Snapshot*
Top 10 Holdings
What is SIZE?
The Fund seeks to track the investment results of the MSCI USA Low Size Index (the Underlying Index ), which is based on a traditional market capitalization-weighted parent index, the MSCI USA Index (the Parent Index ). The Parent Index includes U.S. large- and mid-capitalization stocks, as defined by MSCI Inc. (the Index Provider or MSCI ). The Underlying Index is constructed by applying a mathematical formula that reweights the constituents of its market capitalization-weighted Parent Index, such that smaller companies as measured by market capitalization receive a larger index weight than their larger counterparts. In addition, at each rebalancing, a factor is applied that operates as a constraint or cap on the weight of individual components of the Underlying Index the constraint factor. The constraint factor is held constant between each rebalancing. The constraint factor is calculated by reference to the relative weight of each component in the Parent Index and used to determine the weights of each respective component in the Underlying Index. Prior to the selection of the Underlying Index on December 3, 2018, the Fund tracked the MSCI USA Risk Weighted Index.
SIZEPerformance Measures**
for the time period Apr 18, 2013 to Aug 5, 2026
1M Trailing Return: 1.2%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: 7.2%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -39.2%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 17.8%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: 0.73
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: 0.31
The annualized return divided by the max drawdown for the selected time period.
ETFs related toSIZE
ETFs correlated to SIZE include EUSA, VO, IWR
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.