Product name | ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN | Fidelity Low Volatility Factor ETF | Franklin Liberty U.S. Low Volatility ETF | SPDR MSCI USA Quality Mix ETF | iShares Edge S&P 500 Minimum Volatility UCITS ETF | iShares MSCI USA Minimum Volatility ETF |
Issuer | ETRACS | Fidelity | Franklin | SPDR | Invesco | iShares |
Price | $24.099 | $44.01 | $43.549 | $103.63 | $34.123 | $66.82 |
Expense Ratio | 0.95% | 0.29% | 0.29% | 0.15% | 0.1% | 0.15% |
Average Spread | 0.207% | 0.114% | 0.138% | 0.048% | 0.176% | 0.015% |
AUM | $23,925,500 | $444,633,000 | $121,427,000 | $828,240,000 | $21,788,000 | $25,120,600,000 |
Shares | 992,801 | 10,102,991 | 2,788,286 | 7,992,284 | 638,514 | 375,943,713 |
Average Daily Volume | 53 | 56,653 | 11,510 | 46,830 | 1,050 | 4,429,510 |
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Inception Date | 2021-02-04 | 2016-09-12 | 2016-09-20 | 2015-04-16 | 2017-07-13 | 2011-10-18 |
Index Tracked | MSCI USA Minimum Volatility Index | Fidelity U.S. Low Volatility Factor Index | No Underlying Index | MSCI USA Factor Mix A-Series Index | S&P 500 Minimum Volatitlity Index | MSCI USA Minimum Volatility Index |
Category | Leveraged Equities | Volatility Hedged Equity | Volatility Hedged Equity | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities |
Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
Asset Class Size | | Large Caps | Large Caps | Large Caps | Large Caps | Large Caps |
Value or Growth | | Growth | Blend | Blend | Blend | Blend |
Region | | 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 | $0.506 | $0.76 | $1.685 | $0.471 | $1.072 |
Annual Dividend Yield | 0.000% | 0.011% | 0.017% | 0.016% | 0.014% | 0.016% |
Number of Holdings | | 127 | 90 | 608 | 97 | 183 |
YTD Return | -33.10% | -14.93% | -14.31% | -20.14% | -17.26% | -16.45% |
Beta | 1.35 | 0.87 | 0.87 | 0.93 | 0.85 | 0.79 |
Upside Beta | -0.30 | 0.58 | 0.65 | 0.55 | 0.60 | 0.06 |
Downside Beta | -0.62 | 0.19 | 0.21 | -0.11 | 0.47 | -0.24 |
Volatility 1Y | 35.51% | 18.23% | 18.12% | 20.09% | 18.40% | 17.34% |
Sharpe Ratio 3Y | 0.00 | 0.55 | 0.55 | 0.42 | 0.36 | 0.14 |
Treynor Ratio 3Y | 0.00 | 0.01 | 0.01 | 0.01 | 0.01 | 0.00 |