Vanguard Mega Cap ETF ETF.com segment: Equity: U.S. - Large Cap Competing ETFs: SPY, IVV, VOO, IWB, SCHX Related ETF Channels: North America, U.S., Broad-based, Large Cap, Vanilla, Equity, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. A 99 FUND DESCRIPTION tracks a market-cap-weighted index that covers 70% of the market capitalization of the US equity market. FACTSET ANALYTICS INSIGHT provides broad, comprehensive exposure to the US large-cap space, boasting one of the segment's best Fit scores. Sector alignment is excellent as well in this capweighted index, and investors looking for market-like US large-cap exposure can't go wrong with. Daily volume is high and spreads are fairly miniscule, while underlying liquidity is ample for larger investors. is also a very cheap fund that tracks its underlying index tightly. Taken together, provides terrific exposure to US large-caps at a low price with high Tradability for any investor. SUMMARY DATA Issuer Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) Vanguard 12/24/07 Open-Ended Fund 0.07% $1.43B $7.30M 0.03% 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 December 18, 2018 the Vanguard Mega Cap ETF MSCI ESG Fund Quality Score is 5.48 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 70th percentile within its peer group and in the 49th 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 INDEX DATA Index Tracked Index Weighting Methodology Index Selection Methodology $260.82B 21.51 3.39 1.96% 09/22/14 264 CRSP US Mega Cap Market Cap Market Cap MSCI USA Large Cap Index
1 Year Daily Price ($) 105.00 100.00 95.00 90.00 `18 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 400k PERFORMANCE [as of 12/18/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -6.52% -11.49% -2.18% -2.77% 10.99% 9.52% 13.49% (NAV) -3.36% -9.64% -0.11% 0.62% 11.42% 10.40% 13.74% CRSP US Mega Cap -- -- -- -- -- -- 13.74% MSCI USA Large Cap Index -- -- -- -- -- -- -- All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States 100.94% TOP 10 SECTORS Technology 27.51% Consumer Non-Cyclicals 8.36% Financials 15.84% Energy 5.58% Healthcare 15.01% Utilities 2.45% Consumer Cyclicals 12.82% Telecommunications Serv 2.42% Industrials 8.78% Basic Materials 1.46% TOP 10 HOLDINGS Microsoft Corporation 4.24% JPMorgan Chase & Co. 1.86% Apple Inc. 3.87% Facebook, Inc. Class A 1.69% Amazon.com, Inc. 3.50% Exxon Mobil Corporation 1.68% Berkshire Hathaway Inc. C 2.03% Alphabet Inc. Class A 1.65% Johnson & Johnson 1.97% Alphabet Inc. Class C 1.62% Total Top 10 Weighting 24.11%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.07% -0.04% -0.01% -0.07% 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 100% / 0% N/A ETN Counterparty Risk N/A Fund Closure Risk Low Portfolio Disclosure Monthly
Daily Spread 0.16% FACTSET ANALYTICS BLOCK LIQUIDITY As of 12/19/18 0.12% 0.08% 0.04% 0% 5 4 3 2 1 This measurement shows how easy it is to trade a $1 million USD block of. is rated a 5 out of 5. Premium/Discount 0.2% TRADABILITY Avg. Daily Share 78,247 0.0% Average Daily $ $7.30M -0.2% Median Daily Share 64,274-0.4% 300k 200k 100k Median Daily ($) Average Spread (%) Average Spread ($) $6.12M 0.03% $0.03 Dec Feb Apr May Jul Sep Oct Dec Median Premium / Discount (12 Mo) 0.01% Max. Premium / Discount (12 Mo) 0.17% / -0.20% Impediment to Creations None Market Hours Overlap 100.00% Creation Unit Size (Shares) 25,000 Creation Unit/Day (45 Day Average) 2.57 Creation Unit Cost (%) 0.00% Underlying / Unit 0.00% Open Interest on ETF Options 43 Net Asset Value (Yesterday) $90.33 ETF.com Implied Liquidity 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Technology 27.51% 27.06% Financials 15.84% 15.08% Healthcare 15.01% 14.54% Consumer Cyclicals 12.82% 12.70% Industrials 8.78% 8.70% Microsoft Corporation Apple Inc. Amazon.com, Inc. Berkshire Hathaway Inc. Class B Johnson & Johnson JPMorgan Chase & Co. Facebook, Inc. Class A Exxon Mobil Corporation 4.24% 3.87% 3.50% 2.03% 1.97% 1.86% 1.69% 1.68% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 1.00 1.00 1.00 1.01 0.02% MSCI USA Large Cap Index Consumer Non- Cyclicals 8.36% 8.37% Energy 5.58% 5.91% Alphabet Inc. Class A Alphabet Inc. Class C Total Top 10 Weighting 1.65% 1.62% 24.11% MSCI ESG RATINGS MSCI ESG Quality Score 5.48 / 10 Utilities 2.45% 2.44% Peer Group Percentile Rank 69.52 Telecommunications Services 2.42% 2.31% Global Percentile Rank 48.74 Basic Materials 1.46% 1.05% SRI Screening Criteria Exposure 14.58% COUNTRIES Exposure to Sustainable Impact Solutions 5.65% United States 100.94% 100.00% Weighted Average Carbon Intensity (t CO2e/$M Sales) 162.32 REGIONS North America 100.94% 100.00% BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents 264 298 Shared Holdings 251 ECONOMIC DEVELOPMENT Shared Holdings Weight 93.78% Developed Countries 100.00% 100.00% BENCHMARK COMPARISON SUMMARY Number of Holdings 264 298 Weighted Average Market Cap $260.82B $250.93B Price / Earnings Ratio Price / Book Ratio Dividend Yield 21.51 21.87 3.39 3.41 1.95% 1.93% Concentration Low Low
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