OUSMO’Shares U.S. Small-Cap Quality Dividend ETF
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 5.76 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 36th percentile within its peer group and in the 5th 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.
OUSM Summary Data
OUSM Portfolio Data
OUSM Index Data
OUSM Portfolio Management
OUSM Tax Exposures
OUSM Fund Structure
OUSM Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of OUSM. OUSM is rated a 4 out of 5.
OUSM Sector/Industry Breakdown
OUSM Top 10 Holdings[View All]
OUSM Economic Development
OUSM Performance Statistics
OUSM MSCI ESG Ratings
OUSM Benchmark Comparison Summary
OUSM Benchmark Comparison Market Cap Size