RNEM

First Trust Emerging Markets Equity Select ETF
*Unless otherwise stated, data provided by FactSet.

RNEM Fund Description

RNEM tracks a tier-weighted index of emerging-market stocks selected for low volatility.

RNEM Factset Analytics Insight

RNEM seeks stability by filtering the universe of large- and midcap emerging-market stocks for companies with historically low volatility of returns. Within each emerging market country, the fund selects the 25 stocks with the lowest volatility over the previous 12 months. The resulting portfolio is sorted into country/sector buckets, with each bucket set to market weight at each rebalance. Holdings are equal-weighted within the buckets. The fund’s use of a NASDAQ parent index means that it classifies both South Korea and Taiwan as emerging markets, which may not align with how they are classified in other emerging-market funds. The index is reconstituted and rebalanced semi-annually.

RNEM MSCI ESG Analytics Insight

First Trust Emerging Markets Equity Select ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.68 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. First Trust Emerging Markets Equity Select ETF ranks in the 22nd percentile within its peer group and in the 13th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

RNEM 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
RNEM -4.81% -3.47% 2.96% 6.66% 2.21% -- --
RNEM (NAV) -1.97% -3.92% 2.72% 5.71% 1.84% -- --
MSCI Emerging Markets Investable Market Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

RNEM Summary Data

First Trust
06/20/17
Open-Ended Fund
0.75%
$7.00M
$14.77K
0.40%

RNEM Portfolio Data

$30.14B
10.65
1.33
3.98%
N/A
266

RNEM Index Data

Tiered
Volatility
MSCI Emerging Markets Investable Market Index

RNEM Portfolio Management

0.75%
--
--
--

RNEM Tax Exposures

20.00% / 39.60%
0.21%
Qualified dividends
No

RNEM Fund Structure

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

RNEM 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 RNEM. RNEM is rated a 1 out of 5.

RNEM Tradability

343
$14.77K
101
0
0.40%
$0.19
0.16%
1.67% / -1.54%
None
13.00%
50,000
0.00
0.10%
2.56%
0
$46.80
1

RNEM Sector/Industry Breakdown


RNEM
Segment Benchmark
32.46%
20.63%
16.40%
32.13%
15.60%
8.99%
11.42%
5.74%
5.55%
6.31%
4.96%
8.63%
3.63%
2.37%
3.54%
2.42%
3.38%
4.50%
3.01%
5.46%

RNEM Top 10 Holdings[View All]

3.42%
3.26%
3.18%
3.10%
3.08%
2.93%
2.83%
2.75%
2.56%
1.92%
29.03%

RNEM Countries


RNEM
Segment Benchmark
19.88%
12.47%
19.40%
25.93%
19.38%
15.53%
9.98%
5.17%
7.37%
3.24%
5.20%
1.90%
4.59%
1.88%
3.06%
1.24%
2.47%
2.73%
2.08%
1.54%

RNEM Regions


RNEM
Segment Benchmark
70.03%
77.99%
16.59%
7.80%
7.45%
8.62%
5.75%
4.76%
0.18%
0.84%

RNEM Economic Development


RNEM
Segment Benchmark
60.46%
43.43%
39.54%
56.57%

RNEM Performance Statistics

0.50
0.52
0.45
0.63
0.62%
MSCI Emerging Markets Investable Market Index

RNEM MSCI ESG Ratings

4.68 / 10
13.32
21.95
2.58%
--
596.58

RNEM Benchmark Comparison Holdings

266
3168
250
18.75%

RNEM Benchmark Comparison Summary


RNEM
Segment Benchmark
266
3168
$30.14B
$126.32B
10.65
17.04
1.33
1.91
3.87%
2.00%
Low
Low

RNEM Benchmark Comparison Market Cap Size


RNEM
Segment Benchmark
45.43%
66.16%
51.32%
23.27%
3.26%
9.59%
0.00%
0.97%