FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund (TLTD)

Description

The investment seeks to track the performance of the Morningstar Developed Markets ex-US Factor Tilt Index. The TLTD ETF contains 2545 constituents. It is focused on blend holdings in the Europe region.

Price $52.33 as of 2022-10-20

Cost/Risk/Yield

Dividend yield5.22%
Expense ratio0.39%
Average spread0.172%
1Y roundtrip cost0.562%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-2.7%-2.6%-0.1%-6.6%2.0%-9.4%5.1%-5.2%-9.6%1.3%-27.8%
2021-0.6%3.9%3.0%2.9%3.7%-1.4%0.2%1.6%-3.0%2.9%-5.4%4.8%12.7%
2020-4.0%-8.8%-17.9%8.1%5.2%2.3%1.1%6.6%-2.4%-3.3%15.6%5.9%8.5%
20197.5%2.2%-0.2%2.8%-5.9%5.3%-1.9%-2.3%3.9%3.6%1.6%3.6%20.2%
20184.5%-4.9%-1.3%1.4%-2.0%-2.4%2.5%-2.3%0.9%-8.8%-0.1%-6.0%-18.4%
20173.5%0.9%2.7%2.1%2.4%1.2%3.0%0.6%2.5%1.8%1.1%1.9%23.6%
2016-6.8%-1.7%7.2%2.5%-0.0%-4.1%4.9%1.3%1.7%-1.0%-1.0%3.1%6.1%
2015-0.2%6.4%-1.1%4.1%-0.2%-2.5%0.1%-6.0%-4.7%5.8%-0.8%-1.2%-0.3%
2014-4.2%5.7%-0.4%1.6%1.5%1.4%-2.5%0.4%-5.0%-1.2%0.0%-3.3%-6.2%
20133.7%-1.0%1.2%3.5%-2.4%-3.0%6.0%-1.5%6.8%4.0%-0.1%2.5%19.7%
20121.3%4.7%6.0%
0.5%0.1%-6.8%22.5%4.3%-12.6%18.6%-6.9%-8.9%5.1%12.3%16.0%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.131.050.311.49
20210.190.720.341.242.48
20200.230.570.270.271.35
20190.180.990.290.782.24
20180.150.930.310.361.75
20170.120.770.240.741.88
20160.180.730.270.471.65
20151.411.41
20141.801.80
20130.720.72
20120.110.11
0.000.001.180.000.005.760.000.002.040.000.007.90

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

TLTD FLV FNDF GSID IQIN ISDX
Product nameFlexShares Morningstar Developed Markets ex-US Factor Tilt Index FundAmerican Century Focused Large Cap Value ETFSchwab Fundamental International Large Company Index ETFGoldman Sachs MarketBeta International Equity ETFIQ 500 International ETFInvesco Strategic Developed ex-US ETF
IssuerFlexSharesAmerican CenturySchwabGoldman SachsIndexIQInvesco
Price$52.33$55.29$25.905$41.1799$24.8991$23.6863
Expense Ratio0.39%worse0.42%better0.25%better0.2%better0.25%better0.23%
Average Spread0.172%0.163%0.039%0.267%0.241%0.296%
AUM$455,780,000$219,939,000$5,437,310,000$254,882,000$184,526,000$235,946,000
Shares8,709,7213,977,918209,894,1186,189,4817,410,9559,961,303
Average Daily Volume23,0475,4941,958,1456,2736,61847,394
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2012-09-282020-03-312013-08-152020-05-122018-12-132018-09-12
Index TrackedMorningstar Developed Markets ex-US Factor Tilt IndexNo Underlying IndexRussell RAFI Developed ex-U.S. Large Company IndexSolactive GBS Developed Markets ex North America Large & Mid Cap IndexIQ 500 International IndexInvesco Strategic Developed ex-U.S. Index
CategoryGlobal EquitiesGlobal EquitiesForeign Large Cap EquitiesForeign Large Cap EquitiesForeign Large Cap EquitiesForeign Large Cap Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge/Mid/Small CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid Caps
Value or GrowthBlendValueBlendBlendValueBlend
RegionEuropeNorth AmericaEuropeEuropeEuropeEurope
CountriesBroadU.S.BroadBroadBroadBroad
Annual Dividend Rate$2.733$2.265$1.165$1.188$1.212$1.385
Annual Dividend Yield0.052%0.041%0.045%0.029%0.049%0.058%
Number of Holdings254547929979499834
YTD Return-25.41%-8.67%-19.53%-25.76%-21.56%-19.46%
Beta0.560.810.650.750.780.84
Upside Beta0.100.630.260.300.600.70
Downside Beta-0.230.04-0.22-0.490.100.30
Volatility 1Y19.75%16.35%19.93%20.09%19.93%19.82%
Sharpe Ratio 3Y-0.300.00-0.100.00-0.130.01
Treynor Ratio 3Y-0.010.000.000.000.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew