DIVZ

TrueShares Low Volatility Equity Income ETF
*Unless otherwise stated, data provided by FactSet.

DIVZ Fund Description

DIVZ holds an actively-managed, concentrated portfolio of US-listed companies that are favorably valued and have attractive dividends. The fund also seeks to deliver lower volatility than the overall market.

DIVZ Factset Analytics Insight

DIVZ aims to curate a portfolio that is less volatile and has higher dividend yield than the S&P 500. The fund adviser initially screens US-listed securities for sustainable dividend growth using various quantitative and qualitative indicators. Then high-quality companies are identified based on high cash flow, stable revenue streams and capital reinvestment programs. This process is expected to deliver lower volatility than the overall US equity market. Finally, the fund adviser selects securities trading at attractive valuations. The actively-managed fund’s methodology results in a narrow selection of 25-35 stocks.

DIVZ MSCI ESG Analytics Insight

TrueShares Low Volatility Equity Income ETF has an MSCI ESG Fund Rating of A based on a score of 7.33 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. TrueShares Low Volatility Equity Income ETF ranks in the 75th percentile within its peer group and in the 77th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

DIVZ 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 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DIVZ 0.16% -0.09% -- -- -- -- --
DIVZ (NAV) 2.35% 1.88% -- -- -- -- --
No Underlying Index -0.01% 1.81% 19.51% 29.11% 19.16% 17.99% 16.08%
MSCI USA IMI 0.37% 2.26% 19.08% 30.79% 19.64% 18.17% 16.11%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DIVZ Summary Data

TrueShares
01/27/21
Open-Ended Fund
0.65%
$42.54M
$146.62K
0.05%

DIVZ Portfolio Data

$128.93B
21.78
2.14
--
N/A
32

DIVZ Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

DIVZ Portfolio Management

0.65%
--
--
--

DIVZ Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DIVZ Fund Structure

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

DIVZ Factset Analytics Block Liquidity

As of 10/15/21
5
4
3
2
1

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

DIVZ Tradability

5,130
$146.62K
3,679
$104.99K
0.05%
$0.01
0.06%
0.36% / -0.11%
None
97.00%
--
--
--
0.01%
0
$28.80
N/A

DIVZ Sector/Industry Breakdown


DIVZ
Segment Benchmark
17.85%
14.20%
16.64%
5.23%
13.45%
33.75%
13.34%
13.09%
10.10%
1.18%
9.03%
2.45%
7.18%
2.41%
6.00%
9.19%
3.18%
14.74%

DIVZ Countries


DIVZ
Segment Benchmark
94.35%
99.93%
2.93%
0.07%
2.72%
--

DIVZ Regions


DIVZ
Segment Benchmark
97.28%
100.00%
2.72%
--

DIVZ Economic Development


DIVZ
Segment Benchmark
100.00%
100.00%

DIVZ Performance Statistics

0.53
0.64
0.66
0.52
0.52%
MSCI USA IMI

DIVZ MSCI ESG Ratings

7.33 / 10
77.47
74.72
12.87%
--
130.39

DIVZ Benchmark Comparison Holdings

32
2469
28
8.08%

DIVZ Benchmark Comparison Summary


DIVZ
Segment Benchmark
32
2469
$128.93B
$504.44B
21.78
31.21
2.14
4.50
3.68%
1.21%
Medium
Low

DIVZ Benchmark Comparison Market Cap Size


DIVZ
Segment Benchmark
96.76%
87.77%
3.24%
9.78%
0.00%
2.35%
0.00%
0.10%