ValueShares U.S. Quantitative Value ETF (QVAL)
Description
The investment seeks to track the performance of the Alpha Architect Quantitative Value Index. The QVAL ETF contains 49 constituents. It is focused on blend holdings in the North America region.
Price $31.84 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.99% |
| Expense ratio | 0.49% |
| Average spread | 0.157% |
| 1Y roundtrip cost | 0.647% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -5.7% | 2.4% | 2.0% | -4.2% | 3.0% | -16.7% | 12.1% | -3.4% | -9.6% | 9.0% | -10.9% | ||
| 2021 | 6.4% | -0.4% | 9.8% | 3.7% | 2.1% | -0.2% | 1.3% | 3.6% | -4.9% | 5.1% | -0.0% | 4.2% | 30.7% |
| 2020 | -6.3% | -11.3% | -28.1% | 16.1% | 4.6% | 2.5% | 4.2% | 4.2% | 0.8% | -3.0% | 15.0% | 3.7% | 2.3% |
| 2019 | 14.5% | 1.9% | -1.5% | 4.3% | -14.0% | 9.5% | 1.4% | -7.5% | 6.4% | 5.2% | 3.2% | 1.4% | 24.8% |
| 2018 | 5.4% | -3.2% | -3.5% | -1.5% | 3.1% | 1.7% | 2.4% | 1.5% | -3.8% | -7.5% | 0.8% | -12.8% | -17.3% |
| 2017 | 0.4% | 1.6% | 0.8% | 1.4% | -2.9% | 2.4% | 1.0% | -0.7% | 6.3% | -0.3% | 10.2% | 3.3% | 23.6% |
| 2016 | -7.2% | 6.0% | 7.4% | -3.9% | -3.1% | -1.8% | 6.9% | 1.8% | 0.0% | -2.2% | 8.9% | 0.7% | 13.3% |
| 2015 | -2.0% | 8.5% | -0.2% | 0.4% | -0.3% | -3.4% | -4.7% | -3.9% | -5.0% | 4.7% | -2.0% | -5.6% | -13.5% |
| 2014 | 1.3% | -0.4% | 0.9% | ||||||||||
| 5.6% | 5.4% | -13.2% | 16.3% | -7.5% | -6.0% | 24.6% | -4.4% | -9.7% | 11.1% | 37.4% | -5.6% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.06 | 0.20 | 0.10 | 0.36 | |||||||||
| 2021 | 0.10 | 0.04 | 0.04 | 0.28 | 0.46 | ||||||||
| 2020 | 0.07 | 0.12 | 0.06 | 0.27 | 0.52 | ||||||||
| 2019 | 0.09 | 0.15 | 0.13 | 0.25 | 0.60 | ||||||||
| 2018 | 0.05 | 0.10 | 0.08 | 0.18 | 0.41 | ||||||||
| 2017 | 0.07 | 0.08 | 0.07 | 0.11 | 0.33 | ||||||||
| 2016 | 0.06 | 0.08 | 0.09 | 0.23 | |||||||||
| 2015 | 0.07 | 0.06 | 0.08 | 0.10 | 0.30 | ||||||||
| 2014 | 0.04 | 0.04 | |||||||||||
| 0.00 | 0.00 | 0.50 | 0.00 | 0.00 | 0.81 | 0.00 | 0.00 | 0.64 | 0.00 | 0.00 | 1.31 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| APA Corp. | 2.56% |
| Macy\'s Inc | 2.46% |
| Westlake Chemical Corporation | 2.25% |
| Dillard\'s, Inc. Class A | 2.25% |
| Signet Jewelers Limited | 2.23% |
| Freeport-McMoRan, Inc. | 2.21% |
| Lear Corporation | 2.19% |
| HP Inc. | 2.18% |
| Best Buy Co., Inc. | 2.17% |
| Atkore Inc | 2.10% |
| BorgWarner Inc. | 2.09% |
| General Motors Company | 2.08% |
| United States Steel Corporation | 2.08% |
| Bath & Body Works, Inc. | 2.07% |
| Tyson Foods, Inc. Class A | 2.04% |
| Top 15 Weights | 32.96% |
Compare with similar ETFs
| QVAL | FBCV | HDIV | HSMV | KOKU | STLV | |
|---|---|---|---|---|---|---|
| Product name | ValueShares U.S. Quantitative Value ETF | Fidelity Blue Chip Value ETF | High Dividend Yield ETF | First Trust Horizon Managed Volatility Small/Mid ETF | Xtrackers MSCI Kokusai Equity ETF | iShares Factors US Value Style ETF |
| Issuer | Alpha Architect | Fidelity | QRAFT | First Trust | Xtrackers | iShares |
| Price | $31.84 | $26.75 | $27.983 | $28.7342 | $65.6427 | $24.731 |
| Expense Ratio | 0.49% |  0.59% | 0.75% | 0.8% |  0.09% | 0.25% |
| Average Spread | 0.157% | 0.262% | 0.250% | 0.139% | 0.396% | 0.162% |
| AUM | $199,380,000 | $92,203,700 | $4,893,700 | $12,935,000 | $509,156,000 | $6,121,540 |
| Shares | 6,261,937 | 3,446,866 | 174,881 | 450,161 | 7,756,477 | 247,525 |
| Average Daily Volume | 38,597 | 19,697 | 680 | 879 | 340 | 217 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2014-10-22 | 2020-06-03 | 2020-02-27 | 2020-04-06 | 2020-04-08 | 2020-01-14 |
| Index Tracked | Alpha Architect Quantitative Value Index | No Underlying Index | No Underlying Index | No Underlying Index | MSCI Kokusai Index | Russell US Large Cap Factors Value Style Index |
| Category | All Cap Equities | Large Cap Blend Equities | Large Cap Growth Equities | Small Cap Blend Equities | Large Cap Growth Equities | All Cap Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large Caps | Mid Caps | Large Caps | Large/Mid Caps | |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | Value |
| Region | North America | Europe | North America | North America | North America | North America |
| Countries | U.S. | U.S. | U.S. | U.S. | Broad | U.S. |
| Annual Dividend Rate | $0.633 | $0.977 | $0.694 | $0.37 | $1.633 | $0.733 |
| Annual Dividend Yield | 0.020% | 0.037% | 0.025% | 0.013% | 0.025% | 0.030% |
| Number of Holdings | 49 | 78 | 102 | 200 | 1248 | 199 |
| YTD Return | -13.47% | -8.06% | -11.75% | -16.59% | -23.46% | -15.98% |
| Beta | 1.00 | 0.82 | 0.77 | 0.90 | 0.95 | 0.92 |
| Upside Beta | 0.41 | 0.59 | 0.63 | 0.63 | 0.50 | 0.68 |
| Downside Beta | -0.24 | 0.07 | 0.18 | 0.00 | -0.18 | 0.08 |
| Volatility 1Y | 29.94% | 18.14% | 15.77% | 18.99% | 22.00% | 19.30% |
| Sharpe Ratio 3Y | 0.25 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Treynor Ratio 3Y | 0.01 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |