RAFEPIMCO RAFI ESG U.S. ETF
RAFE Fund Description
RAFE tracks an index of US companies that are selected and weighted by a combination of fundamental and ESG criteria.
RAFE Factset Analytics Insight
RAFE aims to outperform market-cap weighted indexes by integrating fundamental and ESG criteria. Selection begins with US large- and midcap equities being ranked by a fundamental weight considering: de-levered sales, cash flow, dividend plus buybacks over the past five years and the most recent book value. The stocks in the top 86% of cumulative fundamental weight are considered. An ESG score is calculated based on five signals: environment, social, governance, financial discipline and diversity. Companies ranking in the bottom 10% by fundamental weight, for each respective signal are excluded from the index. In addition, companies having major involvement tobacco, gambling, weapons — civilian and military, fossil fuels, coal, tar sands and oil shale are excluded. Selected companies are weighted by their fundamental weight and adjusted by the companies’ respective overall ESG scores. The underlying index is reconstituted annually in March and rebalance on a quarterly staggered basis of 25%.
RAFE MSCI ESG Analytics Insight
PIMCO RAFI ESG U.S. ETF has an MSCI ESG Fund Rating of AA based on a score of 7.29 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. PIMCO RAFI ESG U.S. ETF ranks in the 80th percentile within its peer group and in the 95th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
RAFE 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.
RAFE Summary Data
RAFE Portfolio Data
RAFE Index Data
RAFE Portfolio Management
RAFE Tax Exposures
RAFE Fund Structure
RAFE Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of RAFE. RAFE is rated a 5 out of 5.
RAFE Sector/Industry Breakdown
RAFE Economic Development
RAFE Performance Statistics
RAFE MSCI ESG Ratings
RAFE Benchmark Comparison Summary
RAFE Benchmark Comparison Market Cap Size