CHGX

Change Finance U.S. Large Cap Fossil Fuel Free ETF
*Unless otherwise stated, data provided by FactSet.

CHGX Fund Description

CHGX tracks an index of 100 US large-cap stocks that meet diverse environmental, social, and governance standards.

CHGX Factset Analytics Insight

CHGX offers US large-cap exposure to investors looking to incorporate environmental, social, and governance standards (ESG) into their portfolios. The starting universe, which consists of roughly 1000 stocks and REITS, is screened using sustainability metrics from Oekom Research AG. The holistic evaluation considers over 50 different criteria ranging from corruption to emissions to hiring practices. The remaining securities are then sorted by sector and market cap—the largest firms from each sector are selected, such that the final portfolio consists of 100 equally weighted securities with sector weightings matching the Solactive US Large Cap Index.

CHGX MSCI ESG Analytics Insight

Change Finance U.S. Large Cap Fossil Fuel Free ETF has an MSCI ESG Fund Rating of A based on a score of 6.81 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Change Finance U.S. Large Cap Fossil Fuel Free ETF ranks in the 63th percentile within its peer group and in the 72nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

CHGX MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 10/15/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CHGX -3.61% -2.55% 13.76% 21.52% 20.84% -- --
CHGX (NAV) -0.62% 1.93% 17.41% 27.56% 21.65% -- --
MSCI USA Large Cap Index -0.27% 2.66% 19.64% 29.33% 20.58% 18.85% 16.50%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CHGX Summary Data

10/10/17
Open-Ended Fund
0.49%
$95.59M
$563.09K
0.06%

CHGX Portfolio Data

$184.36B
33.43
5.42
0.50%
N/A
98

CHGX Index Data

Change Finance Diversified Impact U.S. Large Cap Fossil Fuel Free Index
Tiered
Principles-based
MSCI USA Large Cap Index

CHGX Portfolio Management

0.49%
--
--
--

CHGX Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

CHGX Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

CHGX Factset Analytics Block Liquidity

As of 10/18/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of CHGX. CHGX is rated a 5 out of 5.

CHGX Tradability

16,583
$563.09K
11,204
$378.23K
0.06%
$0.02
0.07%
5.09% / -0.14%
None
98.00%
50,000
0.22
0.01%
0.01%
0
$33.72
5

CHGX Sector/Industry Breakdown


CHGX
Segment Benchmark
35.68%
38.43%
17.79%
11.96%
16.15%
13.41%
12.37%
14.61%
8.43%
7.84%
4.03%
5.87%
1.77%
1.44%
1.11%
2.14%
0.98%
2.04%

CHGX Countries


CHGX
Segment Benchmark
100.00%
99.90%
--
0.10%

CHGX Regions


CHGX
Segment Benchmark
100.00%
100.00%

CHGX Economic Development


CHGX
Segment Benchmark
100.00%
100.00%

CHGX Performance Statistics

0.91
1.00
1.04
0.97
0.29%
MSCI USA Large Cap Index

CHGX MSCI ESG Ratings

6.81 / 10
72.05
63.12
--
--
27.20

CHGX Benchmark Comparison Holdings

98
291
77
30.31%

CHGX Benchmark Comparison Summary


CHGX
Segment Benchmark
98
291
$184.36B
$656.83B
33.43
29.41
5.42
5.17
1.18%
1.27%
Low
Low

CHGX Benchmark Comparison Market Cap Size


CHGX
Segment Benchmark
95.17%
100.00%
4.83%
0.00%
0.00%
0.00%
0.00%
0.00%