RBUS

Nationwide Risk-Based U.S. Equity ETF
*Unless otherwise stated, data provided by FactSet.

RBUS Fund Description

RBUS tracks an index of approximately 250 US large-cap stocks that are selected and weighted according to volatility, cross-correlation, and the Sharpe ratio.

RBUS Factset Analytics Insight

RBUS tracks an index that attempts to increase the portfolios risk adjusted return relative to traditional vanilla market cap weighted indices. As a fund coming from an issuer in the insurance industry—Nationwide Fund Advisors, it comes as no surprise that RBUS aims to construct a portfolio with an emphasis on low risk securities. The index begins with the largest 500 US stocks which are then ranked based on their trailing one year volatility and cross-correlation. Half of the most risky securities are eliminated, leaving 250 securities having the lowest risk in the index portfolio. By optimizing the risk budget and marginal risk contribution of each stock, the index weights each selected security in a way that all constituents contribute an equal amount of risk to the index and no individual security has a weight greater than 5%. The index is rebalanced on a quarterly basis.

RBUS MSCI ESG Analytics Insight

Nationwide Risk-Based U.S. Equity ETF has an MSCI ESG Fund Rating of A based on a score of 7.03 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. Nationwide Risk-Based U.S. Equity ETF ranks in the 67th percentile within its peer group and in the 76th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

RBUS 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 12/01/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
RBUS -2.86% -2.95% 11.68% 14.25% 14.91% -- --
RBUS (NAV) -3.95% -4.07% 10.53% 12.95% 14.33% -- --
MSCI USA Large Cap Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

RBUS Summary Data

Nationwide
09/15/17
Open-Ended Fund
0.30%
$123.89M
$90.17K
0.22%

RBUS Portfolio Data

$94.27B
27.39
4.19
1.19%
N/A
248

RBUS Index Data

Rothschild & Co Risk-Based US Index
Technical
Technical
MSCI USA Large Cap Index

RBUS Portfolio Management

0.30%
--
--
--

RBUS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

RBUS Fund Structure

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

RBUS Factset Analytics Block Liquidity

As of 12/02/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of RBUS. RBUS is rated a 4 out of 5.

RBUS Tradability

2,303
$90.17K
81
0
0.22%
$0.09
0.00%
3.67% / -0.21%
None
98.00%
25,000
0.00
0.05%
0.00%
0
$38.62
4

RBUS Sector/Industry Breakdown


RBUS
Segment Benchmark
20.86%
13.41%
16.06%
14.61%
13.23%
5.87%
12.68%
7.84%
10.79%
38.43%
10.65%
2.14%
9.01%
11.96%
2.78%
1.78%
1.69%
1.44%
0.82%
2.04%

RBUS Top 10 Holdings[View All]

Pfizer Inc. 0.76%
Kroger Co. 0.71%
7.18%

RBUS Countries


RBUS
Segment Benchmark
99.61%
99.90%
0.39%
--
--
0.10%

RBUS Regions


RBUS
Segment Benchmark
99.61%
100.00%
0.39%
--

RBUS Economic Development


RBUS
Segment Benchmark
100.00%
100.00%

RBUS Performance Statistics

0.77
0.73
0.73
0.75
0.38%
MSCI USA Large Cap Index

RBUS MSCI ESG Ratings

7.03 / 10
75.62
66.86
10.08%
--
325.83

RBUS Benchmark Comparison Holdings

248
291
156
34.44%

RBUS Benchmark Comparison Summary


RBUS
Segment Benchmark
248
291
$94.27B
$656.83B
27.39
29.41
4.19
5.17
1.60%
1.27%
Low
Low

RBUS Benchmark Comparison Market Cap Size


RBUS
Segment Benchmark
97.37%
100.00%
2.63%
0.00%
0.00%
0.00%
0.00%
0.00%