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

This fund is closing. The last day of trading will be on August 22,2022. 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.

PERFORMANCE [as of 08/12/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GBLO 5.43% 2.53% 4.84% 11.35% -- -- --
GBLO (NAV) 5.41% 2.47% 4.89% 11.46% -- -- --
Global Beta Low Beta Factor Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 12.31% 9.76% -10.27% -4.25% 16.15% 14.16% 14.12%
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%
$5.91M
$207.59K
0.34%

GBLO Portfolio Data

$148.47B
20.40
3.43
3.13%
N/A
101

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
Closing
Daily

GBLO Factset Analytics Block Liquidity

As of 08/15/22
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 5 out of 5.

GBLO Tradability

8,106
$207.59K
1,724
$43.25K
0.34%
$0.09
0.01%
2.21% / -1.04%
None
100.00%
25,000
0.07
0.04%
0.01%
0
$26.66
5

GBLO Sector/Industry Breakdown


GBLO
Segment Benchmark
16.40%
--
14.95%
--
12.13%
--
8.92%
--
8.47%
--
8.43%
--
7.06%
--
5.44%
--
4.77%
--
4.33%
--

GBLO Top 10 Holdings[View All]

Walmart Inc. 5.14%
AT&T Inc. 3.90%
Kroger Co. 3.33%
46.28%

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

0.39
0.41
0.45
0.49
0.95%
MSCI USA Large Cap Index

GBLO Benchmark Comparison Holdings

101
296
67
21.09%

GBLO Benchmark Comparison Summary


GBLO
Segment Benchmark
101
296
$148.47B
$561.38B
20.40
17.33
3.43
3.34
2.73%
1.47%
Medium
Low

GBLO Benchmark Comparison Market Cap Size


GBLO
Segment Benchmark
99.40%
99.97%
0.60%
0.03%
0.00%
0.00%
0.00%
0.00%