GBLO

Global Beta Low Beta ETF
*Unless otherwise stated, data provided by FactSet.

GBLO Fund Description

GBLO tracks a revenue-weighted index of S&P 500 stocks with the lowest beta to the broad market.

GBLO Factset Analytics Insight

GBLO is part of a factor-based ETF suite of the issuer, which provides investors low beta market exposure in the large-cap space. With the S&P 500 as its starting universe, the fund is already vetted for criteria such as liquidity and quality. The underlying index is composed of 100 securities whose beta is within the lowest quintile ranking in the S&P 500. Each security’s weighting is assigned in a pro rata basis using their twelve-month trailing revenue. Meaning, each of the 100 securities’ revenue are summed up, then each security’s proportion in the overall sum becomes the security’s weighting. To mitigate concentration risk, the fund adviser caps each security at 5% during quarterly rebalance. In all, GBLO aims to provide investors with downside risk mitigation during periods of high market volatility.

GBLO MSCI ESG Analytics Insight

Global Beta Low Beta ETF has an MSCI ESG Fund Rating of BBB based on a score of 7.42 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. Global Beta Low Beta ETF ranks in the 77th percentile within its peer group and in the 88th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

GBLO 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 10/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GBLO 2.36% 1.38% 14.56% 19.42% -- -- --
GBLO (NAV) 2.57% 1.76% 15.08% 20.17% -- -- --
Global Beta Low Beta Factor Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 3.17% 3.87% 21.51% 32.77% 21.09% 19.13% 16.56%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

GBLO Summary Data

Global Beta
07/24/20
Open-Ended Fund
0.29%
$1.22M
$3.62K
0.10%

GBLO Portfolio Data

$137.55B
27.56
3.56
2.13%
N/A
100

GBLO Index Data

Global Beta Low Beta Factor Index
Revenue
Beta
MSCI USA Large Cap Index

GBLO Portfolio Management

0.29%
--
--
--

GBLO Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

GBLO Fund Structure

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

GBLO Factset Analytics Block Liquidity

As of 10/25/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of GBLO. GBLO is rated a 4 out of 5.

GBLO Tradability

182
$3.62K
20
0
0.10%
$0.02
0.01%
0.30% / -0.50%
None
99.00%
25,000
0.00
0.04%
0.01%
0
$24.46
4

GBLO Sector/Industry Breakdown


GBLO
Segment Benchmark
27.52%
13.41%
25.50%
5.87%
14.77%
14.61%
8.94%
1.44%
8.33%
2.14%
7.55%
7.84%
4.91%
11.96%
1.85%
38.43%
0.05%
2.04%

GBLO Top 10 Holdings[View All]

Walmart Inc. 5.06%
AT&T Inc. 4.59%
Kroger Co. 4.28%
Humana Inc. 3.10%
44.12%

GBLO Countries


GBLO
Segment Benchmark
100.00%
99.90%
--
0.10%

GBLO Regions


GBLO
Segment Benchmark
100.00%
100.00%

GBLO Economic Development


GBLO
Segment Benchmark
100.00%
100.00%

GBLO Performance Statistics

0.49
0.54
0.50
0.59
0.60%
MSCI USA Large Cap Index

GBLO MSCI ESG Ratings

7.42 / 10
88.38
76.52
10.89%
--
253.79

GBLO Benchmark Comparison Holdings

100
291
64
16.37%

GBLO Benchmark Comparison Summary


GBLO
Segment Benchmark
100
291
$137.55B
$656.83B
27.56
29.41
3.56
5.17
2.58%
1.27%
Medium
Low

GBLO Benchmark Comparison Market Cap Size


GBLO
Segment Benchmark
98.75%
100.00%
1.25%
0.00%
0.00%
0.00%
0.00%
0.00%