John Hancock Multifactor Energy ETF
ALTAR
Score™
3.6% info Recommen-
dation
UNDERWEIGHT
2021E    2022E
P/E
ratio
18.5x P/Sales
ratio
1.1x
P/BV
ratio
1.6x Div.
yield
3.2%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
The John Hancock Multifactor Energy ETF tracks an index of large- and midcap US equities from the energy sector. The index selects stocks by market caps and weights them by multiple factors: size, value, profitability and momentum.

FUND BASICS
Category US Equities
Fund Sponsor John Hancock
Website etf.jhinvestments.com
Inception date Mar 28, 2016
Assets (mns) $22
Currency USD
Expense ratio 40 bp
Distributions Semi-Annually

FUND STRUCTURE
Regulation Open-End Investment Company
Custodian
Weighting Multi-Factor
Index replication
Uses derivatives No
Options available No

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 32
Wgt avg mkt cap (mns) $53,911
Large cap (>$10bn) 93.5%
Mid cap ($2-10bn) 6.3%
Small cap (<$2bn) 0.3%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
EOG RESOURCES INC 6.5 %
CONOCOPHILLIPS 6.2 %
EXXON MOBIL CORP 6.1 %
SCHLUMBERGER LTD 5.9 %
CHEVRON CORP 5.7 %
MARATHON PETROLEUM 5.4 %
VALERO ENERGY CORP 4.8 %
WILLIAMS COS INC 4.8 %
KINDER MORGAN INC 4.6 %
ONEOK INC 4.3 %
Total 54.2 %

TOP COUNTRY EXPOSURE
UNITED STATES 98.0 %
CANADA 1.9 %









HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru June 30)
Year-to-date 1 year 5 years 10 years Since Incep.
46.0% 54.9% -2.1% -- 0.1%

Market Correlations
versus... Beta R-squared
S&P500 2.15 71%
MSCI EAFE 2.21 73%
MSCI Emg. Mkts. 1.93 67%

Technical Indicators
Recent close $19.46
30d moving avg. $20.42
Annualized volatility 47.4%
Short interest (ETF) 0.6%
Short interest (Underlying) 3.0%
Relative strength (RSI) 38

Liquidity measures
Avg. volume (thou.) 14
Turnover 1.2%
Bid/Ask (% of price) 0.25%
ADV underlying (mns) $10,968

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 427 potential alternatives to the John Hancock Multifactor Energy ETF ETF based on the alternatives' overlap in portfolio holdings with JHME. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: JHME Expense: 40 bp ALTAR Score™: 3.6%


ALTERNATIVE ETFs BASED ON OVERLAP WITH JHME
Ticker Fund
Name
Overlap1
vs JHME
(%)
Expense
ratio
(bp)
Savings
vs JHME
(bp)
ALTAR
Score™
(%)
ALTAR
vs JHME
(%)
RYE Invesco S&P 500 Equal Weight Energy ETF 78.4 40 0 3.4 -0.2
XLE Energy Select Sector SPDR Fund 66.3 12 28 4.2 +0.5
IYE iShares U.S. Energy ETF 66.0 42 -2 3.9 +0.3
VDE Vanguard Energy Index Fund 62.7 10 30 3.8 +0.2
FENY Fidelity MSCI Energy Index ETF 62.6 8 32 3.9 +0.3
