4051 | $35.9 | $29.254 | $47.119 | $106.05 |
Expense Ratio | 0.95% | 0.29% | 0.12% | 0.79% | 0.22% | 0.15% |
Average Spread | 0.257% | 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 |
Shares | 981,172 | 4,228,539 | 8,987,660 | 5,236,672 | 2,931,382 | 171,658,075 |
Average Daily Volume | 1,020 | 29,688 | 157,940 | 18,110 | 6,570 | 1,422,490 |
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Inception Date | 2021-02-05 | 2016-09-12 | 2017-11-08 | 2019-09-30 | 2019-07-15 | 2013-07-18 |
Index Tracked | MSCI USA Sector Neutral Quality Index | Fidelity U.S. Quality Factor Index | J.P. Morgan US Quality Factor Index | No Underlying Index | Northern Trust Quality Low Volatility Index | MSCI USA Sector Neutral Quality Index |
Category | Leveraged Equities | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities | Volatility Hedged Equity | Large Cap Growth Equities |
Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
Asset Class Size | | Large Caps | Large/Mid Caps | Large Caps | Large Caps | Large Caps |
Value or Growth | | Growth | Growth | Blend | Blend | Growth |
Region | | 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 | $0.364 | $0.485 | $1.439 | $0.697 | $1.741 |
Annual Dividend Yield | 0.000% | 0.009% | 0.014% | 0.049% | 0.015% | 0.016% |
Number of Holdings | | 127 | 263 | 498 | 107 | 122 |
YTD Return | -49.22% | -23.85% | -20.54% | -26.05% | -16.16% | -26.32% |
Beta | 2.09 | 0.96 | 0.93 | 1.06 | 0.83 | 0.99 |
Upside Beta | -0.82 | 0.60 | 0.59 | 0.58 | 0.55 | 0.28 |
Downside Beta | -1.30 | 0.18 | 0.58 | 0.07 | 0.37 | -0.23 |
Volatility 1Y | 50.37% | 21.88% | 21.02% | 24.85% | 17.72% | 24.02% |
Sharpe Ratio 3Y | 0.00 | 0.49 | 0.56 | 0.49 | 0.45 | 0.33 |
Treynor Ratio 3Y | 0.00 | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 |