SIZE MSCI USA Size Factor ETF

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  • SIZE
  • Category
  • All Cap Equities
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SIZE - Profile

Vitals

Investment Themes

Alternative ETFs in the All Cap Equities Category

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Type Ticker Expense Ratio Assets Avg. Daily Vol YTD Return
Cheapest
Largest (AUM)
Most Liquid (Volume)
Top YTD Performer

Description

The index is based on a traditional market cap weighted parent index, the MSCI USA Index, which includes US large and mid cap stocks. The index reweights each security of the parent index using a rules-based methodology so that stocks with relatively smaller average market capitalization and lower risk weightings based on the index provider's methodology constitute a higher percentage of the index. The risk weighting of each security is calculated using the inverse of its historical variance, estimated based on three years of weekly return data. The index seeks to provide negative exposure to two systematic factors, the size factor and volatility factor, by emphasizing stocks with smaller average market capitalization and lower realized volatility than its parent index.

Realtime Rating

SIZE - Realtime Rating

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Realtime Rating Summary

SIZE is a passive ETF that seeks to replicate MSCI USA Risk Weighted Index. The index is based on a traditional market cap weighted parent index, the MSCI USA Index, which includes US large and mid cap stocks. The index reweights each security of the parent index using a rules-based methodology so that stocks with relatively smaller average market capitalization and lower risk weightings based on the index provider's methodology constitute a higher percentage of the index. The risk weighting of each security is calculated using the inverse of its historical variance, estimated based on three years of weekly return data. The index seeks to provide negative exposure to two systematic factors, the size factor and volatility factor, by emphasizing stocks with smaller average market capitalization and lower realized volatility than its parent index.

The adjacent table gives investors an individual Realtime Rating for SIZE on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, shows the ETF in the All Cap Equities with the highest Metric Realtime Rating for each individual field. To view all of this data, sign up for a free 14-day trial for ETFdb Pro. To view information on how the ETFdb Realtime Ratings work, click here.

SIZE Overall Realtime Rating:

A+ Overall Rated ETF:

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity n/a n/a
Expenses A n/a
Performance
Volatility
Dividend
Concentration

Knowledge Center

Sector ETFs

Alternative ETFs

Vanguard Center

Emerging Market ETFs

SIZE In-Depth Analysis

The following tables and charts contain in-depth metrics for SIZE and compare it to similar peer ETFs within its ETFdb Category.

Holdings

SIZE - Holdings

Filings Data as of: Aug 04, 2015
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Concentration Analysis

This section compares how balanced and deep SIZE is relative to the peer group ETFdb Category.

Number of Holdings
SIZE Rank:
SIZE 636
Category Low
Category High
% Assets in Top 10
SIZE Rank:
SIZE 4.54%
Category Low
Category High

SIZE Asset Allocation

Asset Percentage
U.S. Stocks 98.62%
International Stocks 1.31%
U.S. Bonds 0.0%
International Bonds 0.0%
Preferred Stock 0.0%
Convertibles 0.0%
Cash 0.07%
Other 0.0%

SIZE Sector Breakdown

Sector Percentage
Financial Services 18.33%
Industrials 13.98%
Consumer Cyclical 12.7%
Health Care 10.52%
Consumer Defensive 10.37%
Technology 9.16%
Utilities 7.67%
Real Estate 6.42%
Basic Materials 4.35%
Energy 3.74%
Communication Services 2.7%

SIZE Market Cap Breakdown

Market Cap Percentage
Giant 13.25%
Large 38.27%
Medium 47.93%
Small 0.14%
Micro 0.0%

SIZE Region Breakdown

Region Percentage
U.S. 98.62%
Europe 0.56%
Asia (Emerging) 0.17%
Asia (Developed) 0.05%
Japan 0.0%
Africa 0.0%
Australia 0.0%
Latin America 0.0%
Canada 0.0%
Middle East 0.0%

SIZE Market Tier Breakdown

Region Percentage
Developed 99.76%
Emerging 0.17%

SIZE Country Breakdown

Country Percentage
United States 98.62%
United Kingdom 0.42%
Switzerland 0.41%
China 0.17%
Ireland 0.14%
Sweden 0.12%
Singapore 0.05%
Other 0.07%
Expense

SIZE - Expenses & Fees

This section compares the cost efficiency of SIZE to peers in the same ETFdb Category.

