Oppenheimer Russell 1000 Quality Factor ETF ETF.com segment: Equity: U.S. - Large Cap Competing ETFs: PRF, FNDX, SPHQ, FTCS, RWL Related ETF Channels: North America, Smart-Beta ETFs, Large Cap, U.S., Broad-based, Fundamental, Equity, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. 89 FUND DESCRIPTION tracks an index of large-cap US equities that are selected and weighted by quality factors such as return on assets, asset turnover, accruals, and leverage. FACTSET ANALYTICS INSIGHT offers a fundamentally constructed portfolio, scaled by market cap. The fund tracks an index that assigns a quality factor score to 1000 of the largest US companies. The score is based on four equally weighted balance sheet metrics: return on assets, asset turnover, accruals, and leverage. The quality factor score is multiplied by the company s market cap to determine its weight in the index. These weights are adjusted to meet diversification constraints on factor, liquidity, and industry exposure, and securities are excluded if their quality factor score or final weighting fall below a minimum. The fund s underlying index selects and weights its securities according to the four quality metrics, so investors can expect to see some sector deviation relative to our benchmark. is competitively priced relative to its peers. SUMMARY DATA Issuer Brand Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) PORTFOLIO DATA Weighted Average Market Cap OppenheimerFunds Oppenheimer 11/08/17 Open-Ended Fund 0.19% $5.51M $1.19K 0.14% $220.67B MSCI ESG ANALYTICS INSIGHT The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of November 11, 2018 the Oppenheimer Russell 1000 Quality Factor ETF MSCI ESG Fund Quality Score is 5.55 out of 10. The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 76th percentile within its peer group and in the 52nd percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. Price / Earnings Ratio 26.42 Price / Book Ratio 5.53 Distribution Yield 1.31% Next Ex-Dividend Date Number of Holdings 413 INDEX DATA Index Tracked Russell 1000 Quality Factor Index Index Weighting Methodology Index Selection Methodology Fundamental Fundamental MSCI USA Large Cap Index
1 Year Daily Price ($) 30.00 29.00 28.00 27.00 26.00 25.00 Dec `18 Feb Mar Apr May Jun Jul Aug Sep Oct Nov 20k PERFORMANCE [as of 11/09/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -5.47% -2.18% (NAV) -3.21% -2.39% 7.29% 11.06% Russell 1000 Quality Factor Index MSCI USA Large Cap Index -3.36% -1.85% 6.36% 10.17% 12.68% 11.96% 13.82% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States 100.00% TOP 10 SECTORS Technology 34.33% Consumer Non-Cyclicals 7.86% Healthcare 17.21% Financials 3.89% Consumer Cyclicals 13.10% Basic Materials 1.92% Industrials 12.47% Utilities 1.15% Energy 8.07% TOP 10 HOLDINGS Apple Inc. 5.49% Alphabet Inc. Class A Johnson & Johnson 3.06% Exxon Mobil Corporation Visa Inc. Class A 3.01% Mastercard Incorporated 2.35% Facebook, Inc. Class A 2.83% Home Depot, Inc. 1.81% Alphabet Inc. Class C 2.50% Boeing Company 1.69% Total Top 10 Weighting 27.72%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.19% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K1 20.00% / 39.60% Qualified dividends No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund No Yes No Policy ETN Counterparty Risk Fund Closure Risk High Portfolio Disclosure Daily
Daily Spread 0.8% FACTSET ANALYTICS BLOCK LIQUIDITY As of 11/12/18 0.6% 0.4% 0.2% 0% 5 4 3 2 1 This measurement shows how easy it is to trade a $1 million USD block of. is rated a 4 out of 5. Premium/Discount 10.0% 5.0% 0.0% -5.0% TRADABILITY Avg. Daily Share Average Daily $ Median Daily Share 41 $1.19K 0 Dec Feb Apr Jun Jul Sep Nov -10.0% 12.5k 10k 7.5k 5k 2.5k Median Daily ($) Average Spread (%) Average Spread ($) Median Premium / Discount (12 Mo) Max. Premium / Discount (12 Mo) Impediment to Creations Market Hours Overlap Creation Unit Size (Shares) Creation Unit/Day (45 Day Average) Creation Unit Cost (%) Underlying / Unit Open Interest on ETF Options Net Asset Value (Yesterday) ETF.com Implied Liquidity 0 0.14% $0.04-0.09% 8.74% / -6.87% None 100.00% 50,000 0 0.11% 0.09% $27.30 4
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Technology 34.33% 27.59% Healthcare 17.21% 14.48% Consumer Cyclicals 13.10% 12.48% Industrials 12.47% 9.12% Energy 8.07% 6.29% Apple Inc. Johnson & Johnson Visa Inc. Class A Facebook, Inc. Class A Alphabet Inc. Class C Alphabet Inc. Class A Exxon Mobil Corporation Mastercard Incorporated Class A 5.49% 3.06% 3.01% 2.83% 2.50% 2.35% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 0.98 1.01 1.02 0.98 0.15% MSCI USA Large Cap Index Consumer Non- Cyclicals 7.86% 7.67% Financials 3.89% 14.73% Home Depot, Inc. Boeing Company Total Top 10 Weighting 1.81% 1.69% 27.72% MSCI ESG RATINGS MSCI ESG Quality Score 5.55 / 10 Basic Materials 1.92% 1.29% Peer Group Percentile Rank 75.93 Utilities 1.15% 2.26% Global Percentile Rank 51.67 SRI Screening Criteria Exposure 7.41% COUNTRIES Exposure to Sustainable Impact Solutions 7.04% United States 100.00% 100.00% REGIONS North America 100.00% 100.00% ECONOMIC DEVELOPMENT Weighted Average Carbon Intensity (t CO2e/$M Sales) BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents 130.80 413 299 Developed Countries 100.00% 100.00% Shared Holdings Shared Holdings Weight 151 56.07% BENCHMARK COMPARISON SUMMARY Number of Holdings 413 299 Weighted Average Market Cap $220.67B $271.04B Price / Earnings Ratio Price / Book Ratio Dividend Yield 26.42 24.17 5.53 3.66 1.52% 1.80% Concentration
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