FXN First Trust Energy AlphaDEX Fund 61.1 64 -24 3.2 -0.5
IEO iShares U.S. Oil & Gas Exploration & Production ETF 55.8 42 -2 4.0 +0.4
FTXN First Trust Nasdaq Oil & Gas ETF 50.1 60 -20 2.1 -1.5
IGE iShares North American Natural Resources ETF 44.9 46 -6 4.1 +0.5
XOP SPDR S&P Oil & Gas Exploration & Production ETF 42.0 35 5 2.7 -0.9
IXC iShares Global Energy ETF 40.9 46 -6 5.5 +1.9
FRAK VanEck Vectors Unconventional Oil & Gas ETF 39.4 54 -14 2.9 -0.7
PXE Invesco Dynamic Energy Exploration & Production ETF 39.2 63 -23 3.0 -0.6
FCG First Trust Natural Gas ETF 34.1 60 -20 3.2 -0.4
FILL iShares MSCI Global Energy Producers ETF 30.7 39 1 5.7 +2.1
NANR SPDR S&P North American Natural Resources ETF 26.1 35 5 4.1 +0.5
DWEQ AdvisorShares Dorsey Wright Alpha Equal Weight ETF 24.5 103 -63 3.0 -0.6
PXI Invesco DWA Energy Momentum ETF 24.4 60 -20 0.4 -3.2
EQRR ProShares Equities for Rising Rates ETF 22.2 35 5 5.9 +2.2
TPYP Tortoise North American Pipeline Fund 18.8 40 0 4.9 +1.3
EINC VanEck Vectors Energy Income ETF 18.8 45 -5 4.2 +0.6
USAI Pacer American Energy Independence ETF 18.8 75 -35 3.2 -0.4
MLPX Global X MLP & Energy Infrastructure ETF 18.6 45 -5 3.9 +0.3
ENFR Alerian Energy Infrastructure ETF 18.6 65 -25 3.6 0.0
SPHB Invesco S&P 500 High Beta ETF 17.0 25 15 4.0 +0.4
HDV iShares Core High Dividend ETF 15.3 8 32 6.1 +2.5
GUNR FlexShares Morningstar Global Upstream Natural Resources Ind 14.5 46 -6 5.9 +2.3
CRAK VanEck Vectors Oil Refiners ETF 14.4 60 -20 8.0 +4.4
IEZ iShares U.S. Oil Equipment & Services ETF 13.3 42 -2 -0.1 -3.7
OIH VanEck Vectors Oil Services ETF 13.3 35 5 -0.9 -4.5
PXJ Invesco Dynamic Oil & Gas Services ETF 13.3 63 -23 -1.1 -4.7
GNR SPDR S&P Global Natural Resources ETF 13.2 40 0 6.1 +2.5
SPYD SPDR S&P 500 High Dividend ETF 12.7 7 33 8.0 +4.4
XES SPDR S&P Oil & Gas Equipment & Services ETF 12.0 35 5 -3.3 -6.9
MAGA Point Bridge GOP Stock Tracker ETF 11.6 72 -32 4.6 +1.0
GLIF AGFiQ Global Infrastructure ETF 11.5 45 -5 4.3 +0.7
PEY Invesco High Yield Equity Dividend Achievers ETF 11.2 52 -12 7.3 +3.7
PWV Invesco Dynamic Large Cap Value ETF 10.8 56 -16 6.7 +3.1
EMLP First Trust North American Energy Infrastructure Fund 10.5 96 -56 4.6 +0.9
HAP VanEck Vectors Natural Resources ETF 10.1 50 -10 5.1 +1.5
FDVV Fidelity Core Dividend ETF 9.7 29 11 6.1 +2.5
SDOG ALPS Sector Dividend Dogs ETF 9.5 40 0 8.0 +4.4
VRAI Virtus Real Asset Income ETF 9.1 55 -15 6.6 +2.9
IGF iShares Global Infrastructure ETF 9.1 46 -6 4.0 +0.4
GII SPDR S&P Global Infrastructure ETF 9.1 40 0 4.0 +0.4
FDL First Trust Morningstar Dividend Leaders Index Fund 9.0 45 -5 7.7 +4.1
