Subject: Re: Factor ETF Long-term Performance
As promised updated with Mar-2024 data.
Ranking by YTD, 1, 3Yr TR 1.0 2.0 3.0 4.0 5.0
Basic facts and Performance
Comparisons by Factor
As of Apr-09-2024 11:39:22 AM ET
Symbol MTUM QUAL LRGF SIZE VLUE
Sponser ISHARES ISHARES ISHARES ISHARES ISHARES
Asset class MSCI USA MSCI USA USA MSCI USA MSCI USA
Objective MOMENTUM QUALITY EQUITY SIZE VALUE
FACTOR FACTOR FACTOR FACTOR FACTOR
Issue type ETF ETF ETF ETF ETF
Market price $184.84 $161.32 $53.03 $139.58 $105.70
Apr-9-2024 Apr-9-2024 Apr-9-2024 Apr-9-2024 Apr-9-2024
Schedule K-1 No No No No No
Asset class U.S. Equity U.S. Equity U.S. Equity U.S. Equity U.S. Equity
Market total return (YTD) 19.52% 11.95% 11.79% 8.31% 7.76%
Market total return (1 year) 36.11% 34.19% 31.86% 22.61% 20.15%
Market total return (3 years) 6.60% 12.00% 11.50% 7.41% 4.80%
Average() 20.74% 19.38% 18.38% 12.78% 10.90%
Mar-31-2024 Mar-31-2024 Mar-31-2024 Mar-31-2024 Mar-31-2024
Net expense ratio 0.15% 0.15% 0.08% 0.15% 0.15%
Mar-1-2024 Dec-1-2023 Dec-1-2023 Dec-1-2023 Dec-1-2023
Tracking error 8.78 2.06 1.58 6.46 7.94
Efficiency -- -- -- -- --
Concentration risk 42.93 39.82 29.15 3.11 34.05
GD_