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). 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 5.38 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 31st percentile within its peer group and in the 33th 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.

PERFORMANCE [as of 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SQLV 2.43% 5.73% 32.19% 56.93% 13.21% -- --
SQLV (NAV) 4.52% 5.39% 32.29% 61.91% 13.72% -- --
MSCI USA Small Cap Index 3.08% 4.32% 19.47% 43.09% 16.91% 16.04% 14.99%
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%
$17.42M
$32.99K
0.16%

SQLV Portfolio Data

$1.94B
13.77
1.59
1.01%
N/A
253

SQLV Index Data

Fundamental
Multi-Factor
MSCI USA Small Cap Index

SQLV Portfolio Management

0.62%
-1.49%
-0.80%
-2.97%

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 10/15/21
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

891
$32.99K
385
$14.39K
0.16%
$0.06
0.01%
3.89% / -6.21%
None
95.00%
50,000
0.01
0.03%
0.24%
0
$39.11
4

SQLV Sector/Industry Breakdown


SQLV
Segment Benchmark
24.12%
22.61%
16.99%
13.83%
14.30%
15.32%
13.35%
14.03%
12.83%
14.85%
5.22%
3.49%
4.86%
5.04%
2.63%
3.89%
1.29%
2.04%
0.01%
0.63%

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

0.86
1.03
1.15
0.94
0.44%
MSCI USA Small Cap Index

SQLV MSCI ESG Ratings

5.38 / 10
33.45
31.21
2.85%
--
163.96

SQLV Benchmark Comparison Holdings

253
1855
542
7.37%

SQLV Benchmark Comparison Summary


SQLV
Segment Benchmark
253
1855
$1.94B
$5.77B
13.77
49.54
1.59
2.79
1.13%
1.00%
Low
Low

SQLV Benchmark Comparison Market Cap Size


SQLV
Segment Benchmark
0.00%
4.83%
28.94%
73.12%
47.85%
21.12%
22.99%
0.93%