ULVM

VictoryShares USAA MSCI USA Value Momentum ETF
*Unless otherwise stated, data provided by FactSet.

ULVM Fund Description

ULVM tracks an index of large- and midcap US stocks that are selected by equal parts value and momentum and weighted by volatility.

ULVM Factset Analytics Insight

ULVM tracks a multifactor index of US large- and midcap companies. Securities are selected by equal parts value and momentum, with final weights determined by volatility. Eligible US large- and midcap stocks are assigned value and momentum scores. Value scores are derived from forward price-to-earnings, price-to-book value, and enterprise value-to-operating cash flow ratios. Momentum scores are derived from price trends over the last six and twelve months. Both scores are standardized by sector, and then combined into a composite score with equal weight to each factor. The index selects the top 25% of securities, weighted by volatility—less volatile securities receive higher weight. Although investors can find plain-vanilla funds that cost less, ULVM charges a significantly lower fee than most other factor-based funds in the US total-market space.

ULVM 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.

ULVM 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 08/07/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ULVM 6.81% 16.43% -9.38% -1.63% -- -- --
ULVM (NAV) 6.94% 16.35% -8.77% -1.35% -- -- --
MSCI USA Select Value Momentum Blend Index 6.96% 16.40% -8.79% -1.29% 2.22% -- --
MSCI USA IMI 7.00% 18.04% 4.87% 18.05% 12.33% 11.85% 13.77%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ULVM Summary Data

10/24/17
Open-Ended Fund
0.20%
$491.65M
$361.67K
0.15%

ULVM Portfolio Data

$76.12B
26.03
1.89
2.05%
08/12/20
216

ULVM Index Data

MSCI USA Select Value Momentum Blend Index
Volatility
Multi-Factor
MSCI USA IMI

ULVM Portfolio Management

0.20%
-0.20%
-0.03%
-0.28%

ULVM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

ULVM Fund Structure

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

ULVM Factset Analytics Block Liquidity

As of 08/10/20
5
4
3
2
1

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

ULVM Tradability

7,945
$361.67K
5,132
$226.06K
0.15%
$0.07
0.00%
0.69% / -0.89%
None
--
50,000
0.10
--
0.01%
0
$48.55
5

ULVM Sector/Industry Breakdown


ULVM
Segment Benchmark
19.81%
13.58%
17.32%
32.31%
13.94%
14.03%
13.59%
14.58%
12.80%
9.28%
9.02%
6.20%
4.00%
2.60%
3.95%
2.97%
3.78%
2.65%
1.79%
1.78%

ULVM Top 10 Holdings[View All]

1.14%
1.09%
1.00%
0.99%
0.98%
0.97%
0.93%
0.92%
0.92%
0.91%
9.85%

ULVM Countries


ULVM
Segment Benchmark
100.00%
99.92%
--
0.08%

ULVM Regions


ULVM
Segment Benchmark
100.00%
100.00%

ULVM Economic Development


ULVM
Segment Benchmark
100.00%
100.00%

ULVM Performance Statistics

0.96
1.06
1.04
1.08
0.48%
MSCI USA IMI

ULVM Benchmark Comparison Holdings

216
2326
214
23.75%

ULVM Benchmark Comparison Summary


ULVM
Segment Benchmark
216
2326
$76.12B
$332.22B
26.03
31.42
1.89
3.36
2.21%
1.85%
Low
Low

ULVM Benchmark Comparison Market Cap Size


ULVM
Segment Benchmark
67.29%
84.10%
32.71%
11.89%
0.00%
3.59%
0.00%
0.42%