Product name | 6 Meridian Mega Cap Equity ETF | Franklin LibertyQ U.S. Equity ETF | FlexShares Quality Dividend Defensive Index Fund | FlexShares US Quality Large Cap Index Fund | SPDR MSCI USA Quality Mix ETF | PowerShares S&P 500 ex-Rate Sensitive Low Volatility Portfolio ETF |
Issuer | Meridian | Franklin | FlexShares | FlexShares | SPDR | Invesco |
Price | $30.952 | $38.75 | $47.3 | $40.779 | $103.63 | $44.064 |
Expense Ratio | 0.86% | 0.15% | 0.37% | 0.32% | 0.15% | 0.25% |
Average Spread | 0.162% | 0.077% | 0.042% | 0.147% | 0.048% | 0.136% |
AUM | $159,032,000 | $839,828,000 | $378,147,000 | $116,846,000 | $828,240,000 | $45,580,400 |
Shares | 5,138,028 | 21,672,970 | 7,994,648 | 2,865,358 | 7,992,284 | 1,034,413 |
Average Daily Volume | 5,380 | 44,160 | 32,607 | 16,877 | 46,830 | 6,160 |
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Inception Date | 2020-05-11 | 2017-04-26 | 2012-12-14 | 2015-09-24 | 2015-04-16 | 2015-04-09 |
Index Tracked | No Underlying Index | LibertyQ U.S. Large Cap Equity Index | Northern Trust Quality Dividend Defensive (TR) | Northern Trust Quality Large Cap Index | MSCI USA Factor Mix A-Series Index | S&P 500 Low Volatility Rate Response Index |
Category | Large Cap Blend Equities | Large Cap Growth Equities | All Cap Equities | Large Cap Growth Equities | Large Cap Growth Equities | Volatility Hedged Equity |
Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
Asset Class Size | Large Caps | Large Caps | Large/Mid Caps | Large Caps | Large Caps | Large Caps |
Value or Growth | Blend | Blend | Blend | Blend | 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. | U.S. |
Annual Dividend Rate | $0.712 | $0.838 | $1.208 | $0.585 | $1.685 | $0.818 |
Annual Dividend Yield | 0.023% | 0.022% | 0.026% | 0.014% | 0.016% | 0.019% |
Number of Holdings | 48 | 257 | 135 | 157 | 608 | 100 |
YTD Return | -13.46% | -16.52% | -18.74% | -21.12% | -20.14% | -14.17% |
Beta | 0.76 | 0.90 | 0.88 | 1.00 | 0.93 | 0.87 |
Upside Beta | 0.45 | 0.62 | 0.14 | 0.61 | 0.55 | 0.53 |
Downside Beta | -0.03 | 0.38 | -0.30 | -0.06 | -0.11 | -0.14 |
Volatility 1Y | 16.86% | 20.27% | 18.38% | 22.15% | 20.09% | 16.43% |
Sharpe Ratio 3Y | 0.00 | 0.49 | 0.17 | 0.45 | 0.42 | 0.33 |
Treynor Ratio 3Y | 0.00 | 0.01 | 0.00 | 0.01 | 0.01 | 0.01 |