Schwab Fundamental International Small Company Index ETF ETF.com segment: Equity: Developed Markets Ex-U.S. - Small Cap Competing ETFs: DLS, DDLS, SCZ, SCHC, GWX Related ETF Channels: Smart-Beta ETFs, Fundamental, Small Cap, Developed Markets, Equity, Size and Style, Broad-based, Developed Markets Ex-U.S. Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. B 84 FUND DESCRIPTION tracks a fundamentally selected and weighted Russell index of small firms in developed ex-us markets based on adjusted sales, retained operational cash flow, and dividends/buybacks. FACTSET ANALYTICS INSIGHT charges a high but reasonable fee for a non-cap-weighted exposure to the developed ex-us small-cap space. Starting from the Russell Developed ex-u.s. Index, selects the bottom 12.5% and weights them by 5-year averages of cash flow, adjusted sales, and dividends plus buybacks. The resulting portfolio looks broadly marketlike, but with a lot of mild sector biases and a slight midcap tilt. It's also worth noting that Japan is weighted heavily in this fund, while the allocation to the UK is on the light side. Retail traders will find decent volume and mild spreads here, and underlying liquidity is excellent. The fly in the ointment for larger investors is the fund's high creation fee. is more expensive than vanilla cap-weighted peers in the small-cap, developed ex-us space, but it's cheaper than its 'factor weighted' peers, and tracking is generally pretty tight, so realized costs should be in line with the price tag. 's underlying index changed its name from Russell Fundamental Developed ex-u.s. Small Company Index to Russell RAFI Developed ex-u.s. Small Company Index on 12/1/2016. There are no changes in index methodology and the resulting exposure. 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 Charles Schwab Schwab 08/15/13 Open-Ended Fund 0.39% $1.87B $5.47M 0.12% $3.55B 35.34 1.26 2.47% MSCI ESG ANALYTICS INSIGHT The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of March 28, 2019 the Schwab Fundamental International Small Company Index ETF MSCI ESG Fund Quality Score is 5.56 out of 10. The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 63th percentile within its peer group and in the 52nd percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. Next Ex-Dividend Date Number of Holdings INDEX DATA Index Tracked 12/12/19 1674 Russell RAFI Developed ex-u.s. Small Company Index Index Weighting Methodology Fundamental Index Selection Methodology Fundamental MSCI World ex USA Small Cap
1 Year Daily Price ($) 37.50 35.00 32.50 30.00 27.50 Apr May Jun Jul Aug Sep Oct Nov Dec `19 Feb Mar 4M PERFORMANCE [as of 03/28/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -0.87% 9.60% 9.13% -10.37% 7.74% 4.13% -- (NAV) -1.46% 8.91% 8.15% -10.60% 7.60% 4.25% -- Russell RAFI Developed ex-u.s. Small -- -- -- -- -- -- -- Company Index MSCI World ex USA Small Cap -0.71% 11.05% 10.20% -8.83% 7.73% 3.73% 11.89% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES Japan 36.26% France 4.43% United Kingdom 11.76% Germany 3.60% Canada 8.90% Switzerland 3.07% Australia 5.38% Italy 2.91% Hong Kong 4.82% Sweden 2.85% TOP 10 SECTORS Industrials 23.50% Technology 7.38% Consumer Cyclicals 19.05% Healthcare 4.20% Financials 16.00% Energy 4.13% Basic Materials 9.90% Utilities 3.08% Consumer Non-Cyclicals 9.45% Telecommunications Serv 1.40% TOP 10 HOLDINGS U.S. Dollar 0.24% Hitachi Chemical Compan Acciona SA 0.23% Rakuten, Inc. Myer Holdings Limited 0.20% Edenred SA Phoenix Group Holdings p Getinge AB Class B Orion Oyj Class B Santos Limited 0.17% Total Top 10 Weighting 1.94%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.39% -0.22% -0.01% -0.30% 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 0.22% FACTSET ANALYTICS BLOCK LIQUIDITY As of 03/29/19 0.14% 0.10% 0.06% 0.02% 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 2.0% TRADABILITY Avg. Daily Share 177,269 0.0% Average Daily $ $5.47M -2.0% Median Daily Share 161,515-4.0% 2 500k 2 000k 1 500k 1 000k 500k Median Daily ($) Average Spread (%) Average Spread ($) $4.99M 0.12% $0.04 Apr Jun Aug Oct Dec `19 Mar Median Premium / Discount (12 Mo) Max. Premium / Discount (12 Mo) 1.54% / -2.28% Impediment to Creations None Market Hours Overlap 20.00% Creation Unit Size (Shares) 100,000 Creation Unit/Day (45 Day Average) 1.62 Creation Unit Cost (%) 0.32% Underlying / Unit 0.10% Open Interest on ETF Options -- Net Asset Value (Yesterday) $30.77 ETF.com Implied Liquidity 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Industrials 23.50% 19.73% Consumer Cyclicals 19.05% 13.72% Financials 16.00% 21.67% Basic Materials Consumer Non- Cyclicals 9.90% 10.04% 9.45% 7.04% Technology 7.38% 8.27% Healthcare 4.20% 6.22% Energy 4.13% 3.60% Utilities 3.08% 2.50% U.S. Dollar Acciona SA Myer Holdings Limited Phoenix Group Holdings plc Orion Oyj Class B Hitachi Chemical Company, Ltd. Rakuten, Inc. Edenred SA Getinge AB Class B Santos Limited Total Top 10 Weighting 0.24% 0.23% 0.20% 0.17% 1.94% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation MSCI ESG RATINGS MSCI ESG Quality Score Peer Group Percentile Rank Global Percentile Rank 0.96 0.95 0.96 0.95 0.13% MSCI World ex USA Small Cap 5.56 / 10 62.96 51.55 Telecommunications Services 1.40% 1.48% SRI Screening Criteria Exposure 4.75% COUNTRIES Japan 36.26% 27.62% United Kingdom 11.76% 17.40% Canada 8.90% 8.60% Australia 5.38% 6.68% Hong Kong 4.82% 1.83% France 4.43% 3.05% Germany 3.60% 5.36% Exposure to Sustainable Impact Solutions Weighted Average Carbon Intensity (t CO2e/$M Sales) BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Shared Holdings 4.82% 198.23 1674 2544 1,120 Switzerland 3.07% 3.92% Italy 2.91% 3.32% Sweden 2.85% 4.85% Shared Holdings Weight BENCHMARK COMPARISON SUMMARY 46.01% REGIONS Asia-Pacific 49.67% 38.65% Europe 39.27% 50.79% North America 10.29% 9.34% Middle East & Africa 0.77% 1.21% ECONOMIC DEVELOPMENT Developed Countries 99.87% 99.99% Number of Holdings Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Dividend Yield 1674 2544 $3.55B $2.58B 35.34 20.23 1.26 1.47 3.00% 2.61% Emerging Countries 0.13% 0.01% Concentration Low Low
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