Schwab Fundamental U.S. Broad Market Index ETF ETF.com segment: Equity: U.S. - Total Market Competing ETFs: QUAL, DGRO, MOAT, PKW, RYJ Related ETF Channels: North America, U.S., Smart-Beta ETFs, Broad-based, Total Market, Fundamental, Equity, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. A 85 FUND DESCRIPTION tracks a fundamentally selected and weighted Russell Index based on sales, cash flow and dividends/buybacks. FACTSET ANALYTICS INSIGHT starts with the popular Russell 3000, an excellent cap-weighted total market index, and applies RAFI's signature fundamental screens to select and weight its stocks. The screens (5-year averages of sales, operating cash flow, and dividends plus buybacks) cut the holdings count in half. The idea is to overweight firms that generate a lot of cash through sales, and return a good chunk of it to shareholders. Despite these machinations, the fund avoids wild bets, with modest sector biases and a good Fit to our neutral total-market benchmark. While nowhere near as liquid as the segment's leaders, can be traded fairly in retail quantities with care. Spreads are moderate and daily volume is decent, while underlying liquidity is robust for larger investors. charges a middling fee in a very crowded segment, and tracking is somewhat loose, which could result in higher holding costs.'s underlying index changed its name from the Russell Fundamental U.S. Index to the Russell RAFI U.S. Index on 12/1/2016. There were no changes in index methodology or exposure. 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 23, 2018 the Schwab Fundamental U.S. Broad Market Index ETF MSCI ESG Fund Quality Score is 5.15 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 35th percentile within its peer group and in the 38th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. SUMMARY DATA Issuer Brand 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 Index Tracked Index Weighting Methodology Index Selection Methodology Charles Schwab Schwab 08/08/13 Open-Ended Fund 0.25% $243.79M $1.18M 0.23% $154.46B 21.99 2.47 2.48% 12/12/18 1552 Russell RAFI US Fundamental Fundamental MSCI USA IMI
1 Year Daily Price ($) 41.00 40.00 39.00 38.00 37.00 36.00 `18 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2 000k PERFORMANCE [as of 12/21/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -9.97% -17.83% -10.62% -10.83% 7.40% 6.15% -- (NAV) -9.82% -17.83% -10.52% -10.75% 7.32% 6.17% -- Russell RAFI US -9.81% -17.78% -10.34% -10.57% 7.58% 6.46% -- MSCI USA IMI -9.09% -17.95% -8.74% -9.05% 8.06% 7.51% 13.07% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States Canada 99.99% 0.01% TOP 10 SECTORS Technology 15.34% Industrials 11.10% Financials 15.21% Healthcare 10.83% Consumer Cyclicals 13.68% Utilities 4.07% Consumer Non-Cyclicals 11.33% Telecommunications Serv 3.61% Energy 11.25% Basic Materials 2.83% TOP 10 HOLDINGS Exxon Mobil Corporation 3.33% Pfizer Inc. 1.53% Apple Inc. 2.92% Verizon Communications 1.52% Chevron Corporation 2.05% Walmart Inc. 1.41% Microsoft Corporation 1.82% Procter & Gamble Compa 1.32% AT&T Inc. 1.74% Berkshire Hathaway Inc. C 1.22% Total Top 10 Weighting 18.86%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.25% -0.25% -0.19% -0.31% 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 Daily
Daily Spread 0.5% FACTSET ANALYTICS BLOCK LIQUIDITY As of 12/24/18 0.4% 0.3% 0.2% 0.1% 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 1.0% TRADABILITY Avg. Daily Share 32,848 0.5% Average Daily $ $1.18M 0.0% Median Daily Share 23,094-0.5% 1 250k 1 000k 750k 500k 250k Median Daily ($) Average Spread (%) Average Spread ($) $852.28K 0.23% $0.08 Feb Apr May Jul Sep Oct Dec Median Premium / Discount (12 Mo) 0.03% Max. Premium / Discount (12 Mo) 0.75% / -0.43% Impediment to Creations None Market Hours Overlap 100.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 0.46 Creation Unit Cost (%) 0.06% Underlying / Unit 0.00% Open Interest on ETF Options -- Net Asset Value (Yesterday) $32.59 ETF.com Implied Liquidity 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Technology 15.34% 23.46% Financials 15.21% 17.12% Consumer Cyclicals Consumer Non- Cyclicals 13.68% 13.01% 11.33% 7.26% Exxon Mobil Corporation Apple Inc. Chevron Corporation Microsoft Corporation AT&T Inc. Pfizer Inc. Verizon Communications Inc. Walmart Inc. 3.33% 2.92% 2.05% 1.82% 1.74% 1.53% 1.52% 1.41% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 0.96 0.92 0.88 0.93 0.19% MSCI USA IMI Energy 11.25% 5.27% Industrials 11.10% 10.17% Healthcare 10.83% 14.08% Utilities 4.07% 3.05% Procter & Gamble Company Berkshire Hathaway Inc. Class B Total Top 10 Weighting 1.32% 1.22% 18.86% MSCI ESG RATINGS MSCI ESG Quality Score Peer Group Percentile Rank 5.15 / 10 35.19 Telecommunications Services Basic Materials 3.61% 1.96% 2.83% 2.24% Global Percentile Rank SRI Screening Criteria Exposure Exposure to Sustainable Impact Solutions 37.59 10.21% 4.25% COUNTRIES Weighted Average Carbon Intensity (t CO2e/$M Sales) 248.19 United States 99.99% 99.93% Canada 0.01% 0.07% BENCHMARK COMPARISON HOLDINGS REGIONS North America 100.00% 100.00% ECONOMIC DEVELOPMENT Number of Holdings Constituents Shared Holdings Shared Holdings Weight 1552 2420 2,258 70.61% BENCHMARK COMPARISON SUMMARY Developed Countries 100.00% 100.00% Number of Holdings 1552 2420 Weighted Average Market Cap $154.46B $186.25B Price / Earnings Ratio Price / Book Ratio Dividend Yield 21.99 22.71 2.47 3.14 2.44% 1.84% Concentration Low Low
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