SPHD Invesco S&P 500 High Dividend Low Volatility ETF 8.8 30 10 7.3 +3.7
ESGS Columbia Sustainable U.S. Equity Income ETF 8.6 35 5 7.6 +4.0
IVRA Invesco Real Assets ESG ETF 8.4 59 -19 4.7 +1.0
TOLZ ProShares DJ Brookfield Global Infrastructure ETF 8.2 47 -7 4.5 +0.9
DVY iShares Select Dividend ETF 7.9 39 1 7.6 +4.0
FNDX Schwab Fundamental U.S. Large Co. Index ETF 7.5 25 15 5.6 +2.0
GBDV Global Beta Smart Income ETF 7.4 29 11 8.3 +4.7
IMCV iShares Morningstar Mid-Cap Value ETF 7.3 6 34 6.2 +2.6
SPDV AAM S&P 500 High Dividend Value ETF 7.3 29 11 8.3 +4.7
RDIV Invesco S&P Ultra Dividend Revenue ETF 7.2 39 1 8.3 +4.7
RPV Invesco S&P 500 Pure Value ETF 7.2 35 5 8.9 +5.3
DIVO Amplify YieldShares CWP Dividend & Option Income ETF 7.0 55 -15 4.3 +0.7
FNDB Schwab Fundamental U.S. Broad Market Index ETF 7.0 25 15 5.6 +2.0
EQAL Invesco Russell 1000 Equal Weight ETF 6.9 20 20 5.0 +1.4
RVRS Reverse Cap Weighted U.S. Large Cap ETF 6.6 29 11 5.3 +1.6
DIVZ TrueShares Low Volatility Equity Income ETF 6.5 65 -25 8.4 +4.8
RYJ Invesco Raymond James SB-1 Equity ETF 6.4 76 -36 3.3 -0.3
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 6.3 30 10 5.5 +1.9
VYM Vanguard High Dividend Yield Index ETF 6.3 6 34 6.7 +3.0
IUS Invesco Strategic US ETF 6.3 19 21 5.7 +2.1
ECLN First Trust EIP Carbon Impact ETF 6.2 97 -57 3.3 -0.4
PRF Invesco FTSE RAFI US 1000 ETF 6.1 39 1 5.7 +2.1
SYV SPDR MFS Systematic Value Equity ETF 5.9 60 -20 0.0 -3.6
DJD Invesco Dow Jones Industrial Average Dividend ETF 5.7 7 33 6.7 +3.1
SDEI Sound Equity Income ETF 5.7 45 -5 8.7 +5.1
QSY WisdomTree U.S. LargeCap Value Fund 5.5 38 2 6.6 +3.0
DDIV First Trust Dorsey Wright Momentum & Dividend ETF 5.5 60 -20 8.1 +4.5
VOOV Vanguard S&P 500 Value ETF 5.4 10 30 6.0 +2.4
IVE iShares S&P 500 Value ETF 5.4 18 22 5.9 +2.3
SPYV SPDR Portfolio S&P 500 Value ETF 5.4 4 36 6.1 +2.5
VLU SPDR S&P 1500 Value Tilt ETF 5.2 12 28 6.2 +2.6
FTLB First Trust Hedged BuyWrite Income ETF 5.1 85 -45 4.9 +1.3
FTHI First Trust High Income ETF 5.1 85 -45 5.0 +1.4
IUSV iShares Core S&P U.S. Value ETF 5.1 4 36 6.1 +2.5
VTV Vanguard Value Index Fund 5.0 4 36 6.3 +2.7
ACTV LeaderShares Activist Leaders ETF 5.0 75 -35 4.7 +1.1
VOE Vanguard Mid-Cap Value Index Fund 5.0 7 33 6.1 +2.5
MGV Vanguard Mega Cap Value ETF 5.0 7 33 6.4 +2.8
HLAL Wahed FTSE USA Shariah ETF 4.9 50 -10 4.1 +0.5
FCPI Fidelity Stocks for Inflation ETF 4.9 29 11 5.3 +1.7
PUI Invesco DWA Utilities Momentum ETF 4.8 60 -20 4.9 +1.3
FUNL CornerCap Fundametrics Large-Cap ETF 4.8 50 -10 6.9 +3.3
