VictoryShares US 500 Volatility Weighted Index ETF
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- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
Compass EMP US 500 Volatility Weighted Index ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track the returns of the CEMP US Large Cap 500 Volatility Weighted Index before fees and expenses. |
Category | US Equities |
Fund Sponsor | Compass Efficient Model Portfo |
Website | www.compassempfunds.com |
Inception date | Jul 01, 2014 |
Assets (mns) | $653 |
Currency | USD |
Expense ratio | 35 bp |
Distributions | Quarterly |
Regulation | Open-End Investment Company |
Custodian | US Bank NA |
Weighting | Volatility |
Index replication | Full |
Uses derivatives | No |
Options available | Yes |
No. of constituents | 499 |
Wgt avg mkt cap (mns) | $68,170 |
Large cap (>$10bn) | 89.0% |
Mid cap ($2-10bn) | 10.9% |
Small cap (<$2bn) | 0.1% |
Developed mkts | 100.0% |
Emerging mkts | 0.0% |
DISCOVERY COMMUNICATIONS-A | 0.4 % |
MORNINGSTAR INC | 0.4 % |
BIO-TECHNE CORPORATION | 0.3 % |
TYLER TECHNOLOGIES INC | 0.3 % |
VERIZON COMMUNICATIONS INC | 0.3 % |
ZEBRA TECHNOLOGIES CORP-CL A | 0.3 % |
DEERE & CO | 0.3 % |
F5 NETWORKS INC | 0.3 % |
ALEXION PHARMACEUTICALS INC | 0.3 % |
AMERCO | 0.3 % | Total | 3.2 % |
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UNITED STATES | 95.0 % |
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IRELAND | 2.3 % |
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BERMUDA | 1.0 % |
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SWITZERLAND | 0.7 % |
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BRITAIN | 0.5 % |
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CAYMAN ISLANDS | 0.1 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
2.4% | 27.1% | 14.7% | -- | 11.0% |
versus... | Beta | R-squared |
S&P500 | 1.05 | 95% |
MSCI EAFE | 0.98 | 83% |
MSCI Emg. Mkts. | 0.81 | 70% |
Recent close | $63.73 |
30d moving avg. | $64.11 |
Annualized volatility | 19.8% |
Short interest (ETF) | 0.1% |
Short interest (Underlying) | 2.6% |
Relative strength (RSI) | 49 |
Avg. volume (thou.) | 30 |
Turnover | 0.3% |
Bid/Ask (% of price) | 0.07% |
ADV underlying (mns) | $225,355 |
FINDING ALTERNATIVE FUNDS
Below is a list of 97 potential alternatives to the VictoryShares US 500 Volatility Weighted Index ETF ETF based on the alternatives' overlap in portfolio holdings with CFA. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | CFA | Expense: | 35 bp | ALTAR Score™: | 5.3% |
Ticker | Fund Name |
Overlap1 vs CFA (%) |
Expense ratio (bp) |
Savings vs CFA (bp) |
ALTAR Score™ (%) |
ALTAR vs CFA (%) |
CFO | VictoryShares US 500 Enhanced Volatility Weighted Index ETF | 99.6 | 35 | 0 | 5.2 | -0.0 |
GSEW | Goldman Sachs Equal Weight U.S. Large Cap Equity ETF | 72.0 | 9 | 26 | 5.2 | -0.1 |
