SCIJ

Global X Scientific Beta Japan ETF
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78
*Unless otherwise stated, data provided by FactSet.

SCIJ Fund Description

SCIJ tracks an index that provides a multifactor approach to investing in the 500 largest Japanese stocks.

SCIJ Factset Analytics Insight

Newly launched SCIJ offers alternative exposure to Japanese stocks. Its index selects from a universe of the 500 largest and most liquid Japanese stocks, based on 4 factors: value, size, low volatility and momentum. These factors are measured by price-to-book ratio, free-float market capitalization, historical volatility over a 2-year period, and one-year-minus-one-month total returns, respectively. These securities are weighted according to a proprietary, multifactor approach. Specifically, the fund uses 5 different weighting schemes and takes the average weight from these in an effort to diversify model risk. SCIJ charges a reasonable fee for its exposure and underlying mechanics.

SCIJ MSCI ESG Analytics Insight

Global X Scientific Beta Japan ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.23 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. Global X Scientific Beta Japan ETF ranks in the 47th percentile within its peer group and in the 34th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SCIJ 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.

SCIJ Charts And Performance

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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Select ETFs to compare their performance:
PERFORMANCE [as of 09/17/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SCIJ 5.54% 4.09% 6.32% -4.18% 4.46% -- --
SCIJ (NAV) 6.58% 4.65% 5.73% -3.98% 4.61% -- --
MSCI Japan Large Cap Index 6.94% 6.06% 13.04% 0.71% 7.79% 5.96% 5.46%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SCIJ Summary Data

Global X
05/12/15
Open-Ended Fund
0.39%
$2.73M
$9.66K
0.34%

SCIJ Portfolio Data

$14.70B
14.71
1.03
3.08%
12/30/19
227

SCIJ Index Data

Scientific Beta Japan Multi-Beta Multi-Strategy Four-Factor Equal Risk Contribution Index
Multi-Factor
Multi-Factor
MSCI Japan Large Cap Index

SCIJ Portfolio Management

0.39%
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--
--

SCIJ Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SCIJ Fund Structure

Open-Ended Fund
No
No
100% / 0%
N/A
N/A
High
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

SCIJ Factset Analytics Block Liquidity

As of 09/18/19
5
4
3
2
1

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

SCIJ Tradability

290
$9.66K
118
$6.03K
0.34%
$0.09
-0.17%
2.17% / -3.18%
None
0.00%
50,000
0.00
0.33%
0.04%
0
$27.36
4

SCIJ Sector/Industry Breakdown


SCIJ
Segment Benchmark
22.36%
26.25%
15.28%
17.87%
15.21%
15.32%
13.03%
10.18%
12.29%
8.64%
6.53%
1.61%
6.47%
5.56%
6.12%
8.23%
2.18%
5.44%
0.53%
0.90%

SCIJ Top 10 Holdings[View All]

1.16%
1.11%
1.06%
1.05%
1.03%
1.00%
0.97%
0.95%
0.91%
0.89%
10.13%

SCIJ Countries


SCIJ
Segment Benchmark
100.00%
100.00%

SCIJ Regions


SCIJ
Segment Benchmark
100.00%
100.00%

SCIJ Economic Development


SCIJ
Segment Benchmark
100.00%
100.00%

SCIJ Performance Statistics

0.95
0.95
0.96
0.93
0.24%
MSCI Japan Large Cap Index

SCIJ MSCI ESG Ratings

BBB
5.23 / 10
33.97
47.00
9.87%
12.64%
226.82

SCIJ Benchmark Comparison Holdings

227
1296
226
41.61%

SCIJ Benchmark Comparison Summary


SCIJ
Segment Benchmark
227
1296
$14.70B
$31.98B
14.71
14.65
1.03
1.19
2.68%
2.50%
Low
Low

SCIJ Benchmark Comparison Market Cap Size


SCIJ
Segment Benchmark
28.55%
56.90%
70.12%
28.93%
1.33%
11.95%
0.00%
2.21%