QDIV Global X S&P 500 Quality Dividend ETF 4.7 20 20 6.6 +3.0
VNMC Natixis Vaughan Nelson Mid Cap ETF 4.7 85 -45 6.1 +2.5
IWX iShares Russell Top 200 Value ETF 4.7 20 20 5.9 +2.3
ILCV iShares Morningstar Value ETF 4.7 4 36 6.1 +2.5
DVLU First Trust Dorsey Wright Momentum & Value ETF 4.6 60 -20 8.9 +5.3
IWD iShares Russell 1000 Value ETF 4.6 19 21 5.8 +2.2
BLES Inspire Global Hope Large Cap ETF 4.6 52 -12 4.9 +1.3
VONV Vanguard Russell 1000 Value Index Fund 4.6 8 32 5.9 +2.3
WBIY WBI Power Factor High Dividend ETF 4.6 70 -30 8.6 +5.0
REVS Columbia Research Enhanced Value ETF 4.6 19 21 6.6 +3.0
RWL Invesco S&P 500 Revenue ETF 4.5 39 1 5.8 +2.2
DBLV AdvisorShares DoubleLine Value Equity ETF 4.5 91 -51 5.6 +2.0
IWS iShares Russell Mid-Cap Value ETF 4.4 24 16 5.5 +1.8
JPME JPMorgan Diversified Return U.S. Mid Cap Equity ETF 4.4 24 16 5.5 +1.9
SDY SPDR S&P Dividend ETF 4.4 35 5 5.8 +2.1
SCHV Schwab U.S. Large-Cap Value ETF 4.4 4 36 5.9 +2.3
DIVB iShares U.S. Dividend & Buyback ETF 4.3 25 15 5.7 +2.1
NVQ QRAFT AI-Enhanced US Next Value ETF 4.3 75 -35 6.7 +3.1
CCOR Core Alternative ETF 4.2 109 -69 4.2 +0.5
AUSF Global X Adaptive U.S. Factor ETF 4.1 27 13 7.3 +3.7
JDIV JPMorgan U.S. Dividend ETF 4.1 12 28 6.7 +3.1
JMIN JPMorgan U.S. Minimum Volatility ETF 4.0 12 28 5.3 +1.7
QDYN FlexShares Quality Dividend Dynamic Index Fund 4.0 37 3 5.7 +2.1
IMCB iShares Morningstar Mid-Cap ETF 4.0 4 36 4.6 +1.0
BKMC BNY Mellon US Mid Cap Core Equity ETF 4.0 4 36 4.6 +1.0
SPVU Invesco S&P 500 Enhanced Value ETF 3.9 13 27 8.5 +4.9
PDP Invesco DWA Momentum ETF 3.9 62 -22 2.6 -1.0
VFVA Vanguard U.S. Value Factor ETF 3.9 14 26 8.3 +4.7
EGIS 2nd Vote Society Defended ETF 3.9 75 -35 5.6 +2.0
VSL Volshares Large Capital ETF 3.9 65 -25 6.4 +2.8
RSP Invesco S&P 500 Equal Weight ETF 3.8 20 20 5.1 +1.5
JPUS JPMorgan Diversified Return U.S. Equity ETF 3.8 18 22 5.8 +2.1
DGT SPDR Global Dow ETF 3.8 50 -10 6.4 +2.8
FMK First Trust Mega Cap AlphaDEX Fund 3.6 70 -30 0.0 -3.6
GRES IQ Global Resources ETF 3.6 78 -38 6.2 +2.6
LYFE 2nd Vote Life Neutral Plus ETF 3.5 75 -35 5.8 +2.2
BIBL Inspire ETF 3.5 35 5 4.2 +0.5
AVUS Avantis U.S. Equity ETF 3.5 15 25 5.0 +1.4
SPXT ProShares S&P 500 Ex-Technology ETF 3.5 27 13 4.7 +1.1
EQOP Natixis U.S. Equity Opportunities ETF 3.5 90 -50 4.0 +0.4
MMTM SPDR S&P 1500 Momentum Tilt ETF 3.4 12 28 4.4 +0.8
VO Vanguard Mid-Cap Index Fund 3.3 4 36 4.3 +0.7
IWR iShares Russell Midcap ETF 3.3 19 21 4.5 +0.9
HIPR Direxion High Growth ETF 3.3 40 0 3.4 -0.2
NUMV Nuveen ESG Mid-Cap Value ETF 3.2 40 0 6.3 +2.7
PFM Invesco Dividend Achievers ETF 3.2 53 -13 5.1 +1.4
