Invesco S&P International Developed Quality ETF ETF.com segment: Equity: Developed Markets Ex-U.S. - Total Market Competing ETFs: PXF, TLTD, ICOW, ESGN, REFA Related ETF Channels: Developed Markets Ex-U.S., Smart-Beta ETFs, Total Market, Broad-based, Fundamental, Developed Markets, Equity, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. N/A 49 FUND DESCRIPTION The Invesco S&P International Developed Quality tracks an index of large- and midcap stocks from developed markets ex-us, selected by return on equity, changes in net operating assets and financial leverage. Stocks are weighted by these quality factors, scaled by market cap. FACTSET ANALYTICS INSIGHT aims to provide exposure to large- and midcap international firms with sound fundamentals. It focuses on 3 quality metrics: ROE (TTM EPS/ book value) measures profitability; lower accruals (change in net operating assets scaled by average of NOA over past 2 years) could signal higher earnings quality; and financial leverage (debt/book value of equity) is a measure of risk and earning stability. These metrics are equally weighted to produce a quality score; takes the top quintile only. Each stock s cap-weighting is scaled by the quality score.we see potential for significant active risk/reward relative to the market based on this process and loose constraints (single-sector exposure and single-country exposure are each capped at 40%). Its fee is reasonable but not cheap in context.note: The fund switched to its current index on March 21, 2016. Prior to that it tracked an S&P developed ex-us index that used different quality metrics. 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 26, 2018 the Invesco S&P International Developed Quality ETF MSCI ESG Fund Quality Score is 6.67 out of 10. SUMMARY DATA Issuer Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings INDEX DATA Invesco 06/13/07 Open-Ended Fund 0.29% $31.99M $373.68K 0.80% $61.99B 15.18 3.23 2.52% 12/24/18 236 The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 86th percentile within its peer group and in the 86th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. Index Tracked S&P Quality Developed Ex-U.S. LargeMidCap Index Index Weighting Methodology Index Selection Methodology Fundamental Fundamental MSCI World ex USA IMI
1 Year Daily Price ($) 26.00 25.00 24.00 23.00 22.00 21.00 Dec `18 Feb Mar Apr May Jun Jul Aug Sep Oct Nov 400k PERFORMANCE [as of 11/26/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 2.97% -7.69% -9.26% -8.03% 4.21% 4.08% 10.01% (NAV) 2.66% -7.88% -8.94% -7.51% 4.36% 4.03% 9.67% S&P Quality Developed Ex-U.S. LargeMidCap Index 9.67% MSCI World ex USA IMI 1.39% -7.97% -10.24% -8.68% 4.50% 2.08% 8.09% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES Japan 15.11% France 6.55% United Kingdom 14.59% Denmark 6.28% Switzerland 8.48% Netherlands 5.76% Germany 7.89% Australia 5.71% Korea, Republic of 6.97% Canada 5.28% TOP 10 SECTORS Healthcare 21.00% Basic Materials 8.15% Industrials 15.70% Financials 7.22% Consumer Non-Cyclicals 14.99% Telecommunications Serv 1.77% Consumer Cyclicals 13.95% Energy 1.32% Technology 12.12% Utilities 1.07% TOP 10 HOLDINGS Roche Holding Ltd Genus 6.45% Unilever NV Cert. of shs 2.84% Samsung Electronics Co., 4.45% Canadian National Railwa 2.03% Novo Nordisk A/S Class B 3.26% Bayer AG 1.99% EQUITY OTHER 2.94% CSL Limited 1.84% Diageo plc 2.88% BASF SE 1.83% Total Top 10 Weighting 30.51%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.29% 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 No 100% / 0% N/A ETN Counterparty Risk N/A Fund Closure Risk High Portfolio Disclosure Daily
Daily Spread 6.0% FACTSET ANALYTICS BLOCK LIQUIDITY As of 11/27/18 4.0% 2.0% 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 7.5% 5.0% TRADABILITY Avg. Daily Share 17,188 2.5% Average Daily $ $373.68K 0.0% Median Daily Share 3,971-2.5% 400k 300k 200k 100k Median Daily ($) Average Spread (%) Average Spread ($) $86.86K 0.80% $0.19 `18 Feb Apr Jun Aug Oct Nov Median Premium / Discount (12 Mo) 0.49% Max. Premium / Discount (12 Mo) 5.22% / -1.58% Impediment to Creations None Market Hours Overlap 25.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 0.08 Creation Unit Cost (%) 0.22% Underlying / Unit Open Interest on ETF Options Net Asset Value (Yesterday) $21.43 ETF.com Implied Liquidity 4
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Healthcare 21.00% 9.40% Industrials 15.70% 15.19% Consumer Non- Cyclicals 14.99% 9.63% Roche Holding Ltd Genusssch. Samsung Electronics Co., Ltd. Novo Nordisk A/S Class B EQUITY OTHER 6.45% 4.45% 3.26% 2.94% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 0.63 0.87 0.83 0.75 0.40% Consumer Cyclicals 13.95% 11.97% Technology 12.12% 6.05% Diageo plc Unilever NV Cert. of shs 2.88% 2.84% MSCI World ex USA IMI Basic Materials 8.15% 7.75% Canadian National Railway Company 2.03% MSCI ESG RATINGS MSCI ESG Quality Score 6.67 / 10 Financials 7.22% 23.44% Telecommunications Services 1.77% 3.43% Energy 1.32% 7.41% Utilities 1.07% 2.83% COUNTRIES Bayer AG CSL Limited BASF SE Total Top 10 Weighting 1.99% 1.84% 1.83% 30.51% Japan 15.11% 23.27% United Kingdom 14.59% 16.30% Switzerland 8.48% 7.00% Germany 7.89% 8.12% Korea, Republic of 6.97% France 6.55% 8.91% Denmark 6.28% 1.54% Netherlands 5.76% 2.97% Australia 5.71% 6.16% Peer Group Percentile Rank Global Percentile Rank SRI Screening Criteria Exposure Exposure to Sustainable Impact Solutions Weighted Average Carbon Intensity (t CO2e/$M Sales) BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Shared Holdings Shared Holdings Weight 86.04 86.45 12.38% 10.23% 153.98 236 3556 222 17.00% Canada 5.28% 8.79% BENCHMARK COMPARISON SUMMARY REGIONS Europe 62.40% 56.06% Asia-Pacific 31.45% 33.92% North America 5.94% 9.51% Middle East & Africa 0.20% 0.51% ECONOMIC DEVELOPMENT Number of Holdings Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio 236 3556 $61.99B $51.51B 15.18 15.44 3.23 1.69 Dividend Yield 2.65% 3.04% Developed Countries 100.00% 100.00% Concentration Low Low
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