SQLV
Legg Mason Small-Cap Quality Value ETFSQLV 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). The underlying index is reconstituted quarterly.
SQLV MSCI ESG Analytics Insight
Legg Mason Small-Cap Quality Value ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.45 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 26th percentile within its peer group and in the 30th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
SQLV 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.
SQLV Summary Data
SQLV Portfolio Data
SQLV Index Data
SQLV Portfolio Management
SQLV Tax Exposures
SQLV Fund Structure
SQLV Factset Analytics Block Liquidity
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
SQLV Sector/Industry Breakdown
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SQLV Top 10 Holdings[View All]
SQLV Countries
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SQLV Regions
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SQLV Economic Development
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SQLV Performance Statistics
SQLV MSCI ESG Ratings
SQLV Benchmark Comparison Summary
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SQLV Benchmark Comparison Market Cap Size
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MSCI ESG Research LLC’s ("MSCI ESG") Fund Metrics products (the "Information") provide environmental, social and governance data with respect to underlying securities within more than 24,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted to, nor received approval from, the US SEC or any other regulatory body. None of the Information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided "as is" and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information.