ONEY SPDR Russell 1000 Yield Focus ETF 3.2 20 20 7.4 +3.8
ESG FlexShares STOXX US ESG Impact Index Fund 3.1 32 8 4.4 +0.8
SYE SPDR MFS Systematic Core Equity ETF 3.1 60 -20 0.0 -3.6
KNG FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF 3.0 75 -35 4.7 +1.1
EDOW First Trust Dow 30 Equal Weight ETF 3.0 50 -10 5.2 +1.6
NOBL ProShares S&P 500 Dividend Aristocrats ETF 3.0 35 5 5.1 +1.5
AMCA iShares Russell 1000 Pure U.S. Revenue ETF 3.0 15 25 5.8 +2.2
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF 2.9 9 31 4.7 +1.1
USMC Principal U.S. Mega-Cap Multi-Factor Index ETF 2.9 12 28 4.7 +1.1
DTN WisdomTree U.S. Dividend ex-Financials Fund 2.9 38 2 7.0 +3.3
SPXN ProShares S&P 500 Ex-Financials ETF 2.9 27 13 4.2 +0.6
SPXV ProShares S&P 500 Ex-Health Care ETF 2.9 27 13 4.2 +0.6
VFMO Vanguard U.S. Momentum Factor ETF 2.9 13 27 3.2 -0.4
MIDF iShares Edge MSCI Multifactor USA Mid-Cap ETF 2.8 25 15 6.6 +3.0
RNMC Mid Cap US Equity Select ETF 2.8 60 -20 6.0 +2.4
SNPE Xtrackers S&P 500 ESG ETF 2.8 10 30 4.6 +0.9
EFIV SPDR S&P 500 ESG ETF 2.8 10 30 4.6 +1.0
EQWL Invesco Russell Top 200 Equal Weight ETF 2.7 25 15 5.4 +1.8
FEX First Trust Large Cap Core AlphaDEX Fund 2.7 59 -19 5.2 +1.6
NULV Nuveen ESG Large-Cap Value ETF 2.7 35 5 6.0 +2.4
AVUV Avantis U.S. Small Cap Value ETF 2.7 25 15 6.7 +3.1
AFLG First Trust Active Factor Large Cap ETF 2.7 55 -15 5.0 +1.4
VBR Vanguard Small Cap Value Index Fund 2.7 7 33 6.0 +2.3
FTA First Trust Large Cap Value AlphaDEX Fund 2.6 60 -20 7.4 +3.8
GDVD Principal Active Global Dividend Income ETF 2.6 58 -18 0.0 -3.6
GURU Global X Guru Index ETF 2.6 75 -35 2.7 -0.9
ACVF American Conservative Values ETF 2.6 75 -35 4.0 +0.4
RNDV US Equity Dividend Select ETF 2.6 50 -10 6.6 +3.0
CATH Global X S&P 500 Catholic Values Custom ETF 2.6 29 11 4.3 +0.7
PBP Invesco S&P 500 BuyWrite ETF 2.6 49 -9 4.3 +0.7
XYLG Global X S&P 500 Covered Call & Growth ETF 2.6 60 -20 4.2 +0.6
JVAL JPMorgan U.S. Value Factor ETF 2.5 12 28 6.8 +3.2
DFAU Dimensional US Core Equity Market ETF 2.5 12 28 4.7 +1.1
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 2.5 20 20 4.5 +0.9
PEXL Pacer US Export Leaders ETF 2.5 60 -20 3.7 +0.0
VOO VANGUARD S&P 500 ETF 2.5 3 37 4.7 +1.0
ADME Aptus Drawdown Managed Equity ETF 2.5 79 -39 3.4 -0.2
SPLG SPDR Portfolio Large Cap ETF 2.5 3 37 4.7 +1.1
RNLC Large Cap US Equity Select ETF 2.5 60 -20 5.0 +1.4
IVV iShares Core S&P 500 ETF 2.5 3 37 4.7 +1.0
SPY SPDR S&P 500 ETF Trust 2.5 9 31 4.6 +1.0
EUSA iShares MSCI USA Equal Weighted ETF 2.5 15 25 4.6 +1.0
MOAT VanEck Vectors Morningstar Wide Moat ETF 2.5 47 -7 5.3 +1.7