RSP | Invesco S&P 500 Equal Weight ETF | 69.5 | 20 | 15 | 5.4 | +0.2 |
EUSA | iShares MSCI USA Equal Weighted ETF | 68.8 | 15 | 20 | 5.1 | -0.1 |
SIZE | iShares MSCI USA Size Factor ETF | 68.3 | 15 | 20 | 5.1 | -0.1 |
TPLC | Timothy Plan US Large Cap Core ETF | 64.4 | 52 | -17 | 4.6 | -0.6 |
USEQ | Invesco Russell 1000 Enhanced Equal Weight ETF | 61.8 | 29 | 6 | 6.4 | +1.1 |
DEUS | Xtrackers Russell 1000 Comprehensive Factor ETF | 61.4 | 17 | 18 | 5.8 | +0.5 |
ONEO | SPDR Russell 1000 Momentum Focus ETF | 59.1 | 20 | 15 | 5.7 | +0.4 |
JHML | John Hancock Multifactor Large Cap ETF | 58.7 | 29 | 6 | 5.0 | -0.3 |
USLB | Invesco Russell 1000 Low Beta Equal Weight ETF | 58.5 | 35 | 0 | 5.2 | -0.0 |
OMFL | Invesco Russell 1000 Dynamic Multifactor ETF | 55.7 | 29 | 6 | 5.3 | +0.0 |
FEX | First Trust Large Cap Core AlphaDEX Fund | 55.4 | 60 | -25 | 5.0 | -0.3 |
DYNF | BlackRock U.S. Equity Factor Rotation ETF | 52.9 | 30 | 5 | 5.5 | +0.3 |
RNLC | Large Cap US Equity Select ETF | 51.6 | 60 | -25 | 5.3 | +0.1 |
BKMC | BNY Mellon US Mid Cap Core Equity ETF | 51.0 | 4 | 31 | 4.8 | -0.4 |
JHMM | John Hancock Multifactor Mid Cap ETF | 50.4 | 42 | -7 | 4.8 | -0.5 |
PQLC | PGIM QMA Strategic Alpha Large-Cap Core ETF | 50.3 | 17 | 18 | 6.2 | +0.9 |
GSLC | Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 49.4 | 9 | 26 | 5.1 | -0.2 |
ESGV | Vanguard ESG U.S. Stock ETF | 49.1 | 12 | 23 | 4.7 | -0.6 |
JPUS | JPMorgan Diversified Return U.S. Equity ETF | 48.9 | 18 | 17 | 5.9 | +0.7 |
IWR | iShares Russell Midcap ETF | 48.2 | 19 | 16 | 4.6 | -0.6 |
AVUS | Avantis U.S. Equity ETF | 46.1 | 15 | 20 | 5.1 | -0.2 |
VOOV | Vanguard S&P 500 Value ETF | 46.1 | 10 | 25 | 6.3 | +1.0 |
DFAU | Dimensional US Core Equity Market ETF | 45.9 | 12 | 23 | 4.9 | -0.4 |
RVRS | Reverse Cap Weighted U.S. Large Cap ETF | 45.1 | 29 | 6 | 5.6 | +0.4 |
SCHX | Schwab U.S. Large-Cap ETF | 44.6 | 3 | 32 | 4.8 | -0.5 |
PBUS | Invesco PureBeta MSCI USA ETF | 44.4 | 4 | 31 | 4.8 | -0.4 |
VONV | Vanguard Russell 1000 Value Index Fund | 44.3 | 8 | 27 | 6.1 | +0.9 |
IWB | iShares Russell 1000 ETF | 43.9 | 15 | 20 | 4.7 | -0.6 |
QUS | SPDR MSCI USA StrategicFactors ETF | 43.9 | 15 | 20 | 5.5 | +0.2 |
SCHK | Schwab 1000 Index ETF | 43.9 | 5 | 30 | 4.7 | -0.6 |
IYY | iShares Dow Jones U.S. ETF | 43.9 | 20 | 15 | 4.6 | -0.6 |
EPS | WisdomTree U.S. Earnings 500 Fund | 43.8 | 8 | 27 | 6.2 | +1.0 |
XYLG | Global X S&P 500 Covered Call & Growth ETF | 43.3 | 60 | -25 | 4.4 | -0.8 |
PBP | Invesco S&P 500 BuyWrite ETF | 43.3 | 49 | -14 | 4.5 | -0.8 |
SPLG | SPDR Portfolio Large Cap ETF | 43.3 | 3 | 32 | 5.0 | -0.3 |
BBUS | JP Morgan Betabuilders U.S. Equity ETF | 43.2 | 2 | 33 | 4.8 | -0.4 |
SPY | SPDR S&P 500 ETF Trust | 43.1 | 9 | 26 | 4.9 | -0.4 |
IVV | iShares Core S&P 500 ETF | 43.1 | 3 | 32 | 4.9 | -0.3 |
SPYX | SPDR S&P 500 Fossil Fuel Reserves Free ETF | 43.0 | 20 | 15 | 4.9 | -0.3 |
