VLUE MSCI USA Value Factor ETF

  • ETF
  • VLUE
  • Category
  • Large Cap Value Equities
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VLUE - Profile

Vitals

Investment Themes

Alternative ETFs in the Large Cap Value 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 to emphasize stocks with higher accounting values compared to the accounting values of the constituents in the parent index. The value weighting of each security is determined using four accounting variables based on publicly reported financial data: book value and three-year moving averages of sales, earnings, and cash earnings.

Realtime Rating

VLUE - Realtime Rating

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Realtime Rating Summary

VLUE is a passive ETF that seeks to replicate MSCI USA Value 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 to emphasize stocks with higher accounting values compared to the accounting values of the constituents in the parent index. The value weighting of each security is determined using four accounting variables based on publicly reported financial data: book value and three-year moving averages of sales, earnings, and cash earnings.

The adjacent table gives investors an individual Realtime Rating for VLUE 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 Large Cap Value 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.

VLUE 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

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VLUE In-Depth Analysis

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

Holdings

VLUE - Holdings

Filings Data as of: Jun 02, 2015
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Concentration Analysis

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

Number of Holdings
VLUE Rank:
VLUE 620
Category Low
Category High
% Assets in Top 10
VLUE Rank:
VLUE 19.83%
Category Low
Category High

VLUE Asset Allocation

Asset Percentage
U.S. Stocks 98.72%
International Stocks 1.21%
U.S. Bonds 0.0%
International Bonds 0.0%
Preferred Stock 0.0%
Convertibles 0.0%
Cash 0.0%
Other 0.07%

VLUE Sector Breakdown

Sector Percentage
Financial Services 20.67%
Technology 14.13%
Energy 12.56%
Health Care 11.67%
Consumer Cyclical 10.5%
Industrials 9.59%
Consumer Defensive 8.51%
Communication Services 4.21%
Utilities 3.58%
Basic Materials 3.07%
Real Estate 1.45%

VLUE Market Cap Breakdown

Market Cap Percentage
Giant 46.81%
Large 35.98%
Medium 16.52%
Small 0.07%
Micro 0.0%

VLUE Region Breakdown

Region Percentage
U.S. 98.72%
Europe 0.49%
Asia (Emerging) 0.17%
Asia (Developed) 0.13%
Japan 0.0%
Africa 0.0%
Australia 0.0%
Latin America 0.0%
Canada 0.0%
Middle East 0.0%

VLUE Market Tier Breakdown

Region Percentage
Developed 99.76%
Emerging 0.17%

VLUE Country Breakdown

Country Percentage
United States 98.72%
Switzerland 0.33%
United Kingdom 0.31%
Ireland 0.18%
China 0.17%
Singapore 0.13%
Sweden 0.08%
Other 0.08%
Expense

VLUE - Expenses & Fees

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

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Expenses Ratio Analysis

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

Commission Free Trading in VLUE

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

Category Commission Free Trading

There are 28 other ETFs in the Large Cap Value Equities ETFdb Category that are also eligible for commission free trading:

Performance

VLUE - Performance

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

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1 Week Return
VLUE Rank:
VLUE -1.66%
Category Low
Category High
4 Week Return
VLUE Rank:
VLUE -1.00%
Category Low
Category High
13 Week Return
VLUE Rank:
VLUE 0.91%
Category Low
Category High
26 Week Return
VLUE Rank:
VLUE 0.80%
Category Low
Category High
Year to Date Return
VLUE Rank:
VLUE 0.80%
Category Low
Category High
1 Year Return
VLUE Rank:
VLUE 5.33%
Category Low
Category High
3 Year Return
VLUE Rank:
No Ranking Available
Category Low
Category High
5 Year Return
VLUE Rank:
No Ranking Available
Category Low
Category High
Charts

VLUE - 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 VLUE relative to other ETFs and benchmarks or to include indicators such as Bollinger Bands, relative strength, and moving averages.

Valuation

VLUE - Valuation

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

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P/E Ratio
VLUE Rank:
VLUE 16.39
Category Low
Category High

As of Jul 02, 2015

Dividend

VLUE - Dividend

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

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Annual Dividend Yield
VLUE Rank:
VLUE 1.76%
Category Low
Category High

As of Jul 02, 2015

Technicals

VLUE - Technicals

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VLUE Volatility Analysis

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

5 Day Volatility
VLUE Rank:
VLUE 39.21%
Category Low
Category High
20 Day Volatility
VLUE Rank:
VLUE 9.39%
Category Low
Category High
50 Day Volatility
VLUE Rank:
VLUE 9.40%
Category Low
Category High
200 Day Volatility
VLUE Rank:
VLUE 10.28%
Category Low
Category High
Beta
VLUE Rank:
VLUE 0.88
Category Low
Category High
Standard Deviation
VLUE Rank:
VLUE 1.98%
Category Low
Category High

VLUE Technicals

  • 20 Day MA: $66.60
  • 60 Day MA: $66.69
  • MACD 15 Period: -0.70
  • MACD 100 Period: -0.45
  • Williams % Range 10 Day: 71.48
  • Williams % Range 20 Day: 71.98
  • RSI 10 Day: 38
  • RSI 20 Day: 44
  • RSI 30 Day: 47
  • Ultimate Oscillator: 33

VLUE Bollinger Bands

  • Lower Bollinger (10 Day): $65.17
  • Upper Bollinger (10 Day): $67.95
  • Lower Bollinger (20 Day): $65.48
  • Upper Bollinger (20 Day): $67.72
  • Lower Bollinger (30 Day): $65.69
  • Upper Bollinger (30 Day): $67.79

VLUE Support & Resistance

  • Support Level 1: $65.68
  • Support Level 2: $65.48
  • Resistance Level 1: $66.11
  • Resistance Level 2: $66.34

VLUE Stochastic

  • Stochastic Oscillator %D (1 Day): 42.22
  • Stochastic Oscillator %D (5 Day): 31.64
  • Stochastic Oscillator %K (1 Day): 48.22
  • Stochastic Oscillator %K (5 Day): 29.30
Fact Sheet

VLUE - 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.