First Trust Dow Jones Select MicroCap Index Fund ETF.com segment: Equity: U.S. - Micro Cap Competing ETFs: PZI, WMCR, IWC Related ETF Channels: North America, U.S., Micro-cap, Smart-Beta ETFs, Fundamental, Equity, Size and Style, Broad-based Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. B 61 FUND DESCRIPTION tracks an index of U.S.-listed stocks in the bottom two market-cap deciles. Only stocks that meet fundamental and liquidity thresholds are included in the index. FACTSET ANALYTICS INSIGHT calls itself a micro-cap fund, and for the most part it is, but the fund leans hard toward the small-cap space. 's underlying index also screens for financial strength, looking at metrics like trailing P/E and P/B. Sector biases result; toward industrials and away from health care. isn't cheap to own or trade, but neither are most peer funds. SUMMARY DATA Issuer Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) First Trust 09/27/05 Open-Ended Fund 0.60% $138.78M $1.92M 0.20% 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 30, 2018 the First Trust Dow Jones Select MicroCap Index Fund MSCI ESG Fund Quality Score is 3.42 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 1st percentile within its peer group and in the 3th 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 $641.76M 14.63 1.63 1.23% 12/18/18 226 INDEX DATA Index Tracked Index Weighting Methodology Index Selection Methodology DJ Select Micro-Cap Market Cap Fundamental MSCI USA Micro Cap Index
1 Year Daily Price ($) 55.00 50.00 45.00 40.00 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec `19 800k PERFORMANCE [as of 01/02/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -9.32% -16.75% 1.77% -12.01% 9.15% 6.49% 11.53% (NAV) -8.99% -16.50% 1.62% -11.83% 9.23% 6.55% 11.95% DJ Select Micro-Cap -8.98% -16.42% 1.65% -11.32% 9.84% 7.16% 11.95% MSCI USA Micro Cap Index -10.13% -20.62% 2.86% -14.51% 5.42% 2.20% -- All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States Canada 100.00% -- TOP 10 SECTORS Financials 42.99% Technology 5.29% Consumer Cyclicals 15.68% Basic Materials 3.69% Industrials 12.41% Healthcare 2.74% Energy 7.40% Utilities 0.50% Consumer Non-Cyclicals 5.64% TOP 10 HOLDINGS PennyMac Financial Servi 1.66% TPG RE Finance Trust, Inc. 0.98% CVR Energy, Inc. 1.31% Marcus & Millichap, Inc. 0.93% Veritex Holdings, Inc. 1.26% NexPoint Residential Trus Renewable Energy Group 1.24% Arbor Realty Trust, Inc. K12 Inc. 1.15% World Acceptance Corpor Total Top 10 Weighting 11.29%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.60% -0.63% -0.42% -0.82% 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 0.36% FACTSET ANALYTICS BLOCK LIQUIDITY As of 01/03/19 0.27% 0.18% 0.09% 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 2.0% TRADABILITY Avg. Daily Share 45,337 1.0% Average Daily $ $1.92M 0.0% Median Daily Share 23,773-1.0% 600k 400k 200k Median Daily ($) Average Spread (%) Average Spread ($) $1.06M 0.20% $0.09 Feb Apr Jun Jul Sep Nov Dec Median Premium / Discount (12 Mo) 0.08% Max. Premium / Discount (12 Mo) 1.13% / -0.83% Impediment to Creations None Market Hours Overlap 100.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 0.48 Creation Unit Cost (%) 0.02% Underlying / Unit 0.73% Open Interest on ETF Options -- Net Asset Value (Yesterday) $41.42 ETF.com Implied Liquidity 4
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Financials 42.99% 27.98% Consumer Cyclicals 15.68% 8.43% PennyMac Financial Services, Inc. CVR Energy, Inc. Veritex Holdings, Inc. Renewable Energy Group, Inc. 1.66% 1.31% 1.26% 1.24% Goodness of Fit (R2) Beta Up Beta Down Beta 0.82 0.86 0.91 0.86 Industrials 12.41% 9.91% Energy 7.40% 4.17% Consumer Non- Cyclicals 5.64% 2.47% K12 Inc. TPG RE Finance Trust, Inc. Marcus & Millichap, Inc. NexPoint Residential Trust Inc 1.15% 0.98% 0.93% Downside Standard Deviation 0.41% MSCI USA Micro Cap Index Technology 5.29% 11.27% Arbor Realty Trust, Inc. MSCI ESG RATINGS Basic Materials 3.69% 2.71% Healthcare 2.74% 18.14% World Acceptance Corporation Total Top 10 Weighting 11.29% MSCI ESG Quality Score Peer Group Percentile Rank 3.42 / 10 0.62 Utilities 0.50% 1.31% Global Percentile Rank 2.72 SRI Screening Criteria Exposure 4.98% COUNTRIES Exposure to Sustainable Impact Solutions 2.63% United States 100.00% 99.93% Canada -- 0.07% Weighted Average Carbon Intensity (t CO2e/$M Sales) 64.48 REGIONS North America 100.00% 100.00% ECONOMIC DEVELOPMENT BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Shared Holdings 226 972 91 Shared Holdings Weight 17.77% Developed Countries 100.00% 100.00% BENCHMARK COMPARISON SUMMARY Number of Holdings 226 972 Weighted Average Market Cap $641.76M $240.87M Price / Earnings Ratio Price / Book Ratio Dividend Yield 14.63-0.07 1.63 1.72 1.99% 1.13% Concentration Low Low
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