EQAL | Invesco Russell 1000 Equal Weight ETF | 43.0 | 20 | 15 | 5.1 | -0.2 |
VV | Vanguard Large-Cap Index Fund | 43.0 | 4 | 31 | 4.8 | -0.5 |
ROUS | Hartford Multifactor US Equity ETF | 42.8 | 19 | 16 | 6.3 | +1.0 |
VONE | Vanguard Russell 1000 ETF | 42.8 | 8 | 27 | 4.7 | -0.5 |
RBUS | Nationwide Risk-Based U.S. Equity ETF | 42.8 | 30 | 5 | 4.8 | -0.4 |
GSUS | Goldman Sachs MarketBeta U.S. Equity ETF | 42.7 | 7 | 28 | 4.7 | -0.5 |
SPTM | SPDR Portfolio Total Stock Market ETF | 42.6 | 3 | 32 | 5.0 | -0.3 |
BFOR | Barron's 400 ETF | 42.6 | 65 | -30 | 5.9 | +0.7 |
VOO | VANGUARD S&P 500 ETF | 42.6 | 3 | 32 | 4.9 | -0.3 |
SPYV | SPDR Portfolio S&P 500 Value ETF | 42.5 | 4 | 31 | 6.3 | +1.1 |
IWD | iShares Russell 1000 Value ETF | 42.5 | 19 | 16 | 6.0 | +0.8 |
IVE | iShares S&P 500 Value ETF | 42.5 | 18 | 17 | 6.2 | +0.9 |
ONEV | SPDR Russell 1000 Low Volatility Focus ETF | 42.3 | 20 | 15 | 6.1 | +0.9 |
SCHB | Schwab U.S. Broad Market ETF | 42.2 | 3 | 32 | 4.6 | -0.6 |
VTHR | Vanguard Russell 3000 Index Fund | 42.1 | 10 | 25 | 4.6 | -0.7 |
SCHV | Schwab U.S. Large-Cap Value ETF | 42.1 | 4 | 31 | 6.2 | +0.9 |
IWV | iShares Russell 3000 ETF | 42.1 | 20 | 15 | 4.5 | -0.8 |
ITOT | iShares Core S&P Total U.S. Stock Market ETF | 42.0 | 3 | 32 | 4.6 | -0.7 |
SPXE | ProShares S&P 500 Ex-Energy ETF | 42.0 | 27 | 8 | 4.8 | -0.4 |
IUSV | iShares Core S&P U.S. Value ETF | 41.9 | 4 | 31 | 6.4 | +1.1 |
CATH | Global X S&P 500 Catholic Values Custom ETF | 41.6 | 29 | 6 | 4.7 | -0.6 |
ESGU | iShares MSCI USA ESG Optimized ETF | 41.4 | 15 | 20 | 4.7 | -0.6 |
VTI | Vanguard Total Stock Market Index Fund | 41.4 | 3 | 32 | 4.6 | -0.7 |
TUSA | First Trust Total US Market AlphaDEX ETF | 41.4 | 70 | -35 | 5.0 | -0.2 |
MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 41.3 | 30 | 5 | 5.2 | -0.1 |
ACVF | American Conservative Values ETF | 41.2 | 75 | -40 | 4.4 | -0.9 |
SFY | SoFi Select 500 ETF | 41.1 | 0 | 35 | 4.8 | -0.5 |
PRF | Invesco FTSE RAFI US 1000 ETF | 40.8 | 39 | -4 | 5.8 | +0.5 |
JPME | JPMorgan Diversified Return U.S. Mid Cap Equity ETF | 40.6 | 24 | 11 | 5.7 | +0.4 |
XVV | iShares ESG Screened S&P 500 ETF | 40.6 | 8 | 27 | 5.0 | -0.3 |
FNDX | Schwab Fundamental U.S. Large Co. Index ETF | 40.4 | 25 | 10 | 5.7 | +0.5 |
SPXT | ProShares S&P 500 Ex-Technology ETF | 40.1 | 27 | 8 | 5.1 | -0.2 |
RWL | Invesco S&P 500 Revenue ETF | 40.1 | 39 | -4 | 6.1 | +0.9 |
RESP | WisdomTree US ESG Fund of Benef Interest | 40.0 | 28 | 7 | 5.5 | +0.2 |
VO | Vanguard Mid-Cap Index Fund | 39.9 | 4 | 31 | 4.5 | -0.8 |
FNDB | Schwab Fundamental U.S. Broad Market Index ETF | 39.4 | 25 | 10 | 5.6 | +0.4 |
VLU | SPDR S&P 1500 Value Tilt ETF | 39.1 | 12 | 23 | 6.0 | +0.8 |
AFLG | First Trust Active Factor Large Cap ETF | 39.1 | 55 | -20 | 4.9 | -0.4 |
SPXN | ProShares S&P 500 Ex-Financials ETF | 38.8 | 27 | 8 | 4.5 | -0.8 |
IUS | Invesco Strategic US ETF | 38.5 | 19 | 16 | 5.3 | +0.1 |
JUST | Goldman Sachs JUST U.S. Large Cap Equity ETF | 38.4 | 20 | 15 | 4.8 | -0.5 |
IWS | iShares Russell Mid-Cap Value ETF | 38.2 | 24 | 11 | 5.7 | +0.4 |
QRFT | Qraft Ai-Enhanced U.S. Large Cap ETF | 37.8 | 75 | -40 | 2.4 | -2.9 |
SPXV | ProShares S&P 500 Ex-Health Care ETF | 37.7 | 27 | 8 | 4.5 | -0.8 |
SZNE | Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF | 37.6 | 60 | -25 | 4.4 | -0.9 |
MMTM | SPDR S&P 1500 Momentum Tilt ETF | 37.4 | 12 | 23 | 4.2 | -1.1 |
VTV | Vanguard Value Index Fund | 36.6 | 4 | 31 | 6.6 | +1.4 |
TILT | Flexshares Morningstar US Market Factors Tilt Index Fund | 36.3 | 25 | 10 | 5.0 | -0.2 |
TOK | iShares MSCI Kokusai ETF | 36.2 | 25 | 10 | 5.0 | -0.2 |
KOKU | Xtrackers MSCI Kokusai Equity ETF | 36.1 | 9 | 26 | 5.2 | -0.1 |
USXF | iShares ESG Advanced MSCI USA ETF | 35.8 | 10 | 25 | 4.7 | -0.5 |
DIVB | iShares U.S. Dividend & Buyback ETF | 35.7 | 25 | 10 | 6.0 | +0.8 |
JQUA | JPMorgan U.S. Quality Factor ETF | 35.6 | 12 | 23 | 5.3 | +0.0 |
IQSU | IQ Candriam ESG US Equity ETF | 35.6 | 9 | 26 | 4.7 | -0.5 |
ETHO | Etho Climate Leadership U.S. ETF | 35.1 | 47 | -12 | 3.9 | -1.4 |
FAB | First Trust Multi Cap Value AlphaDEX Fund | 34.9 | 71 | -36 | 7.5 | +2.2 |
1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.
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RESULTS & ESTIMATES
2016 | 2017 | 2018 | 2019 | 2020 | 2021E | 2022E | |
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Sales per share | ** | ** | ** | ** | ** | ** | ** |
Earnings per share | ** | ** | ** | ** | ** | ** | ** |
Dividends per share ![]() |
** | ** | ** | ** | ** | ** | ** |
Book value per share | ** | ** | ** | ** | ** | ** | ** |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
OTHER FUNDAMENTAL METRICS
Long term EPS growth est. | **% | Debt-to-equity | **x | |
Asset turnover | **% | Assets-to-equity | **x |
*Six months ago = 100 |
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VALUATION METRICS
2020 | 2021E | 2022E | |
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Price-to-sales | ** | ** | ** |
Price-to-earnings | ** | ** | ** |
Price-to-cash flow | ** | ** | ** |
Price-to-growth | ** | ** | ** |
Price-to-book value | ** | ** | ** |
Yield | ** | ** | ** |
Historical valuation trends
Forward multiple: |
VictoryShares US 500 Volatility Weighted Index ETF | |||
Relative to: |
S&P500 | MSCI EAFE | MSCI Emg. Mkts. | Other ETF: |
NEUTRAL |
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds. |
ALTAR Score™
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MODERN PORTFOLIO THEORY
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CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
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