Schwab U.S. Large-Cap Value ETF ETF.com segment: Equity: U.S. - Large Cap Value Competing ETFs: VTV, IWD, MGV, VONV, PWV Related ETF Channels: North America, Smart-Beta ETFs, Large Cap, U.S., Value, Equity, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. A 94 FUND DESCRIPTION The Schwab U.S. Large-Cap Value ETF tracks the Dow Jones U.S. Large-Cap Value Total Stock Market Index. The market-cap-weighted index selects from large- and midcap stocks ranked 1-750 by market cap. FACTSET ANALYTICS INSIGHT competes aggressively on price, and brings a well-balanced portfolio of largecap value stocks to the party. The fund s generous parent universe explains the tilt into midcap territory versus our segment benchmark and offers a good sampling of the U.S. value large- caps, as defined by six metrics encompassing historical, current, and forward- looking measurements. Examples include P/B, projected P/E, and trailing earnings growth is among the cheapest ETFs to hold in this space, whether measured by headline fee or tracking difference. It has hefty AUM, and trades well, although more liquid options exist in the segment. Still, offers vanilla value coverage at a cost that is hard to beat. SUMMARY DATA Issuer Brand Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) PORTFOLIO DATA Charles Schwab Schwab 12/11/09 Open-Ended Fund 0.04% $4.84B $16.07M 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 October 4, 2018 the Schwab U.S. Large-Cap Value ETF MSCI ESG Fund Quality Score is 5.49 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 73th percentile within its peer group and in the 50th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings INDEX DATA Index Tracked $174.72B 20.98 2.63 2.59% 12/12/18 344 Dow Jones US Total Stock Market Large-Cap Value Index Weighting Methodology Index Selection Methodology Market Cap Multi-Factor MSCI USA Large Cap Value
1 Year Daily Price ($) 60.00 58.00 56.00 54.00 52.00 Nov Dec `18 Feb Mar Apr May Jun Jul Aug Sep Oct 2 000k PERFORMANCE [as of 10/04/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 0.78% 6.87% 5.15% 10.73% 14.82% 11.38% -- (NAV) 0.82% 7.01% 5.27% 10.74% 14.80% 11.39% -- Dow Jones US Total Stock Market Large-Cap Value -- -- -- -- -- -- -- MSCI USA Large Cap Value -- -- -- -- -- -- -- All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States 100.00% TOP 10 SECTORS Financials 21.83% Energy 8.61% Technology 17.90% Consumer Cyclicals 6.02% Healthcare 11.51% Utilities 5.61% Consumer Non-Cyclicals 10.91% Telecommunications Serv 3.61% Industrials 9.87% Basic Materials 2.58% TOP 10 HOLDINGS JPMorgan Chase & Co. 3.23% AT&T Inc. 2.07% Johnson & Johnson 3.12% Chevron Corporation 2.00% Exxon Mobil Corporation 3.02% Wells Fargo & Company 1.93% Bank of America Corp 2.36% Verizon Communications 1.90% Pfizer Inc. 2.19% Intel Corporation 1.85% Total Top 10 Weighting 23.67%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.04% -0.04% -0.03% -0.06% 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 0.08% 0.07% 0.06% 0.05% 0.04% 0.03% 0.01% FACTSET ANALYTICS BLOCK LIQUIDITY As of 10/05/18 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 286,331 0.1% Average Daily $ $16.07M 0.0% Median Daily Share 224,102-0.1% 1 500k 1 000k 500k Median Daily ($) Average Spread (%) Average Spread ($) $12.50M $0.01 Oct Dec Feb Apr Jun Aug Oct Median Premium / Discount (12 Mo) Max. Premium / Discount (12 Mo) 0.13% / -0.06% Impediment to Creations None Market Hours Overlap 100.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 4.48 Creation Unit Cost (%) Underlying / Unit 0.01% Open Interest on ETF Options 80 Net Asset Value (Yesterday) $56.35 ETF.com Implied Liquidity 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Financials 21.83% 22.59% Technology 17.90% 11.90% Healthcare 11.51% 15.70% Consumer Non- Cyclicals 10.91% 12.82% Industrials 9.87% 8.30% JPMorgan Chase & Co. Johnson & Johnson Exxon Mobil Corporation Bank of America Corp Pfizer Inc. AT&T Inc. Chevron Corporation Wells Fargo & Company Verizon Communications Inc. 3.23% 3.12% 3.02% 2.36% 2.19% 2.07% 2.00% 1.93% 1.90% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 0.99 0.99 1.01 1.00 0.08% MSCI USA Large Cap Value Energy 8.61% 9.70% Consumer Cyclicals 6.02% 5.96% Intel Corporation Total Top 10 Weighting 1.85% 23.67% MSCI ESG RATINGS MSCI ESG Quality Score 5.49 / 10 Utilities 5.61% 4.78% Peer Group Percentile Rank 72.86 Telecommunications Services 3.61% 4.26% Global Percentile Rank 49.66 Basic Materials 2.58% 1.46% SRI Screening Criteria Exposure 13.02% COUNTRIES Exposure to Sustainable Impact Solutions 6.60% United States 100.00% 100.00% Weighted Average Carbon Intensity (t CO2e/$M Sales) 304.81 REGIONS North America 100.00% 100.00% BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents 344 175 Shared Holdings 137 ECONOMIC DEVELOPMENT Shared Holdings Weight 70.63% Developed Countries 100.00% 100.00% BENCHMARK COMPARISON SUMMARY Number of Holdings 344 175 Weighted Average Market Cap $174.72B $167.54B Price / Earnings Ratio Price / Book Ratio Dividend Yield 20.98 19.96 2.63 2.44 2.65% 2.73% Concentration Low --
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