ETHO

Etho Climate Leadership U.S. ETF
*Unless otherwise stated, data provided by FactSet.

ETHO Fund Description

ETHO tracks the performance of an equal-weighted index that selects US stocks that exhibit the least carbon impact within its industry. Certain industries are excluded altogether.

ETHO Factset Analytics Insight

ETHO tracks an index of US equities with the most climate efficiency within their own sectors. Each company is measured according to their climate impact, which is calculated based on total greenhouse gas emissions from operations, fuel use, supply chain, and business activities, divided by market capitalization. The top scoring half in each industry is selected, while simultaneously excluding all companies in energy, tobacco, aerospace and defense, gambling, gold, and silver sub-industries. Equal weighting is applied to all selected companies, which gives smaller capitalization stocks more weight within the index relative to a market capitalization weighting approach. Given the industry screens and equal weighting, ETHO carries greater active risk than some peer ESG funds which track closer to cap-weighted exposure. Overall, the fund provides a clear and distinct selection method for environmentally-conscious investors. The Index is reconstituted and rebalanced annually.

ETHO MSCI ESG Analytics Insight

Etho Climate Leadership U.S. ETF has an MSCI ESG Fund Rating of A based on a score of 6.90 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. Etho Climate Leadership U.S. ETF ranks in the 71st percentile within its peer group and in the 87th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

ETHO 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 09/15/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ETHO -1.28% 2.18% 14.99% 38.71% 18.20% 19.33% --
ETHO (NAV) -0.57% 3.08% 15.88% 39.34% 18.42% 19.26% --
Etho Climate Leadership Index - US -- -- -- -- -- -- --
MSCI USA IMI 0.42% 5.21% 19.67% 35.96% 17.67% 18.14% 16.28%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ETHO Summary Data

ETFMG
Etho Capital
11/18/15
Open-Ended Fund
0.48%
$176.64M
$414.50K
0.17%

ETHO Portfolio Data

$79.91B
35.54
4.02
0.56%
09/21/21
264

ETHO Index Data

Equal
Principles-based
MSCI USA IMI

ETHO Portfolio Management

0.48%
--
--
--

ETHO Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

ETHO Fund Structure

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

ETHO Factset Analytics Block Liquidity

As of 09/16/21
5
4
3
2
1

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

ETHO Tradability

6,791
$414.50K
5,649
$334.93K
0.17%
$0.10
0.07%
2.85% / -0.61%
None
96.00%
50,000
0.11
0.02%
0.05%
0
$61.33
5

ETHO Sector/Industry Breakdown


ETHO
Segment Benchmark
25.34%
33.32%
16.79%
14.15%
16.24%
14.69%
15.79%
9.39%
10.60%
13.22%
2.61%
2.65%
2.40%
5.35%
2.40%
2.40%
2.29%
2.59%
1.76%
1.26%

ETHO Countries


ETHO
Segment Benchmark
100.00%
99.93%
--
0.07%

ETHO Regions


ETHO
Segment Benchmark
100.00%
100.00%

ETHO Economic Development


ETHO
Segment Benchmark
100.00%
100.00%

ETHO Performance Statistics

0.89
1.05
1.05
1.00
0.35%
MSCI USA IMI

ETHO MSCI ESG Ratings

6.90 / 10
87.23
70.89
--
9.35%
51.66

ETHO Benchmark Comparison Holdings

264
2473
257
22.10%

ETHO Benchmark Comparison Summary


ETHO
Segment Benchmark
264
2473
$79.91B
$472.14B
35.54
32.97
4.02
4.43
1.02%
1.25%
Low
Low

ETHO Benchmark Comparison Market Cap Size


ETHO
Segment Benchmark
61.13%
87.50%
30.50%
9.89%
7.37%
2.49%
1.00%
0.12%