Columbia Research Enhanced Value ETF (REVS)

Description

The investment seeks to track the performance of the Beta Advantage Research Enhanced U.S. Value Index. The REVS ETF contains 302 constituents. It is focused on value holdings in the North America region.

Price $18.64 as of 2022-10-20

Cost/Risk/Yield

Dividend yield1.35%
Expense ratio0.19%
Average spread0.322%
1Y roundtrip cost0.512%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-1.3%-1.4%2.9%-4.7%2.0%-8.7%5.4%-1.8%-8.8%4.0%-12.4%
2021-0.0%5.2%7.5%3.8%3.0%-0.9%1.1%2.8%-3.9%4.1%-3.2%6.6%26.1%
2020-2.1%-10.6%-15.7%14.4%1.2%-0.7%3.1%4.4%-3.2%-1.9%13.3%3.3%5.4%
20192.0%2.5%2.8%7.3%
-3.5%-6.8%-5.3%13.5%6.1%-10.4%9.6%5.4%-15.9%8.2%12.6%12.7%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20210.250.25
20204.674.67
20190.150.15
0.000.000.000.000.000.000.000.000.000.000.005.07

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

REVS HKND INFL IVRA IWDL SCDL
Product nameColumbia Research Enhanced Value ETFHumankind US Stock ETFDB US Inflation ETNInvesco Real Assets ESG ETFETRACS 2x Leveraged MSCI US Quality Factor TR ETNETRACS 2x Leveraged U.S. Dividend Factor TR ETN
IssuerColumbiaHumankindHorizonsInvescoETRACSETRACS
Price$18.635$24.86$28.72$12.3051$24.583$27.938
Expense Ratio0.19%better0.11%worse0.85%worse0.59%worse0.95%worse0.95%
Average Spread0.322%0.241%0.139%0.650%0.203%0.179%
AUM$9,710,330$91,843,900$808,297,000$1,636,320$24,796,200$27,599,700
Shares521,0803,694,44428,144,036132,9791,008,671987,892
Average Daily Volume2,26311,552218,3401,453233283
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2019-09-252021-02-242021-01-112020-12-222021-02-052021-02-04
Index TrackedBeta Advantage Research Enhanced U.S. Value IndexHumankind US Equity Index - Benchmark TR GrossNo Underlying IndexNo Underlying IndexRussell 1000 ValueDow Jones U.S. Dividend 100 Index
CategoryLarge Cap Value EquitiesAll Cap EquitiesGlobal Equitiesn/aLeveraged EquitiesLeveraged Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge/Mid CapsLarge/Mid CapsLarge/Mid/Small Caps
Value or GrowthValueGrowthValue
RegionNorth AmericaNorth AmericaNorth America
CountriesU.S.U.S.BroadBroadU.S.U.S.
Annual Dividend Rate$0.252$0.448$0.564$0.647$0$0
Annual Dividend Yield0.014%0.018%0.020%0.053%0.000%0.000%
Number of Holdings302991370
YTD Return-12.78%-15.32%-6.59%-17.57%-31.06%-27.88%
Beta0.550.730.470.611.571.21
Upside Beta0.47-0.080.260.22-0.210.09
Downside Beta-0.16-0.350.00-0.19-0.84-0.50
Volatility 1Y19.05%18.68%21.91%20.85%39.61%35.69%
Sharpe Ratio 3Y0.400.000.000.000.000.00
Treynor Ratio 3Y0.010.000.000.000.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew