FlexShares Morningstar U.S. Market Factor Tilt Index Fund (TILT)
Description
The investment seeks to track the performance of the Morningstar US Market Factor Tilt Index. The TILT ETF contains 2120 constituents. It is focused on blend holdings in the North America region.
Price $142.22 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.66% |
| Expense ratio | 0.25% |
| Average spread | 0.056% |
| 1Y roundtrip cost | 0.306% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -5.4% | -1.6% | 2.8% | -8.6% | 0.6% | -9.0% | 9.5% | -3.5% | -9.6% | 2.8% | -21.8% | ||
| 2021 | 1.3% | 4.6% | 4.2% | 4.6% | 1.2% | 1.2% | 0.7% | 2.7% | -4.0% | 6.0% | -1.8% | 4.3% | 25.1% |
| 2020 | -1.8% | -8.9% | -17.6% | 14.0% | 5.3% | 2.0% | 4.8% | 6.9% | -3.7% | -0.7% | 14.2% | 5.1% | 19.6% |
| 2019 | 9.5% | 3.6% | 0.3% | 4.2% | -7.5% | 7.2% | 1.4% | -3.3% | 2.6% | 2.2% | 3.9% | 2.8% | 26.8% |
| 2018 | 4.3% | -4.0% | -1.8% | 0.5% | 2.8% | 0.8% | 2.9% | 2.9% | -0.3% | -7.6% | 1.4% | -10.0% | -8.2% |
| 2017 | 1.6% | 3.3% | -0.3% | 0.4% | -0.2% | 1.9% | 1.3% | -0.6% | 3.3% | 1.9% | 3.1% | 1.4% | 17.1% |
| 2016 | -7.1% | 1.3% | 7.8% | 0.4% | 1.6% | -0.2% | 4.5% | 1.0% | 0.3% | -2.4% | 7.1% | 2.0% | 16.5% |
| 2015 | -3.8% | 5.8% | -0.5% | -0.0% | 1.2% | -1.3% | 0.4% | -5.4% | -3.9% | 7.7% | 0.8% | -2.7% | -1.7% |
| 2014 | -2.8% | 4.3% | 0.5% | -1.4% | 1.8% | 3.5% | -2.9% | 4.2% | -3.3% | 3.5% | 2.1% | 0.9% | 10.5% |
| 2013 | 6.0% | 1.2% | 4.4% | 0.5% | 3.7% | -1.6% | 6.1% | -3.0% | 4.8% | 3.8% | 3.0% | 2.4% | 31.4% |
| 2012 | 5.3% | 4.1% | 2.9% | -1.0% | -6.4% | 3.9% | 0.4% | 2.4% | 3.1% | -2.3% | 1.1% | 2.0% | 15.4% |
| 2011 | 12.6% | -1.4% | 1.7% | 12.9% | |||||||||
| 7.1% | 13.8% | 2.8% | 13.7% | 4.1% | 8.4% | 29.1% | 4.3% | -10.6% | 27.6% | 33.5% | 9.7% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.40 | 0.59 | 0.59 | 1.57 | |||||||||
| 2021 | 0.38 | 0.46 | 0.50 | 0.79 | 2.12 | ||||||||
| 2020 | 0.45 | 0.53 | 0.49 | 0.68 | 2.16 | ||||||||
| 2019 | 0.35 | 0.55 | 0.43 | 0.63 | 1.96 | ||||||||
| 2018 | 0.33 | 0.46 | 0.62 | 0.56 | 1.97 | ||||||||
| 2017 | 0.32 | 0.43 | 0.43 | 0.56 | 1.74 | ||||||||
| 2016 | 0.26 | 0.38 | 0.38 | 0.52 | 1.54 | ||||||||
| 2015 | 1.66 | 1.66 | |||||||||||
| 2014 | 1.17 | 1.17 | |||||||||||
| 2013 | 0.79 | 0.79 | |||||||||||
| 2012 | 0.66 | 0.66 | |||||||||||
| 2011 | 0.12 | 0.12 | |||||||||||
| 0.00 | 0.00 | 2.49 | 0.00 | 0.00 | 3.40 | 0.00 | 0.00 | 3.43 | 0.00 | 0.00 | 8.13 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Microsoft Corporation | 3.97% |
| Apple Inc. | 3.74% |
| Amazon.com, Inc. | 2.29% |
| Tesla Inc | 1.51% |
