RECS

Columbia Research Enhanced Core ETF
*Unless otherwise stated, data provided by FactSet.

RECS Fund Description

RECS tracks an index of US stocks pulled from the Russell 1000. The index uses multifactor selection and market cap weighting.

RECS Factset Analytics Insight

RECS aims to beat the Russell 1000 by subtraction. The fund tracks an index that starts with the Russell 1000, then removes stocks that don’t pass its quality, value and momentum screens on a sector by sector basis. (Fund docs offer little additional detail on the factor inputs.) Stocks that make the cut are market cap weighted, and sector weights are aligned with those of the Russell 1000. In all, the fund aims to beat its bogey solely by stock de-selection while avoiding sector bets.

RECS MSCI ESG Analytics Insight

Columbia Research Enhanced Core ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.60 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. Columbia Research Enhanced Core ETF ranks in the 33th percentile within its peer group and in the 15th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

RECS 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 11/29/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
RECS 1.02% 2.34% 27.58% 31.07% -- -- --
RECS (NAV) 1.17% 2.28% 28.65% 31.73% -- -- --
Beta Advantage Research Enhanced U.S. Equity Index 1.18% 2.33% 28.94% 32.06% 20.89% 18.45% 17.52%
MSCI USA Large Cap Index 1.07% 3.35% 24.62% 29.05% 22.42% 19.09% 17.26%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

RECS Summary Data

Columbia
09/25/19
Open-Ended Fund
0.15%
$27.38M
$38.20K
0.33%

RECS Portfolio Data

$630.44B
22.23
4.54
0.85%
N/A
368

RECS Index Data

Beta Advantage Research Enhanced U.S. Equity Index
Market Cap
Multi-Factor
MSCI USA Large Cap Index

RECS Portfolio Management

0.15%
-0.40%
-0.24%
-0.97%

RECS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

RECS Fund Structure

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

RECS Factset Analytics Block Liquidity

As of 11/30/21
5
4
3
2
1

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

RECS Tradability

1,238
$38.20K
176
$4.21K
0.33%
$0.10
0.05%
0.42% / -0.12%
None
100.00%
25,000
0.01
0.03%
0.00%
0
$31.59
5

RECS Sector/Industry Breakdown


RECS
Segment Benchmark
38.24%
38.43%
14.70%
11.96%
12.95%
14.61%
12.45%
13.41%
9.25%
7.84%
5.01%
5.87%
2.38%
2.14%
2.31%
1.78%
2.14%
2.04%
0.02%
1.44%

RECS Countries


RECS
Segment Benchmark
100.00%
99.90%
--
0.10%

RECS Regions


RECS
Segment Benchmark
100.00%
100.00%

RECS Economic Development


RECS
Segment Benchmark
100.00%
100.00%

RECS Performance Statistics

0.95
0.94
0.95
0.93
0.17%
MSCI USA Large Cap Index

RECS MSCI ESG Ratings

5.60 / 10
14.63
32.94
6.52%
--
144.33

RECS Benchmark Comparison Holdings

368
291
115
51.68%

RECS Benchmark Comparison Summary


RECS
Segment Benchmark
368
291
$630.44B
$656.83B
22.23
29.41
4.54
5.17
1.35%
1.27%
Medium
Low

RECS Benchmark Comparison Market Cap Size


RECS
Segment Benchmark
91.89%
100.00%
8.10%
0.00%
0.01%
0.00%
0.00%
0.00%