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

The security is being delisted. The last day of trading on an exchange is May 25, 2022.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.y

PERFORMANCE [as of 05/16/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
RBUS -5.67% -2.11% -8.52% 1.70% 12.12% -- --
RBUS (NAV) -6.81% -1.98% -8.54% 1.84% 12.14% -- --
MSCI USA Large Cap Index -- -10.97% -16.61% -3.77% 13.68% 13.02% 14.03%
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%
$111.89M
$73.05K
0.23%

RBUS Portfolio Data

$110.10B
23.14
3.82
1.30%
N/A
251

RBUS Index Data

Rothschild & Co Risk-Based U.S. 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
Closing
Daily

RBUS Factset Analytics Block Liquidity

As of 05/18/22
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

1,884
$73.05K
102
0
0.23%
$0.09
0.00%
3.67% / -1.49%
None
99.00%
25,000
0.00
0.05%
0.00%
0
$37.61
4

RBUS Sector/Industry Breakdown


RBUS
Segment Benchmark
17.13%
--
12.77%
--
11.16%
--
8.89%
--
6.98%
--
5.55%
--
5.27%
--
4.19%
--
3.81%
--
3.60%
--

RBUS Countries


RBUS
Segment Benchmark
99.62%
99.90%
0.38%
--
--
0.10%

RBUS Regions


RBUS
Segment Benchmark
99.62%
100.00%
0.38%
--

RBUS Economic Development


RBUS
Segment Benchmark
100.00%
100.00%

RBUS Performance Statistics

0.77
0.62
0.64
0.62
0.51%
MSCI USA Large Cap Index

RBUS Benchmark Comparison Holdings

251
295
157
34.83%

RBUS Benchmark Comparison Summary


RBUS
Segment Benchmark
251
295
$110.10B
$723.99B
23.14
24.13
3.82
5.01
1.70%
1.30%
Low
Low

RBUS Benchmark Comparison Market Cap Size


RBUS
Segment Benchmark
96.08%
99.98%
3.90%
0.02%
0.02%
0.00%
0.00%
0.00%