Analysis

Key stats

About Vident Core US Equity ETF

VUSE uses screens that produce a portfolio differing materially from the US market. First, the index considers three market-cap segments: giant-, large-, and small- or mid-caps (SMID). Companies are assigned a corporate governance score based on proprietary criteria relating to policies, such that those with lower scores receive lower allocations. The index utilizes a multi-factor model that scores and ranks eligible stocks based on quality and momentum factors with an emphasis on quality. Portfolio stocks initially receive a weight of 0.10%, subject to the following weight capping: 2% for giant, 1% for large, and 0.5% for SMID. Weights are further adjusted based on corporate governance score and quality and momentum factors. For quality, the index considers profitability and profitability growth, with additional consideration for cost and use of capital for small- and mid-caps. The index reconstitutes and rebalances semi-annually. On Jan. 6, 2016, VUSE ceased tracking the Vident Core U.S. Equity Index. Prior to Dec. 31, 2022, the fund was named Vident Core U.S. Equity Fund.