XUSA

QuantX Dynamic Beta US Equity ETF
N/A

32
*Unless otherwise stated, data provided by FactSet.

XUSA Fund Description

The QuantX Dynamic Beta US Equity ETF tracks an index of companies from the Russell 1000 universe, which is designed to maximize upside volatility as determined by a proprietary model and data from the options market.

XUSA Factset Analytics Insight

Using forward-looking data from the equity options market, XUSA seeks to optimize the upside potential of companies from the Russell 1000 universe. This quantitative fund uses a proprietary selection and weighting methodology to maximize upside volatility while managing risk by toggling between higher and lower volatility securities as determined by market conditions. Due to the dynamic nature of this fund, investors should expect a fair amount of turnover in its holdings. While not the most expensive option in its class in terms of its expense ratio, XUSA’s fee appears substantial due to the presence of ultra-low cost competitors in the space.

XUSA MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of September 23, 2018 the QuantX Dynamic Beta US Equity ETF MSCI ESG Fund Quality Score is 3.99 out of 10.

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. XUSA ranks in the 1st percentile within its peer group and in the 8th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

XUSA 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 09/21/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
XUSA 1.46% 3.60% 11.17% 19.36% -- -- --
XUSA (NAV) 0.98% 4.76% 11.38% 19.80% -- -- --
MSCI USA Large Cap Index 2.59% 7.27% 11.54% 19.67% 16.80% 13.90% 11.17%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

XUSA Top 10 Countries

XUSA Top 10 Sectors

XUSA Top 10 Holdings [View All]

XUSA Summary Data

QuantX
01/25/17
Open-Ended Fund
0.59%
$29.42M
$39.89K
0.35%

XUSA Portfolio Data

$31.35B
25.04
2.55
0.74%
12/22/17
49

XUSA Index Data

QuantX Dynamic Beta U.S. Equity Index
Proprietary
Proprietary
MSCI USA Large Cap Index

XUSA Portfolio Management

0.59%
--
--
--

XUSA Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

XUSA Fund Structure

Open-Ended Fund
No
No
No Policy
N/A
N/A
Medium
Daily
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

XUSA Factset Analytics Block Liquidity

As of 09/24/18
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of XUSA. XUSA is rated a 4 out of 5.

XUSA Tradability

1,117
$39.89K
76
$5.67K
0.35%
$0.11
-0.03%
2.50% / -1.90%
None
100.00%
50,000
0.00
0.03%
0.09%
--
$31.02
4

XUSA Sector/Industry Breakdown


XUSA
Segment Benchmark
29.49%
2.34%
27.55%
7.74%
17.09%
15.62%
11.45%
12.21%
6.65%
27.22%
4.18%
14.06%
2.47%
1.33%
1.11%
6.31%

XUSA TOP 10 HOLDINGS[View All]

4.33%
35.53%

XUSA Countries


XUSA
Segment Benchmark
100.00%
100.00%

XUSA Regions


XUSA
Segment Benchmark
100.00%
100.00%

XUSA Economic Development


XUSA
Segment Benchmark
100.00%
100.00%

XUSA Performance Statistics

0.54
0.60
0.60
0.63
0.53%
MSCI USA Large Cap Index

XUSA MSCI ESG Ratings

3.99 / 10
0.56
7.93
6.83%
7.76%
249.34

XUSA BENCHMARK COMPARISON HOLDINGS

49
299
17
5.23%

XUSA BENCHMARK COMPARISON SUMMARY


XUSA
Segment Benchmark
49
299
$31.35B
$251.63B
25.04
23.59
2.55
3.50
2.29%
1.84%
--
--

XUSA BENCHMARK COMPARISON MARKET CAP SIZE


XUSA
Segment Benchmark
41.98%
99.85%
56.55%
0.15%
1.47%
0.00%
0.00%
0.00%