Acruence Active Hedge U.S. Equity ETF (XVOL)

Description

The XVOL ETF contains 500 constituents. It is focused on holdings in the North America region.

Price $17.15 as of 2022-10-20

Cost/Risk/Yield

Dividend yield0.38%
Expense ratio0.83%
Average spread0.408%
1Y roundtrip cost1.238%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-5.1%-3.2%3.6%-8.4%-0.8%-8.9%8.8%-3.5%-9.0%1.8%-24.8%
20210.8%2.2%1.8%2.6%-4.6%6.3%-0.6%3.3%11.8%
-5.1%-3.2%3.6%-8.4%-0.1%-6.7%10.6%-0.9%-13.7%8.1%-0.6%3.3%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20210.070.07
0.000.000.000.000.000.000.000.000.000.000.000.07

Sectors and Top Holdings

Security % Assets
Microsoft Corporation6.38%
Apple Inc.6.00%
Amazon.com, Inc.3.67%
Tesla Inc2.42%
Alphabet Inc. Class A2.23%
Alphabet Inc. Class C2.09%
Meta Platforms Inc. Class A1.99%
NVIDIA Corporation1.68%
Berkshire Hathaway Inc. Class B1.36%
JPMorgan Chase & Co.1.30%
Johnson & Johnson1.11%
UnitedHealth Group Incorporated1.09%
Home Depot, Inc.0.99%
Bank of America Corp0.90%
Visa Inc. Class A0.89%
Top 15 Weights34.10%

Compare with similar ETFs

XVOL ESG JANZ SPY SPYX VOO
Product nameAcruence Active Hedge U.S. Equity ETFFlexShares STOXX US ESG Impact Index FundTrueShares Structured Outcome ETF - JanuarySPDR S&P 500 ETFSPDR S&P 500 Fossil Fuel Free ETFVanguard S&P 500 ETF
IssuerAcruenceFlexSharesTrueSharesSPDRSPDRVanguard
Price$17.148$90.611$24.725$365.41$88.51$335.83
Expense Ratio0.83%better0.32%better0.79%better0.09%better0.2%better0.03%
Average Spread0.408%0.088%0.404%0.003%0.056%0.006%
AUM$73,247,600$153,711,000$1,818,620$330,769,000,000$979,899,000$212,785,000,000
Shares4,271,4931,696,38173,554905,199,54811,071,054633,608,111
Average Daily Volume1,0134,99367397,910,45050,2675,014,890
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2021-04-222016-07-132020-12-311993-01-222015-11-302010-09-07
Index TrackedNo Underlying IndexSTOXX USA ESG Select KPIs IndexNo Underlying IndexS&P 500S&P 500 Fossil Fuel Free IndexS&P 500
Categoryn/aLarge Cap Growth Equitiesn/aLarge Cap Growth EquitiesLarge Cap Growth EquitiesLarge Cap Growth Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge CapsLarge CapsLarge CapsLarge CapsLarge Caps
Value or GrowthBlendBlendBlendBlend
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.S.U.S.U.S.U.S.U.S.U.S.
Annual Dividend Rate$0.066$1.239$1.316$6.172$1.31$5.808
Annual Dividend Yield0.004%0.014%0.053%0.017%0.015%0.017%
Number of Holdings5002760499484498
YTD Return-23.45%-21.27%-15.03%-22.17%-24.05%-22.16%
Beta0.911.020.720.990.980.98
Upside Beta-0.260.69-0.200.270.590.07
Downside Beta-0.670.16-0.420.100.02-0.23
Volatility 1Y21.54%23.42%17.24%22.73%22.75%22.68%
Sharpe Ratio 3Y0.000.660.000.550.480.55
Treynor Ratio 3Y0.000.010.000.010.010.01

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew