SCIJ Global X Scientific Beta Japan ETF

Transcription

1 Global X Scientific Beta Japan ETF ETF.com segment: Equity: Japan - Total Market Competing ETFs: FJP, GSJY, QJPN, JHDG, EWJ Related ETF Channels: Multi-factor, Smart-Beta ETFs, Single Country, Total Market, Asia-Pacific, Equity, Japan, Size and Style, Broad-based Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. N/A 84 FUND DESCRIPTION tracks an index that provides a multifactor approach to investing in the 500 largest Japanese stocks. SUMMARY DATA Issuer Mirae Asset Global Investments FACTSET ANALYTICS INSIGHT Newly launched offers alternative exposure to Japanese stocks. Its index selects from a universe of the 500 largest and most liquid Japanese stocks, based on 4 factors: value, size, low volatility and momentum. These factors are measured by price-to-book ratio, free-float market capitalization, historical volatility over a 2-year period, and one-year-minus-one-month total returns, respectively. These securities are weighted according to a proprietary, multifactor approach. Specifically, the fund uses 5 different weighting schemes and takes the average weight from these in an effort to diversify model risk. charges a reasonable fee for its exposure and underlying mechanics. Brand Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) Global X 05/12/15 Open-Ended Fund 0.39% $4.06M $118.97K 0.26% 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 January 15, 2019 the Global X Scientific Beta Japan ETF MSCI ESG Fund Quality Score is 5.27 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. ranks in the 29th percentile within its peer group and in the 41st percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings $14.81B % 12/28/ INDEX DATA Index Tracked Scientific Beta Japan Multi-Beta Multi-Strategy Four- Factor Equal Risk Contribution Index Index Weighting Methodology Index Selection Methodology Multi-Factor Multi-Factor MSCI Japan Large Cap Index

2 1 Year Daily Price ($) Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec `19 200k PERFORMANCE [as of 01/15/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 0.23% -6.00% 3.46% % 6.69% (NAV) 1.17% -5.91% 3.68% % 6.52% Scientific Beta Japan Multi-Beta Multi- Strategy Four-Factor Equal Risk Contribution Index MSCI Japan Large Cap Index All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES Japan % TOP 10 SECTORS Industrials 26.97% Healthcare 7.68% Consumer Cyclicals 19.36% Technology 6.79% Consumer Non-Cyclicals 12.45% Utilities 4.41% Basic Materials 10.09% Energy 2.99% Financials 8.22% Telecommunications Serv 1.04% TOP 10 HOLDINGS NEC Corp. 1.95% TOHO GAS Co., Ltd. 0.99% Mitsubishi Corporation 1.35% Mitsui & Co.,Ltd 0.97% Japan Retail Fund Investm 1.05% Nippon Building Fund, Inc. 0.95% Suzuki Motor Corp. 1.03% Chugoku Electric Power C 0.90% Kansai Electric Power Com 1.02% Itochu Corporation 0.88% Total Top 10 Weighting 11.09%

3 PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.39% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K % / 39.60% Qualified dividends No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund No No 100% / 0% N/A ETN Counterparty Risk N/A Fund Closure Risk High Portfolio Disclosure Daily

4 Daily Spread 2.4% FACTSET ANALYTICS BLOCK LIQUIDITY As of 01/16/19 1.8% 1.2% 0.6% 0% This measurement shows how easy it is to trade a $1 million USD block of. is rated a 4 out of 5. Premium/Discount 5.0% 2.5% TRADABILITY Avg. Daily Share 4, % Average Daily $ $118.97K -2.5% Median Daily Share % 125k 100k 75k 50k 25k Median Daily ($) Average Spread (%) Average Spread ($) $11.25K 0.26% $0.07 Feb Apr Jun Aug Oct Nov `19 Median Premium / Discount (12 Mo) 0.10% Max. Premium / Discount (12 Mo) 2.49% / -3.18% Impediment to Creations None Market Hours Overlap 0.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 0.01 Creation Unit Cost (%) 0.33% Underlying / Unit 0.03% Open Interest on ETF Options Net Asset Value (Yesterday) $27.06 ETF.com Implied Liquidity 4

5 SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Industrials 26.97% 26.10% Consumer Cyclicals 19.36% 18.82% NEC Corp. Mitsubishi Corporation Japan Retail Fund Investment Corporation 1.95% 1.35% 1.05% Goodness of Fit (R2) Beta Up Beta Down Beta Consumer Non- Cyclicals Basic Materials 12.45% 9.14% 10.09% 5.79% Suzuki Motor Corp. Kansai Electric Power Company, Incorporated TOHO GAS Co., Ltd. 1.03% 1.02% 0.99% Downside Standard Deviation 0.00% MSCI Japan Large Cap Index Financials 8.22% 16.08% Healthcare 7.68% 7.47% Technology 6.79% 9.11% Utilities 4.41% 1.82% Mitsui & Co.,Ltd Nippon Building Fund, Inc. Chugoku Electric Power Co., Inc. 0.97% 0.95% 0.90% MSCI ESG RATINGS MSCI ESG Quality Score Peer Group Percentile Rank 5.27 / Energy 2.99% 1.14% Itochu Corporation 0.88% Global Percentile Rank Telecommunications Services 1.04% 4.25% Total Top 10 Weighting 11.09% SRI Screening Criteria Exposure 9.21% COUNTRIES Exposure to Sustainable Impact Solutions 9.52% Japan % % Weighted Average Carbon Intensity (t CO2e/$M Sales) REGIONS Asia-Pacific % % BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Shared Holdings 232 ECONOMIC DEVELOPMENT Shared Holdings Weight 42.82% Developed Countries % % BENCHMARK COMPARISON SUMMARY Number of Holdings Weighted Average Market Cap $14.81B $29.30B Price / Earnings Ratio Price / Book Ratio Dividend Yield % 2.23% Concentration Low Low

6 2019 ETF.com The data and information contained herein is not intended to be investment or tax advice. A reference to a particular investment or security, a credit rating, or any observation concerning a security or investment provided in the ETF.com Service is not a recommendation to buy, sell, or hold such investment or security or to make any other investment decisions. You should not use such information for purposes of any actual transaction without consulting an investment or tax professional. ETF.com DOES NOT TAKE RESPONSIBILITY FOR YOUR INVESTMENT OR OTHER ACTIONS NOR SHALL ETF.com HAVE ANY LIABILITY, CONTINGENT OR OTHERWISE, FOR THE ACCURACY, COMPLETENESS, TIMELINESS, OR CORRECT SEQUENCING OF ANY INFORMATION PROVIDED BY ETF.com OR FOR ANY DECISION MADE OR ACTION TAKEN BY YOU IN RELIANCE UPON SUCH INFORMATION OR ETF.com. [ETF.com DOES NOT PROVIDE ANY RESEARCH OPINIONS.] ETF.com MAKES NO REPRESENTATIONS ABOUT THE SUITABILITY OF THE INFORMATION, PRODUCTS OR SERVICES CONTAINED HEREIN. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. Data provider: Terms of Use MSCI ESG Research LLC s ("MSCI ESG") Fund Metrics products (the "Information") provide environmental, social and governance data with respect to underlying securities within more than 24,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of MSCI ESG materials have not been submitted to, nor received approval from, the US SEC or any other regulatory body. None of the Information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided "as is" and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information.