| Alphabet Inc. Class A | 1.39% |
| Alphabet Inc. Class C | 1.30% |
| Meta Platforms Inc. Class A | 1.25% |
| Berkshire Hathaway Inc. Class B | 1.05% |
| NVIDIA Corporation | 1.05% |
| JPMorgan Chase & Co. | 0.99% |
| Johnson & Johnson | 0.86% |
| UnitedHealth Group Incorporated | 0.84% |
| Bank of America Corp | 0.69% |
| Home Depot, Inc. | 0.63% |
| Procter & Gamble Company | 0.56% |
| Top 15 Weights | 22.12% |
Compare with similar ETFs
| TILT | EUSA | FEX | IWR | JHMM | VO | |
|---|---|---|---|---|---|---|
| Product name | FlexShares Morningstar U.S. Market Factor Tilt Index Fund | iShares MSCI USA ETF | First Trust Large Cap Core AlphaDEX Fund | iShares Russell Mid-Cap ETF | John Hancock Multifactor Mid Cap ETF | Vanguard Mid-Cap ETF |
| Issuer | FlexShares | iShares | First Trust | iShares | John Hancock | Vanguard |
| Price | $142.22 | $69.34 | $76.24 | $62.94 | $43.28 | $189.76 |
| Expense Ratio | 0.25% |  0.09% |  0.59% | 0.19% | 0.41% | 0.04% |
| Average Spread | 0.056% | 0.058% | 0.066% | 0.016% | 0.069% | 0.016% |
| AUM | $1,372,760,000 | $385,378,000 | $1,029,840,000 | $23,202,400,000 | $1,938,780,000 | $41,246,600,000 |
| Shares | 9,652,360 | 5,557,800 | 13,507,911 | 368,642,772 | 44,796,250 | 217,361,772 |
| Average Daily Volume | 16,550 | 23,867 | 34,590 | 1,867,320 | 211,762 | 806,220 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2011-09-16 | 2010-05-05 | 2007-05-08 | 2001-07-17 | 2015-09-28 | 2004-01-26 |
| Index Tracked | Morningstar US Market Factor Tilt Index | MSCI USA Equal Weighted Index | NASDAQ AlphaDEX Large Cap Core Index | Russell Midcap | John Hancock Dimensional Mid Cap Index | CRSP US Mid Cap |
| Category | All Cap Equities | All Cap Equities | Large Cap Blend Equities | Mid Cap Blend Equities | Mid Cap Growth Equities | Mid Cap Growth Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large Caps | Large/Mid Caps | Large/Mid 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 | $2.359 | $1.297 | $1.1 | $0.995 | $0.45 | $3.065 |
| Annual Dividend Yield | 0.017% | 0.019% | 0.014% | 0.016% | 0.010% | 0.016% |
| Number of Holdings | 2120 | 627 | 374 | 808 | 653 | 362 |
| YTD Return | -21.22% | -21.51% | -16.57% | -23.37% | -21.80% | -24.75% |
| Beta | 1.03 | 0.98 | 1.01 | 1.05 | 1.06 | 1.09 |
| Upside Beta | 0.07 | 0.05 | 0.11 | 0.31 | 0.61 | 0.26 |
| Downside Beta | -0.26 | -0.25 | -0.15 | 0.17 | -0.04 | 0.10 |
| Volatility 1Y | 22.95% | 23.22% | 21.36% | 24.42% | 23.81% | 24.47% |
| Sharpe Ratio 3Y | 0.48 | 0.39 | 0.57 | 0.26 | 0.34 | 0.28 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.01 | 0.00 | 0.01 | 0.00 |