Product name | ETRACS CMCI Total Return ETN Series B | Goldman Sachs MarketBeta U.S. Equity ETF | TrueShares Structured Outcome (July) ETF | Xtrackers MSCI Kokusai Equity ETF | Pacer Lunt Large Cap Multi-Factor Alternator ETF | RAFI ESG U.S. ETF |
Issuer | ETRACS | Goldman Sachs | TrueShares | Xtrackers | Pacer | PIMCO |
Price | $23.225 | $49.79 | $30.845 | $65.6427 | $33.048 | $26.18 |
Expense Ratio | 0.55% | 0.07% | 0.79% | 0.09% | 0.6% | 0.3% |
Average Spread | 0.388% | 0.100% | 0.519% | 0.396% | 0.212% | 0.458% |
AUM | $64,594,200 | $344,950,000 | $13,825,800 | $509,156,000 | $115,190,000 | $17,458,700 |
Shares | 2,781,235 | 6,928,094 | 448,236 | 7,756,477 | 3,485,537 | 666,873 |
Average Daily Volume | 2,733 | 147,823 | 633 | 340 | 74,960 | 3,577 |
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Inception Date | 2015-10-08 | 2020-05-12 | 2020-06-30 | 2020-04-08 | 2020-06-24 | 2019-12-18 |
Index Tracked | UBS Bloomberg CMCI Total Return Index | Solactive GBS United States Large & Mid Cap Index | No Underlying Index | MSCI Kokusai Index | Lunt Capital U.S. Large Cap Multi-Factor Rotation Index | RAFI ESG US Index |
Category | Commodities | Large Cap Growth Equities | n/a | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Blend Equities |
Asset Class | Commodity | Equity | Volatility | Equity | Equity | Multi-Asset |
Asset Class Size | | Large Caps | | Large Caps | Large Caps | Large Caps |
Value or Growth | | Blend | | Blend | Growth | Blend |
Region | | North America | North America | North America | North America | North America |
Countries | Broad | U.S. | U.S. | Broad | U.S. | U.S. |
Annual Dividend Rate | $0 | $0.545 | $0 | $1.633 | $0.459 | $0.57 |
Annual Dividend Yield | 0.000% | 0.011% | 0.000% | 0.025% | 0.014% | 0.022% |
Number of Holdings | | 515 | 0 | 1248 | 183 | 282 |
YTD Return | 11.07% | -23.78% | -12.27% | -23.46% | -20.17% | -19.68% |
Beta | 0.79 | 0.98 | 0.65 | 0.95 | 1.01 | 0.94 |
Upside Beta | 0.70 | 0.44 | 0.35 | 0.50 | 0.61 | 0.71 |
Downside Beta | 0.07 | -0.16 | 0.01 | -0.18 | -0.12 | 0.07 |
Volatility 1Y | 27.96% | 23.08% | 15.09% | 22.00% | 21.34% | 19.84% |
Sharpe Ratio 3Y | 1.56 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Treynor Ratio 3Y | 0.03 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |