SQLV

Royce Quant Small-Cap Quality Value ETF
*Unless otherwise stated, data provided by FactSet.

SQLV Fund Description

SQLV is an actively managed fund that uses a multi-factor scoring system to select US small-cap stocks that are weighted based on fundamental composite scores.

SQLV Factset Analytics Insight

SQLV selects small-cap stocks based on both value and quality factors. The fund defines ‘quality’ as high, stable profitability (high return on invested capital and low variance of return on assets) and strong debt coverage (cash flow-to-debt) compared to companies in the same sector. For value factors, the fund focuses on free cash flow-to-enterprise value. After stocks are scored by quality and value factors, the fund assigns each company a momentum score (based on price performance over 30 days) to determine when a stock can be bought or sold. Holdings are weighted by a fundamental composite score (including book value, revenue, free cash flow, and dividends paid). As an actively managed fund, the portfolio managers have full discretion to make investment decisions to meet their objectives. Prior to May 10, 2022, the fund was called Legg Mason Small-Cap Quality Value ETF that tracked the Royce Small-Cap Quality Value Index.

PERFORMANCE [as of 06/23/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SQLV -5.29% -13.34% -15.61% -9.65% 10.85% -- --
SQLV (NAV) -5.00% -13.30% -15.60% -9.93% 10.84% -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Small Cap Index -5.21% -15.62% -21.40% -20.28% 6.60% 7.25% 11.18%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SQLV Summary Data

Royce
07/12/17
Open-Ended Fund
0.61%
$16.61M
$34.84K
0.15%

SQLV Portfolio Data

$1.59B
9.55
1.40
1.49%
N/A
244

SQLV Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Small Cap Index

SQLV Portfolio Management

0.61%
--
--
--

SQLV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SQLV Fund Structure

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

SQLV Factset Analytics Block Liquidity

As of 06/24/22
5
4
3
2
1

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

SQLV Tradability

998
$34.84K
527
$18.36K
0.15%
$0.05
0.00%
2.88% / -4.42%
None
90.00%
50,000
0.01
0.03%
0.18%
0
$33.54
4

SQLV Sector/Industry Breakdown


SQLV
Segment Benchmark
24.87%
--
17.36%
--
9.34%
--
6.86%
--
6.14%
--
5.33%
--
5.22%
--
4.45%
--
3.64%
--
3.36%
--

SQLV Countries


SQLV
Segment Benchmark
100.00%
100.00%

SQLV Regions


SQLV
Segment Benchmark
100.00%
100.00%

SQLV Economic Development


SQLV
Segment Benchmark
100.00%
100.00%

SQLV Performance Statistics

0.93
0.88
0.89
0.87
0.36%
MSCI USA Small Cap Index

SQLV Benchmark Comparison Holdings

244
1924
183
6.03%

SQLV Benchmark Comparison Summary


SQLV
Segment Benchmark
244
1924
$1.59B
$5.13B
9.55
27.30
1.40
2.27
1.45%
1.28%
Low
Low

SQLV Benchmark Comparison Market Cap Size


SQLV
Segment Benchmark
0.00%
3.72%
21.61%
69.45%
56.01%
24.72%
22.38%
2.12%