RAFI ESG U.S. ETF (RAFE)
Description
The investment seeks to track the performance of the RAFI ESG US Index. The RAFE ETF contains 282 constituents. It is focused on blend holdings in the North America region.
Price $26.18 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 2.18% |
| Expense ratio | 0.3% |
| Average spread | 0.458% |
| 1Y roundtrip cost | 0.758% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -2.6% | -3.5% | 1.7% | -6.2% | 1.5% | -8.2% | 5.8% | -3.4% | -9.2% | 3.6% | -20.5% | ||
| 2021 | 0.4% | 5.3% | 7.0% | 3.3% | 3.1% | -0.9% | 1.0% | 2.0% | -3.6% | 5.4% | -1.6% | 5.8% | 27.2% |
| 2020 | -2.9% | -10.3% | -14.6% | 13.1% | 1.8% | 0.1% | 2.9% | 5.4% | -2.1% | -2.7% | 14.1% | 4.3% | 9.0% |
| -5.2% | -8.5% | -5.9% | 10.2% | 6.4% | -9.0% | 9.6% | 4.0% | -14.9% | 6.3% | 12.5% | 10.1% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.14 | 0.15 | 0.14 | 0.43 | |||||||||
| 2021 | 0.09 | 0.11 | 0.13 | 0.14 | 0.47 | ||||||||
| 2020 | 0.19 | 0.13 | 0.14 | 0.15 | 0.61 | ||||||||
| 2019 | 0.02 | 0.02 | |||||||||||
| 0.00 | 0.00 | 0.00 | 0.42 | 0.00 | 0.00 | 0.39 | 0.00 | 0.00 | 0.41 | 0.00 | 0.31 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Microsoft Corporation | 5.79% |
| Wells Fargo & Company | 4.09% |
| Bank of America Corp | 3.30% |
| Johnson & Johnson | 2.93% |
| Intel Corporation | 2.74% |
| Cisco Systems, Inc. | 2.64% |
| Apple Inc. | 2.63% |
| AT&T Inc. | 2.32% |
| Verizon Communications Inc. | 2.19% |
| Merck & Co., Inc. | 2.09% |
| Procter & Gamble Company | 2.00% |
| JPMorgan Chase & Co. | 1.77% |
| UnitedHealth Group Incorporated | 1.67% |
| Oracle Corporation | 1.62% |
| Ford Motor Company | 1.56% |
| Top 15 Weights | 39.34% |
Compare with similar ETFs
| RAFE | FNDX | JVAL | PRF | QSY | YPS | |
|---|---|---|---|---|---|---|
| Product name | RAFI ESG U.S. ETF | Schwab Fundamental U.S. Large Company Index ETF | JPMorgan U.S. Value Factor ETF | PowerShares FTSE RAFI US 1000 Portfolio ETF | WisdomTree U.S. Quality Shareholder Yield Fund | Arrow Reverse Cap 500 ETF |
| Issuer | PIMCO | Schwab | JPMorgan | Invesco | WisdomTree | ArrowShares |
| Price | $26.18 | $50.16 | $30.81 | $144.6 | $53.0702 | $19.258 |
| Expense Ratio | 0.3% |  0.25% | 0.12% |  0.39% | 0.38% | 0.29% |
| Average Spread | 0.458% | 0.040% | 0.065% | 0.035% | 0.188% | 0.312% |
| AUM | $17,458,700 | $7,165,050,000 | $329,484,000 | $4,787,650,000 | $73,004,400 | $18,150,100 |
| Shares | 666,873 | 142,843,892 | 10,694,074 | 33,109,589 | 1,375,619 | 942,472 |
| Average Daily Volume | 3,577 | 785,877 | 128,273 | 239,247 | 9,156 | 657 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2019-12-18 | 2013-08-15 | 2017-11-08 | 2005-12-19 | 2007-02-23 | 2017-10-31 |
| Index Tracked | RAFI ESG US Index | Russell RAFI U.S. Large Company Index | J.P. Morgan U.S. Value Factor Index | FTSE RAFI US 1000 | No Underlying Index | Reverse Cap Weighted U.S. Large Cap Index |
| Category | Large Cap Blend Equities | Large Cap Blend Equities | Large Cap Value Equities | Large Cap Blend Equities | All Cap Equities | n/a |
| Asset Class | Multi-Asset | Equity | Equity | Equity | Equity | |
| Asset Class Size | Large Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps |
| Value or Growth | Blend | Blend | Value | Blend | Blend | |
| Region | North America | North America | North America | North America | North America | North America |
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | |
| Annual Dividend Rate | $0.57 | $1.087 | $0.587 | $3.124 | $0 | $0 |
| Annual Dividend Yield | 0.022% | 0.022% | 0.019% | 0.022% | 0.000% | 0.000% |
| Number of Holdings | 282 | 721 | 341 | 982 | 128 | 493 |
| YTD Return | -19.68% | -13.12% | -19.10% | -14.51% | -16.25% | -20.61% |
| Beta | 0.94 | 0.97 | 0.97 | 1.03 | 0.70 | 1.00 |
| Upside Beta | 0.71 | 0.30 | 0.64 | 0.15 | -0.25 | 0.63 |
| Downside Beta | 0.07 | -0.21 | 0.46 | -0.06 | -0.29 | 0.46 |
| Volatility 1Y | 19.84% | 20.03% | 21.34% | 20.06% | 21.58% | 22.82% |
| Sharpe Ratio 3Y | 0.00 | 0.70 | 0.40 | 0.56 | -0.66 | 0.32 |
| Treynor Ratio 3Y | 0.00 | 0.01 | 0.01 | 0.01 | -0.02 | 0.01 |