REVS

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

REVS Fund Description

REVS tracks an index of US stocks pulled from the Russell 1000 Value Index. REVS’ index uses multifactor selection and market cap weighting.

REVS Factset Analytics Insight

REVS aims to beat the Russell 1000 Value Index by subtraction. The fund tracks an index that starts with the Russell 1000 Value, 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 Value. In all, the fund aims to beat its bogey solely by stock de-selection while avoiding sector bets. A footnote: biotech stocks (if any) are not screened and therefore are proportionally included.

REVS MSCI ESG Analytics Insight

Columbia Research Enhanced Value ETF has an MSCI ESG Fund Rating of A based on a score of 6.29 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. Columbia Research Enhanced Value ETF ranks in the 55th percentile within its peer group and in the 67th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

REVS 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 09/23/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
REVS -2.33% 1.15% 20.21% 39.59% -- -- --
REVS (NAV) -1.46% 3.00% 21.95% 44.67% -- -- --
Beta Advantage Research Enhanced U.S. Value Index -1.45% 3.07% 22.25% 44.44% 9.56% 13.28% 14.96%
MSCI USA Large Cap Value -1.35% 2.50% 17.13% 35.87% 9.30% 11.18% 13.37%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

REVS Summary Data

Columbia
09/25/19
Open-Ended Fund
0.19%
$9.60M
$118.26K
0.25%

REVS Portfolio Data

$177.12B
18.15
2.49
22.93%
N/A
301

REVS Index Data

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

REVS Portfolio Management

0.19%
0.24%
0.52%
-0.23%

REVS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

REVS Fund Structure

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

REVS Factset Analytics Block Liquidity

As of 09/24/21
5
4
3
2
1

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

REVS Tradability

5,725
$118.26K
5,243
$108.84K
0.25%
$0.05
0.08%
0.39% / -0.34%
None
99.00%
50,000
0.10
0.05%
0.00%
0
$20.52
5

REVS Sector/Industry Breakdown


REVS
Segment Benchmark
26.41%
22.80%
17.19%
19.73%
15.14%
11.74%
12.63%
11.32%
8.00%
7.75%
7.75%
11.62%
4.51%
4.69%
3.72%
2.75%
3.56%
4.49%
0.04%
2.67%

REVS Top 10 Holdings[View All]

Pfizer Inc. 2.66%
26.95%

REVS Countries


REVS
Segment Benchmark
100.00%
99.90%
--
0.10%

REVS Regions


REVS
Segment Benchmark
100.00%
100.00%

REVS Economic Development


REVS
Segment Benchmark
100.00%
100.00%

REVS Performance Statistics

0.96
1.06
1.01
1.03
0.17%
MSCI USA Large Cap Value

REVS MSCI ESG Ratings

6.29 / 10
66.93
54.74
6.53%
3.61%
217.36

REVS Benchmark Comparison Holdings

301
197
68
32.32%

REVS Benchmark Comparison Summary


REVS
Segment Benchmark
301
197
$177.12B
$180.83B
18.15
22.32
2.49
3.08
2.01%
2.31%
Low
Low

REVS Benchmark Comparison Market Cap Size


REVS
Segment Benchmark
84.81%
100.00%
15.16%
0.00%
0.03%
0.00%
0.00%
0.00%