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 yield2.43%
Expense ratio0.34%
Average spread0.354%
1Y roundtrip cost0.694%

Historic prices

Total Returns (including dividends)

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%
20215.3%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%
20199.1%2.5%-2.1%1.5%-6.3%5.1%-0.1%-4.1%2.1%3.1%3.2%2.8%16.8%
20184.3%-4.2%0.7%0.2%1.4%-1.3%0.8%0.7%-1.2%-7.8%1.1%-7.2%-12.4%
20172.4%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%
20154.0%-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

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.080.150.23
20210.110.040.120.590.87
20200.190.090.270.55
20190.330.600.93
20180.290.480.77
20170.230.440.67
20160.230.340.57
20150.210.360.57
0.000.000.110.000.001.600.000.000.370.000.003.09

Sectors and Top Holdings

Security % Assets
Murphy Usa Inc1.22%
Plexus Corp1.21%
Insight Enterprises Inc1.19%
Cirrus Logic Inc1.17%
Dick's Sporting Goods Inc1.08%
Brinker International Inc1.08%
Steelcase Inc1.05%
Ethan Allen Interiors Inc1.03%
Patterson Companies Inc1.03%
Sprouts Farmers Market Inc1.01%
Sykes Enterprises Inc1.01%
BMC Stock Holdings Inc1.01%
Louisiana-Pacific Corp0.94%
American National Insurance Co0.94%
Solaredge Technologies Inc0.92%
Top 15 Weights15.89%

Compare with similar ETFs

ROGS HSMV OVS SIXS SSLY TPSC
Product nameLattice Global Small Cap Strategy ETFFirst Trust Horizon Managed Volatility Small/Mid ETFOverlay Shares Small Cap Equity ETF6 Meridian Small Cap Equity ETFSyntax Stratified SmallCap ETFTimothy Plan US Small Cap Core ETF
IssuerN/AFirst TrustOverlay SharesMeridianSyntaxTimothy
Price$33.931$28.7342$27.559$38.676$38.743$28.93
Expense Ratio0.34%worse0.8%worse0.83%worse1%worse0.4%worse0.52%
Average Spread0.354%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
Shares0450,161195,6241,246,849415,2501,512,956
Average Daily Volume1,2708791,15374043312,770
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2015-03-232020-04-062019-09-302020-05-112020-05-282019-12-02
Index TrackedHartford Multifactor Small Cap IndexNo Underlying IndexNo Underlying IndexNo Underlying IndexSyntax Stratified SmallCap IndexVictory US Small Cap Volatility Weighted BRI Index
CategorySmall Cap Blend EquitiesSmall Cap Blend EquitiesSmall Cap Blend EquitiesSmall Cap Blend EquitiesSmall Cap Blend EquitiesSmall Cap Blend Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeMid/Small CapsMid CapsMid/Small CapsMid/Small CapsMid/Small CapsMid/Small Caps
Value or GrowthBlendBlendBlendBlendBlendBlend
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesBroadU.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 Yield0.024%0.013%0.049%0.015%0.092%0.011%
Number of Holdings33020060188601463
YTD Return-15.69%-16.59%-24.45%-24.88%-23.10%-18.00%
Beta0.970.901.241.151.171.13
Upside Beta0.550.630.930.820.670.93
Downside Beta-0.220.000.03-0.08-0.370.18
Volatility 1Y22.70%18.99%26.55%20.97%25.32%23.24%
Sharpe Ratio 3Y0.410.000.250.000.000.00
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