VictoryShares US 500 Volatility Wtd ETFVictoryShares US 500 Volatility Wtd ETFVictoryShares US 500 Volatility Wtd ETF

VictoryShares US 500 Volatility Wtd ETF

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Key stats

Assets under management (AUM)
‪525.09 M‬USD
Fund flows (1Y)
‪−85.86 M‬USD
Dividend yield (indicated)
1.37%
Discount/Premium to NAV
−0.6%

About VictoryShares US 500 Volatility Wtd ETF

Issuer
Victory Capital Holdings, Inc.
Brand
VictoryShares
Expense ratio
0.35%
Home page
Inception date
Jul 2, 2014
Index tracked
Nasdaq Victory U.S. Large Cap 500 Volatility Weighted Index
Management style
Passive
CFA combines a simple quality screen with a straightforward low-volatility weighting scheme. The 500 in the fund's name has no ties to the S&P 500. Instead, CFA takes the largest 500 publicly traded US stocks within the Nasdaq Global Index, screened for consecutive positive earnings in the last four quarters, and weights them inversely to their recent price volatility. Meaning, stocks with lower volatility receive a higher weighting while those with higher volatility receive a lower weighting. This produces a bigger basket than you'll find in low-vol SPLV and min-vol USMV. Sister funds CFO and CDC can move to cash in down markets and CDC also screens for high dividend yield.

Classification

Asset Class
Equity
Category
Size and style
Focus
Large cap
Niche
Broad-based
Strategy
Multi-factor
Weighting scheme
Volatility
Selection criteria
Earnings
What's in the fund
Exposure type
StocksBonds, Cash & Other
Finance
Technology Services
Stock breakdown by region
100%
Summarizing what the indicators are suggesting.
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy