SQLV

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

SQLV Fund Description

SQLV tracks an index of multi-factor selected, fundamentally weighted US small-cap stocks.

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. Holdings are weighted by a fundamental composite score (including book value, revenue, free cash flow, and dividends paid). SQLV charges a steeper fee than most factor-based competitors in the US small-cap space, and several times more than cap-weighted options.

SQLV MSCI ESG Analytics Insight

Legg Mason Small-Cap Quality Value ETF has an MSCI ESG Fund Rating of BB based on a score of 3.80 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. Legg Mason Small-Cap Quality Value ETF ranks in the 17th percentile within its peer group and in the 38th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SQLV 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
Compare
Reset
Select ETFs to compare their performance:
PERFORMANCE [as of 12/04/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SQLV 1.69% 12.52% 14.02% 0.21% -- -- --
SQLV (NAV) -1.13% 10.35% 12.07% 3.22% -- -- --
Royce Small-Cap Quality Value Index -1.05% 10.77% 12.88% 3.97% 6.30% 7.51% --
MSCI USA Small Cap Index 1.20% 7.36% 23.27% 12.71% 10.13% 8.86% 13.06%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SQLV Summary Data

Legg Mason
07/12/17
Open-Ended Fund
0.62%
$12.16M
$10.70K
0.18%

SQLV Portfolio Data

$1.29B
-2.58
1.66
1.81%
12/26/19
227

SQLV Index Data

Fundamental
Multi-Factor
MSCI USA Small Cap Index

SQLV Portfolio Management

0.62%
-0.61%
-0.25%
-0.93%

SQLV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SQLV Fund Structure

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

SQLV Factset Analytics Block Liquidity

As of 12/05/19
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

410
$10.70K
204
$5.45K
0.18%
$0.05
0.04%
4.13% / -4.16%
None
100.00%
50,000
0.00
0.04%
0.19%
0
$27.03
4

SQLV Sector/Industry Breakdown


SQLV
Segment Benchmark
19.40%
27.30%
15.81%
13.01%
15.63%
12.91%
15.15%
15.24%
14.23%
14.84%
6.58%
5.21%
6.28%
3.17%
4.46%
4.19%
1.25%
0.88%
1.22%
3.13%

SQLV Top 10 Holdings[View All]

1.43%
8.79%

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

0.90
1.06
1.08
0.98
0.35%
MSCI USA Small Cap Index

SQLV MSCI ESG Ratings

3.80 / 10
38.26
17.33
2.84%
5.64%
129.10

SQLV Benchmark Comparison Holdings

227
1771
186
6.20%

SQLV Benchmark Comparison Summary


SQLV
Segment Benchmark
227
1771
$1.29B
$4.11B
-2.58
50.07
1.66
2.20
1.65%
1.61%
Low
Low

SQLV Benchmark Comparison Market Cap Size


SQLV
Segment Benchmark
0.00%
0.03%
7.62%
64.11%
66.77%
32.61%
25.61%
3.25%