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Expenses Ratio Analysis

Expense Ratio
SIZE Rank:
SIZE 0.15%
Category Low
Category High

Commission Free Trading in SIZE

SIZE is not currently available for commission free trading on any platforms.

Category Commission Free Trading

There are 14 other ETFs in the All Cap Equities ETFdb Category that are also eligible for commission free trading:

Performance

SIZE - Performance

This section shows how SIZE has performed relative to its peer group ETFdb Category.

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1 Week Return
SIZE Rank:
SIZE 3.33%
Category Low
Category High
4 Week Return
SIZE Rank:
SIZE -5.08%
Category Low
Category High
13 Week Return
SIZE Rank:
SIZE -5.45%
Category Low
Category High
26 Week Return
SIZE Rank:
SIZE -5.26%
Category Low
Category High
Year to Date Return
SIZE Rank:
SIZE -2.51%
Category Low
Category High
1 Year Return
SIZE Rank:
SIZE 2.61%
Category Low
Category High
3 Year Return
SIZE Rank:
No Ranking Available
Category Low
Category High
5 Year Return
SIZE Rank:
No Ranking Available
Category Low
Category High
Charts

SIZE - Charts

The following charts can be customized to display historical performance in a number of different formats, including line charts, bar charts, and candlesticks. Time periods can be adjusted to increase or decrease the period shown, ranging from five minutes to several months.

The following chart also includes the option to compare the performance of SIZE relative to other ETFs and benchmarks or to include indicators such as Bollinger Bands, relative strength, and moving averages.

Valuation

SIZE - Valuation

This section shows how the P/E multiple of SIZE compares to the peer group ETFdb Category.

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P/E Ratio
SIZE Rank:
SIZE 19.43
Category Low
Category High

As of Aug 31, 2015

Dividend

SIZE - Dividend

This section shows how the dividend yield of SIZE compares to the peer group ETFdb Category.

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Annual Dividend Yield
SIZE Rank:
SIZE 1.88%
Category Low
Category High

As of Aug 31, 2015

Technicals

SIZE - Technicals

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SIZE Volatility Analysis

This section shows how the volatility of SIZE compares to the peer group ETFdb Category.

5 Day Volatility
SIZE Rank:
SIZE 55.93%
Category Low
Category High
20 Day Volatility
SIZE Rank:
SIZE 23.65%
Category Low
Category High
50 Day Volatility
SIZE Rank:
SIZE 18.50%
Category Low
Category High
200 Day Volatility
SIZE Rank:
SIZE 14.69%
Category Low
Category High
Beta
SIZE Rank:
SIZE 0.95
Category Low
Category High
Standard Deviation
SIZE Rank:
SIZE 2.34%
Category Low
Category High

SIZE Technicals

  • 20 Day MA: $65.43
  • 60 Day MA: $66.05
  • MACD 15 Period: -1.68
  • MACD 100 Period: -3.03
  • Williams % Range 10 Day: 60.26
  • Williams % Range 20 Day: 60.55
  • RSI 10 Day: 39
  • RSI 20 Day: 41
  • RSI 30 Day: 42
  • Ultimate Oscillator: 43

SIZE Bollinger Bands

  • Lower Bollinger (10 Day): $60.33
  • Upper Bollinger (10 Day): $68.00
  • Lower Bollinger (20 Day): $61.68
  • Upper Bollinger (20 Day): $69.22
  • Lower Bollinger (30 Day): $62.46
  • Upper Bollinger (30 Day): $69.01

SIZE Support & Resistance

  • Support Level 1: $63.23
  • Support Level 2: $63.13
  • Resistance Level 1: $63.49
  • Resistance Level 2: $63.65

SIZE Stochastic

  • Stochastic Oscillator %D (1 Day): 43.17
  • Stochastic Oscillator %D (5 Day): 66.81
  • Stochastic Oscillator %K (1 Day): 48.64
  • Stochastic Oscillator %K (5 Day): 51.26
Fact Sheet

SIZE - Fact Sheet

Fact sheets are issued by the ETF provider and framed by ETFdb.com. Information contained within the fact sheet is not guaranteed to be timely or accurate.

2014 Morningstar, Inc. All Rights Reserved. The information contained herein: ( 1 ) is proprietary to Morningstar and/or its content providers; ( 2 ) may not be copied or distributed; and ( 3 ) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.