VictoryShares US Multi-Factor Minimum Volatility ETF

VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV)

Description

The investment seeks to track the performance of the Nasdaq Victory US Multi-Factor Minimum Volatility. The VSMV ETF contains 69 constituents. It is focused on blend holdings in the North America region.

Price $35.84 as of 2022-10-20

Cost/Risk/Yield

Dividend yield	1.96%
Expense ratio	0.35%
Average spread	0.195%
1Y roundtrip cost	0.545%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022	-4.8%	-1.7%	6.0%	-5.3%	0.8%	-7.3%	4.6%	-3.0%	-6.8%	3.9%			-13.5%
2021	-0.5%	-0.1%	6.8%	3.3%	1.8%	1.1%	2.8%	2.4%	-4.5%	4.8%	-0.4%	6.1%	23.6%
2020	0.7%	-10.5%	-9.8%	9.8%	5.2%	-0.2%	4.0%	3.1%	-2.0%	-4.6%	8.5%	3.0%	7.3%
2019	6.5%	2.3%	1.5%	3.4%	-3.3%	5.9%	1.8%	-0.3%	2.1%	0.6%	2.6%	1.2%	24.3%
2018	4.4%	-3.4%	-1.2%	0.0%	1.0%	1.1%	2.8%	5.1%	1.0%	-4.0%	0.9%	-8.1%	-0.4%
2017							1.6%	0.7%	0.0%	3.4%	0.9%	5.1%	11.7%
	6.4%	-13.4%	3.3%	11.2%	5.5%	0.7%	17.6%	8.0%	-10.1%	4.1%	12.4%	7.4%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022		0.06	0.08	0.02	0.04	0.12	0.05	0.04	0.09	0.06			0.56
2021		0.04	0.07	0.06	0.04	0.03	0.03	0.05	0.06	0.06	0.05	0.09	0.57
2020	0.01	0.04	0.05	0.07	0.05	0.07	0.04	0.03	0.06	0.08	0.04	0.14	0.68
2019		0.04	0.06	0.07	0.01	0.07	0.07	0.03	0.05	0.10	0.01	0.15	0.66
2018	0.02	0.02	0.05	0.06	0.03	0.07	0.05	0.03	0.05	0.07	0.03	0.18	0.65
2017							0.02	0.03	0.07	0.05	0.02	0.13	0.31
	0.03	0.20	0.31	0.28	0.17	0.36	0.26	0.20	0.38	0.41	0.15	0.69

Sectors and Top Holdings

Security	% Assets
Top 0 Weights	0.00%

Compare with similar ETFs

	VSMV	FDLO	FLQL	JMIN	SIXA	SPMV
Product name	VictoryShares US Multi-Factor Minimum Volatility ETF	Fidelity Low Volatility Factor ETF	Franklin LibertyQ U.S. Equity ETF	JPMorgan U.S. Minimum Volatility ETF	6 Meridian Mega Cap Equity ETF	iShares Edge S&P 500 Minimum Volatility UCITS ETF
Issuer	VictoryShares	Fidelity	Franklin	JPMorgan	Meridian	Invesco
Price	$35.84	$44.01	$38.75	$34.5114	$30.952	$34.123
Expense Ratio	0.35%	0.29%	0.15%	0.12%	0.86%	0.1%
Average Spread	0.195%	0.114%	0.077%	0.145%	0.162%	0.176%
AUM	$144,538,000	$444,633,000	$839,828,000	$18,907,800	$159,032,000	$21,788,000
Shares	4,032,860	10,102,991	21,672,970	547,871	5,138,028	638,514
Average Daily Volume	5,850	56,653	44,160	16,806	5,380	1,050
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2017-06-22	2016-09-12	2017-04-26	2017-11-08	2020-05-11	2017-07-13
Index Tracked	Nasdaq Victory US Multi-Factor Minimum Volatility	Fidelity U.S. Low Volatility Factor Index	LibertyQ U.S. Large Cap Equity Index	JP Morgan U.S. Minimum Volatility Index	No Underlying Index	S&P 500 Minimum Volatitlity Index
Category	Volatility Hedged Equity	Volatility Hedged Equity	Large Cap Growth Equities	Volatility Hedged Equity	Large Cap Blend Equities	Large Cap Growth Equities
Asset Class	Equity	Equity	Equity	Equity	Equity	Equity
Asset Class Size	Large Caps	Large Caps	Large Caps	Large/Mid Caps	Large Caps	Large Caps
Value or Growth	Blend	Growth	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	$0.701	$0.506	$0.838	$0	$0.712	$0.471
Annual Dividend Yield	0.020%	0.011%	0.022%	0.000%	0.023%	0.014%
Number of Holdings	69	127	257	235	48	97
YTD Return	-13.63%	-14.93%	-16.52%	-10.69%	-13.46%	-17.26%
Beta	0.79	0.87	0.90	0.79	0.76	0.85
Upside Beta	0.56	0.58	0.62	0.59	0.45	0.60
Downside Beta	0.44	0.19	0.38	0.59	-0.03	0.47
Volatility 1Y	18.10%	18.23%	20.27%	15.29%	16.86%	18.40%
Sharpe Ratio 3Y	0.39	0.55	0.49	0.29	0.00	0.36
Treynor Ratio 3Y	0.01	0.01	0.01	0.00	0.00	0.01

Securities Database