Skip to Content
ETFs

FlexShares Morningstar US Market Factors Tilt Index Fund

TILT
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Sep 16, 2011
Expense Ratio
0.25%
Type
US Equities
Fund Owner
Flexshares (Northern Trust)
Volume (1m avg. daily)
$1,678,616
AUM
$1,396,386,163
Associated Index
Morningstar U.S. Market Factor Tilt Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

AAPL
Apple Inc
4.56%
MSFT
Microsoft Corporation
4.18%
AMZN
Amazon.com Inc.
2.08%
NVDA
NVIDIA Corp
1.83%
BRK/B
Berkshire Hathaway Inc. - Ordinary Shares - Class B
1.44%
GOOGL
Alphabet Inc - Ordinary Shares - Class A
1.38%
TSLA
Tesla Inc
1.2%
META
Meta Platforms Inc - Ordinary Shares - Class A
1.18%
GOOG
Alphabet Inc - Ordinary Shares - Class C
1.18%
XOM
Exxon Mobil Corp.
1.01%
Invest with TILT
Trade TILT Options

What is TILT?

FlexShares Morningstar U.S. Market Factor Tilt Index ETF seeks to enhance exposure to the broad U.S. stock market by tilting the portfolio toward the long-term growth potential of the smaller cap and value segments. Designed to replace traditional market-weighted equity products, the Fund applies a tilt to smaller cap and value stocks using a multi-factor modeling approach that attempts to enhance portfolio risk/return characteristics.

1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade

TILT
Performance Measures**

for the time period Sep 22, 2011 to Dec 4, 2025

Returns

1M Trailing Return: 2.6%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 5.3%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -38.5%

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.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.84

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: 0.37

The annualized return divided by the max drawdown for the selected time period.

ETFs related toTILT

ETFs correlated to TILT include DFAC, AVUS, AVSU

TILT
FlexShares Trust - FlexShares Morningstar US Market Factors Tilt Index Fund
DFAC
Dimensional ETF Trust - Dimensional U.S. Core Equity 2 ETF
AVUS
American Century ETF Trust - Avantis U.S. Equity ETF
AVSU
American Century ETF Trust - Avantis Responsible U.S. Equity ETF
DFAU
Dimensional ETF Trust - Dimensional US Core Equity Market ETF
JHML
John Hancock Investment Management LLC - John Hancock Multifactor Large Cap ETF
ITOT
BlackRock Institutional Trust Company N.A. - iShares Core S&P Total U.S. Stock Market ETF
IWV
BlackRock Institutional Trust Company N.A. - iShares Russell 3000 ETF
SCHB
Schwab Strategic Trust - Schwab U.S. Broad Market ETF
VTI
Vanguard Group, Inc. - Vanguard Total Stock Market ETF
LRGF
BlackRock Institutional Trust Company N.A. - iShares U.S. Equity Factor ETF

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.

Trading Strategies
Related toTILT

Simon | KMLM switcher | Simon Shorts Ed. + MbM | (single pops)| BT 4/13/22

Category

Trend-following, RSI momentum, volatility hedging, leveraged ETFs, inverse ETFs, managed futures (KMLM), bonds/cash, tech/semis/small-cap/biotech, risk-on/off

OOS Cumulative Return

94.76%

💎🥐

Category

Tactical asset allocation, volatility trading, market timing, risk management, leveraged ETFs, trend-following, mean reversion

OOS Cumulative Return

17.83%

Create your own algorithmic trading strategy with TILT using Composer

FAQ

TILT is a US Equities ETF. FlexShares Morningstar U.S. Market Factor Tilt Index ETF seeks to enhance exposure to the broad U.S. stock market by tilting the portfolio toward the long-term growth potential of the smaller cap and value segments. Designed to replace traditional market-weighted equity products, the Fund applies a tilt to smaller cap and value stocks using a multi-factor modeling approach that attempts to enhance portfolio risk/return characteristics.

TILT tracks the Morningstar U.S. Market Factor Tilt Index.

No, TILT is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, TILT is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on TILT is -0.0126%. This is the percent change in the value of TILT over the most recent 1-month period. The 3-month return on TILT is 0.0071%. This is the percent change in the value of TILT over the most recent 3-month period.

The standard deviation of TILT for the past year is 0.1814%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to TILT include IWO, VTV, and VUG.

ETFs correlated to TILT include DFAC, AVUS, and AVSU.

ETFs that are inversely correlated to TILT include SDS, SH, and SPXS.

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.