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 5.70 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 42nd percentile within its peer group and in the 18th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

GBLO Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 11/27/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GBLO 2.74% 2.44% -- -- -- -- --
GBLO (NAV) 4.42% 2.24% -- -- -- -- --
Global Beta Low Beta Factor Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 7.32% 4.54% 17.26% 20.48% 15.23% 14.75% 14.61%
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%
$2.69M
$3.96K
0.16%

GBLO Portfolio Data

$205.39B
21.82
3.73
--
N/A
103

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
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

GBLO Factset Analytics Block Liquidity

As of 11/30/20
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

207
$3.96K
20
0
0.16%
$0.03
-0.02%
0.80% / -0.25%
None
100.00%
25,000
0.00
--
0.00%
0
$21.53
4

GBLO Sector/Industry Breakdown


GBLO
Segment Benchmark
29.43%
6.95%
25.77%
14.07%
19.48%
15.23%
8.93%
8.31%
7.13%
1.97%
2.99%
36.50%
2.75%
10.69%
2.52%
2.66%
0.92%
1.84%
0.06%
1.78%

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

--
--
--
--
0.00%
MSCI USA Large Cap Index

GBLO MSCI ESG Ratings

5.70 / 10
18.44
41.92
9.66%
7.44%
139.56

GBLO Benchmark Comparison Holdings

103
288
65
25.30%

GBLO Benchmark Comparison Summary


GBLO
Segment Benchmark
103
288
$205.39B
$498.35B
21.82
31.97
3.73
4.17
2.16%
1.68%
Medium
Low

GBLO Benchmark Comparison Market Cap Size


GBLO
Segment Benchmark
97.95%
99.84%
2.05%
0.16%
0.00%
0.00%
0.00%
0.00%