JOET

Virtus Terranova U.S. Quality Momentum ETF
*Unless otherwise stated, data provided by FactSet.

JOET Fund Description

JOET tracks an equal-weighted index of large-cap stocks in the US displaying quality fundamental and technical attributes.

JOET Factset Analytics Insight

JOET tracks the Terranova U.S. Quality Momentum Index, which aims to combine strong quality fundamentals with positive momentum technical trends. Constituent eligibility begins with the 500 largest US securities by market capitalization, which are then screened and ranked based on a momentum and quality score based on the following factors: (i) return-on-equity, (ii) debt-to-equity, and (iii) sales growth rate. A composite score is then calculated and assigned wherein the top 125 securities with positive momentum form the Underlying Index. Finally, the fund is equally-weighted at every quarterly rebalance and reconstitution. JOET’s underlying index is the brainchild of Joe Terranova, Senior Managing Director and Chief Market Strategist for Virtus Investment Partners. His market expertise and investing principles are utilized in the index methodology.

JOET MSCI ESG Analytics Insight

Virtus Terranova U.S. Quality Momentum ETF has an MSCI ESG Fund Rating of A based on a score of 7.58 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. Virtus Terranova U.S. Quality Momentum ETF ranks in the 80th percentile within its peer group and in the 92nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JOET 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
JOET 4.08% 6.34% 20.65% -- -- -- --
JOET (NAV) 3.62% 6.42% 20.97% -- -- -- --
No Underlying 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.

JOET Summary Data

Virtus
11/17/20
Open-Ended Fund
0.29%
$99.27M
$943.62K
0.12%

JOET Portfolio Data

$144.95B
22.75
4.89
--
N/A
124

JOET Index Data

No Underlying Index
Equal
Multi-Factor
MSCI USA Large Cap Index

JOET Portfolio Management

0.29%
--
--
--

JOET Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JOET Fund Structure

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

JOET 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 JOET. JOET is rated a 5 out of 5.

JOET Tradability

31,384
$943.62K
26,592
$819.38K
0.12%
$0.04
0.01%
0.22% / -0.40%
None
100.00%
50,000
0.53
0.03%
0.01%
185
$31.63
5

JOET Sector/Industry Breakdown


JOET
Segment Benchmark
29.27%
38.43%
19.51%
11.96%
17.87%
14.61%
14.22%
13.41%
14.18%
7.84%
3.39%
1.78%
1.56%
5.87%

JOET Countries


JOET
Segment Benchmark
100.00%
99.90%
--
0.10%

JOET Regions


JOET
Segment Benchmark
100.00%
100.00%

JOET Economic Development


JOET
Segment Benchmark
100.00%
100.00%

JOET Performance Statistics

0.86
1.05
1.07
1.13
0.36%
MSCI USA Large Cap Index

JOET MSCI ESG Ratings

7.58 / 10
91.50
79.52
1.58%
--
58.25

JOET Benchmark Comparison Holdings

124
291
70
23.58%

JOET Benchmark Comparison Summary


JOET
Segment Benchmark
124
291
$144.95B
$656.83B
22.75
29.41
4.89
5.17
0.81%
1.27%
Low
Low

JOET Benchmark Comparison Market Cap Size


JOET
Segment Benchmark
97.46%
100.00%
2.54%
0.00%
0.00%
0.00%
0.00%
0.00%