Lattice Global Small Cap Strategy ETF

Lattice Global Small Cap Strategy ETF (ROGS)

Description

The investment seeks to track the performance of the Hartford Multifactor Small Cap Index. The ROGS ETF contains 330 constituents. It is focused on blend holdings in the North America region.

Price $33.93 as of 2022-10-20

Cost/Risk/Yield

Dividend yield	2.43%
Expense ratio	0.34%
Average spread	0.354%
1Y roundtrip cost	0.694%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022	-6.8%	1.3%	0.5%	-6.7%	2.8%	-7.8%	10.4%	-4.6%	-8.9%	4.9%			-15.1%
2021	5.3%	7.8%	5.6%	0.6%	2.7%	1.0%	-0.9%	1.4%	-3.4%	3.4%	0.6%	3.8%	28.1%
2020	-5.1%	-10.5%	-21.0%	13.9%	5.2%	2.5%	2.3%	5.0%	-3.8%	0.4%	14.7%	7.4%	11.0%
2019	9.1%	2.5%	-2.1%	1.5%	-6.3%	5.1%	-0.1%	-4.1%	2.1%	3.1%	3.2%	2.8%	16.8%
2018	4.3%	-4.2%	0.7%	0.2%	1.4%	-1.3%	0.8%	0.7%	-1.2%	-7.8%	1.1%	-7.2%	-12.4%
2017	2.4%	2.9%	1.4%	1.4%	-0.3%	2.0%	3.1%	1.0%	3.1%	1.0%	2.6%	1.8%	22.2%
2016	-6.9%	2.2%	7.3%	2.0%	0.2%	-1.5%	6.1%	-0.3%	3.3%	-2.7%	2.5%	2.7%	14.9%
2015				4.0%	-1.5%	0.3%	-4.8%	-5.7%	-1.4%	6.4%	0.3%	-2.6%	-4.9%
	2.2%	2.1%	-7.7%	17.1%	4.1%	0.3%	16.9%	-6.6%	-10.3%	8.6%	25.1%	8.7%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022						0.08			0.15				0.23
2021			0.11			0.04			0.12			0.59	0.87
2020						0.19			0.09			0.27	0.55
2019						0.33						0.60	0.93
2018						0.29						0.48	0.77
2017						0.23						0.44	0.67
2016						0.23						0.34	0.57
2015						0.21						0.36	0.57
	0.00	0.00	0.11	0.00	0.00	1.60	0.00	0.00	0.37	0.00	0.00	3.09

Sectors and Top Holdings

Security	% Assets
Murphy Usa Inc	1.22%
Plexus Corp	1.21%
Insight Enterprises Inc	1.19%
Cirrus Logic Inc	1.17%
Dick's Sporting Goods Inc	1.08%
Brinker International Inc	1.08%
Steelcase Inc	1.05%
Ethan Allen Interiors Inc	1.03%
Patterson Companies Inc	1.03%
Sprouts Farmers Market Inc	1.01%
Sykes Enterprises Inc	1.01%
BMC Stock Holdings Inc	1.01%
Louisiana-Pacific Corp	0.94%
American National Insurance Co	0.94%
Solaredge Technologies Inc	0.92%
Top 15 Weights	15.89%

Compare with similar ETFs

	ROGS	HSMV	OVS	SIXS	SSLY	TPSC
Product name	Lattice Global Small Cap Strategy ETF	First Trust Horizon Managed Volatility Small/Mid ETF	Overlay Shares Small Cap Equity ETF	6 Meridian Small Cap Equity ETF	Syntax Stratified SmallCap ETF	Timothy Plan US Small Cap Core ETF
Issuer	N/A	First Trust	Overlay Shares	Meridian	Syntax	Timothy
Price	$33.931	$28.7342	$27.559	$38.676	$38.743	$28.93
Expense Ratio	0.34%	0.8%	0.83%	1%	0.4%	0.52%
Average Spread	0.354%	0.139%	0.363%	0.336%	0.336%	0.277%
AUM	$0	$12,935,000	$5,391,200	$48,223,100	$16,088,000	$43,769,800
Shares	0	450,161	195,624	1,246,849	415,250	1,512,956
Average Daily Volume	1,270	879	1,153	740	433	12,770
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2015-03-23	2020-04-06	2019-09-30	2020-05-11	2020-05-28	2019-12-02
Index Tracked	Hartford Multifactor Small Cap Index	No Underlying Index	No Underlying Index	No Underlying Index	Syntax Stratified SmallCap Index	Victory US Small Cap Volatility Weighted BRI Index
Category	Small Cap Blend Equities	Small Cap Blend Equities	Small Cap Blend Equities	Small Cap Blend Equities	Small Cap Blend Equities	Small Cap Blend Equities
Asset Class	Equity	Equity	Equity	Equity	Equity	Equity
Asset Class Size	Mid/Small Caps	Mid Caps	Mid/Small Caps	Mid/Small Caps	Mid/Small Caps	Mid/Small Caps
Value or Growth	Blend	Blend	Blend	Blend	Blend	Blend
Region	North America	North America	North America	North America	North America	North America
Countries	Broad	U.S.	U.S.	U.S.	U.S.	U.S.
Annual Dividend Rate	$0.825	$0.37	$1.352	$0.598	$3.579	$0.323
Annual Dividend Yield	0.024%	0.013%	0.049%	0.015%	0.092%	0.011%
Number of Holdings	330	200	601	88	601	463
YTD Return	-15.69%	-16.59%	-24.45%	-24.88%	-23.10%	-18.00%
Beta	0.97	0.90	1.24	1.15	1.17	1.13
Upside Beta	0.55	0.63	0.93	0.82	0.67	0.93
Downside Beta	-0.22	0.00	0.03	-0.08	-0.37	0.18
Volatility 1Y	22.70%	18.99%	26.55%	20.97%	25.32%	23.24%
Sharpe Ratio 3Y	0.41	0.00	0.25	0.00	0.00	0.00
Treynor Ratio 3Y	0.01	0.00	0.00	0.00	0.00	0.00

Securities Database