ULVM

VictoryShares USAA MSCI USA Value Momentum ETF
B

74
*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
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/14/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ULVM -1.65% -2.29% 13.47% 2.89% -- -- --
ULVM (NAV) -2.28% -3.39% 13.26% 1.69% -- -- --
MSCI USA Select Value Momentum Blend Index -2.27% -2.82% 14.08% 2.46% -- -- --
MSCI USA IMI -1.43% -1.45% 19.84% 8.61% 13.46% 11.54% 12.75%
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%
$476.39M
$490.00K
0.14%

ULVM Portfolio Data

$45.21B
18.40
1.88
1.33%
N/A
208

ULVM Index Data

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

ULVM Portfolio Management

0.20%
-0.23%
-0.17%
-0.77%

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 10/15/19
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

9,686
$490.00K
9,226
$472.00K
0.14%
$0.07
0.06%
1.07% / -0.92%
None
100.00%
50,000
0.18
0.02%
0.01%
0
$50.54
5

ULVM Sector/Industry Breakdown


ULVM
Segment Benchmark
23.01%
17.10%
14.70%
10.51%
13.35%
13.59%
12.92%
25.86%
11.47%
13.35%
6.45%
3.45%
5.75%
6.97%
5.42%
4.26%
4.01%
2.89%
2.92%
2.03%

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
0.95
0.93
0.95
0.21%
MSCI USA IMI

ULVM Benchmark Comparison Holdings

208
2421
206
24.77%

ULVM Benchmark Comparison Summary


ULVM
Segment Benchmark
208
2421
$45.21B
$203.73B
18.40
23.97
1.88
3.15
1.89%
1.87%
Low
Low

ULVM Benchmark Comparison Market Cap Size


ULVM
Segment Benchmark
67.99%
82.69%
32.01%
12.91%
0.00%
3.96%
0.00%
0.44%