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. The index rebalances quarterly.

ULVM MSCI ESG Analytics Insight

VictoryShares USAA MSCI USA Value Momentum ETF has an MSCI ESG Fund Rating of A based on a score of 6.44 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. VictoryShares USAA MSCI USA Value Momentum ETF ranks in the 60th percentile within its peer group and in the 75th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

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.

PERFORMANCE [as of 07/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ULVM 1.30% 3.22% 19.36% 38.48% 9.19% -- --
ULVM (NAV) 0.72% 3.38% 18.92% 37.18% 9.11% -- --
MSCI USA Select Value Momentum Blend Index 0.72% 3.50% 19.41% 38.46% 9.55% -- --
MSCI USA IMI 2.35% 5.37% 16.55% 37.96% 18.05% 17.35% 14.70%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ULVM Summary Data

Crestview
10/24/17
Open-Ended Fund
0.20%
$421.31M
$779.78K
0.09%

ULVM Portfolio Data

$56.82B
31.79
2.46
0.69%
N/A
197

ULVM Index Data

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

ULVM Portfolio Management

0.20%
-0.55%
-0.05%
-1.56%

ULVM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

ULVM Fund Structure

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

ULVM Factset Analytics Block Liquidity

As of 07/23/21
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

11,903
$779.78K
2,592
$170.15K
0.09%
$0.06
-0.04%
0.24% / -0.25%
None
98.00%
50,000
0.05
0.02%
0.01%
0
$65.08
5

ULVM Sector/Industry Breakdown


ULVM
Segment Benchmark
19.89%
15.09%
15.91%
31.70%
14.19%
12.71%
13.98%
10.06%
12.59%
14.76%
8.98%
5.53%
5.77%
2.94%
3.75%
2.43%
2.55%
2.90%
0.92%
1.32%

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

0.84
0.92
0.94
0.87
0.40%
MSCI USA IMI

ULVM MSCI ESG Ratings

6.44 / 10
75.33
59.87
5.50%
5.98%
202.38

ULVM Benchmark Comparison Holdings

197
2488
197
19.36%

ULVM Benchmark Comparison Summary


ULVM
Segment Benchmark
197
2488
$56.82B
$400.61B
31.79
37.97
2.46
4.34
1.57%
1.27%
Low
Low

ULVM Benchmark Comparison Market Cap Size


ULVM
Segment Benchmark
84.48%
86.75%
15.52%
10.62%
0.00%
2.53%
0.00%
0.11%