OUSM

O’Shares U.S. Small-Cap Quality Dividend ETF
*Unless otherwise stated, data provided by FactSet.

OUSM Fund Description

OUSM tracks an index of US small-cap stocks weighted for exposure to quality, low volatility, high dividend yield, and dividend quality factors.

OUSM Factset Analytics Insight

OUSM invests in the small-cap space of the US equity market. The portfolio selection starts with the S-Network US Equity Mid/Small-Cap 2500 Index and reweights it to increase exposure to four factors: quality (determined by financial statement metrics ROA and EBITDA), low volatility (trailing five-year weekly volatility), dividend yield (12-month trailing), and dividend quality (cash dividend growth and dividend payout). Multiple metrics within each factor are averaged to develop an overall ranking score for each security. The final selection intends to hold 200 companies with the highest overall scores with weights subject to various diversification constraints including a 2% cap on any single constituent at each quarterly rebalance and 22% cap on each sector during annual reconstitution. Prior to June 1, 2020, the fund follows the FTSE USA Small Cap ex Real Estate 2Qual/Vol/Yield 3% Capped Factor Index.

OUSM MSCI ESG Analytics Insight

O’Shares U.S. Small-Cap Quality Dividend ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.49 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. O’Shares U.S. Small-Cap Quality Dividend ETF ranks in the 34th percentile within its peer group and in the 8th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

OUSM 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 07/29/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
OUSM 1.44% -0.04% 14.66% 37.74% 10.71% -- --
OUSM (NAV) 2.45% 0.52% 16.11% 36.80% 11.12% -- --
MSCI USA Small Cap Index -1.69% -1.63% 16.58% 50.92% 13.77% 15.16% 13.47%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

OUSM Summary Data

O'Shares
12/30/16
Open-Ended Fund
0.48%
$150.84M
$372.06K
0.11%

OUSM Portfolio Data

$7.46B
20.32
3.37
1.58%
N/A
101

OUSM Index Data

O'Shares US Small-Cap Quality Dividend Index
Multi-Factor
Market Cap
MSCI USA Small Cap Index

OUSM Portfolio Management

0.48%
--
--
--

OUSM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

OUSM Fund Structure

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

OUSM Factset Analytics Block Liquidity

As of 07/30/21
5
4
3
2
1

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

OUSM Tradability

10,558
$372.06K
9,511
$332.10K
0.11%
$0.04
0.04%
0.30% / -0.36%
None
100.00%
50,000
0.19
0.03%
0.14%
0
$35.81
5

OUSM Sector/Industry Breakdown


OUSM
Segment Benchmark
26.16%
14.32%
19.31%
22.93%
15.94%
16.06%
11.80%
4.08%
9.51%
13.35%
8.97%
14.04%
7.12%
1.97%
1.19%
0.65%

OUSM Countries


OUSM
Segment Benchmark
100.00%
99.95%
--
0.05%

OUSM Regions


OUSM
Segment Benchmark
100.00%
100.00%

OUSM Economic Development


OUSM
Segment Benchmark
100.00%
100.00%

OUSM Performance Statistics

0.80
0.70
0.75
0.71
0.58%
MSCI USA Small Cap Index

OUSM MSCI ESG Ratings

5.49 / 10
8.28
34.18
2.68%
4.95%
172.80

OUSM Benchmark Comparison Holdings

101
1871
88
7.80%

OUSM Benchmark Comparison Summary


OUSM
Segment Benchmark
101
1871
$7.46B
$5.48B
20.32
179.65
3.37
2.87
2.01%
0.99%
Low
Low

OUSM Benchmark Comparison Market Cap Size


OUSM
Segment Benchmark
15.98%
2.84%
74.18%
74.83%
9.48%
21.42%
0.36%
0.92%