SIZE iShares MSCI USA Size Factor ETF 2.5 15 25 4.6 +1.0
ESGU iShares MSCI USA ESG Optimized ETF 2.4 15 25 4.5 +0.8
JCTR JPMorgan Carbon Transition U.S. Equity ETF 2.4 15 25 4.6 +1.0
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 2.4 19 21 5.3 +1.7
AMZA InfraCap MLP ETF 2.4 201 -161 3.9 +0.2
ACIO Aptus Collared Income Opportunity ETF 2.4 79 -39 3.8 +0.1
FLLV Franklin Liberty U.S. Low Volatility ETF 2.4 29 11 4.8 +1.2
DON WisdomTree U.S. MidCap Dividend Fund 2.4 38 2 6.5 +2.9
SYLD Cambria Shareholder Yield ETF 2.4 59 -19 7.6 +4.0
DEW WisdomTree Global High Dividend Fund 2.4 58 -18 8.3 +4.7
VLUE iShares MSCI USA Value Factor ETF 2.4 15 25 9.5 +5.8
SCHX Schwab U.S. Large-Cap ETF 2.4 3 37 4.5 +0.9
FDMO Fidelity Momentum Factor ETF 2.4 29 11 3.8 +0.2
FNX First Trust Mid Cap Core AlphaDEX Fund 2.4 60 -20 4.9 +1.3
VONE Vanguard Russell 1000 ETF 2.4 8 32 4.5 +0.9
AVDR AVDR US LargeCap Leading ETF 2.4 60 -20 5.1 +1.5
JHML John Hancock Multifactor Large Cap ETF 2.4 29 11 4.7 +1.1
JHMM John Hancock Multifactor Mid Cap ETF 2.4 42 -2 4.6 +1.0
IYY iShares Dow Jones U.S. ETF 2.4 20 20 4.4 +0.8
SPTM SPDR Portfolio Total Stock Market ETF 2.4 3 37 4.7 +1.1
ILCB iShares Morningstar U.S. Equity ETF 2.3 3 37 4.5 +0.9
IWB iShares Russell 1000 ETF 2.3 15 25 4.4 +0.8
FNY First Trust Mid Cap Growth AlphaDEX Fund 2.3 70 -30 0.7 -3.0
IOO iShares Global 100 ETF 2.3 40 0 4.6 +1.0
VV Vanguard Large-Cap Index Fund 2.3 4 36 4.5 +0.9
FVAL Fidelity Value Factor ETF 2.3 29 11 6.4 +2.8
FDRR Fidelity Dividend ETF for Rising Rates 2.3 29 11 6.3 +2.7
FLRG Fidelity U.S. Multifactor ETF 2.3 29 11 5.5 +1.9
RECS Columbia Research Enhanced Core ETF 2.3 15 25 5.0 +1.4
JQUA JPMorgan U.S. Quality Factor ETF 2.3 12 28 4.9 +1.3
SCHK Schwab 1000 Index ETF 2.3 5 35 4.5 +0.9
BBUS JP Morgan Betabuilders U.S. Equity ETF 2.3 2 38 4.6 +1.0
GSUS Goldman Sachs MarketBeta U.S. Equity ETF 2.3 7 33 4.5 +0.9
PBUS Invesco PureBeta MSCI USA ETF 2.3 4 36 4.5 +0.9
INFR Legg Mason Global Infrastructure ETF 2.3 40 0 5.4 +1.8
VAMO Cambria Value & Momentum ETF 2.3 63 -23 5.1 +1.4
USMF WisdomTree U.S. Multifactor Fund 2.3 28 12 6.7 +3.1
FQAL Fidelity Quality Factor ETF 2.3 29 11 4.7 +1.1
TPHD Timothy Plan High Dividend Stock ETF 2.3 52 -12 5.5 +1.9
TILT Flexshares Morningstar US Market Factors Tilt Index Fund 2.2 25 15 4.7 +1.1
SCHB Schwab U.S. Broad Market ETF 2.2 3 37 4.4 +0.8
SUSA iShares MSCI USA ESG Select ETF 2.2 25 15 4.2 +0.6
VTHR Vanguard Russell 3000 Index Fund 2.2 10 30 4.4 +0.7
VTI Vanguard Total Stock Market Index Fund 2.2 3 37 4.3 +0.7
IWV iShares Russell 3000 ETF 2.2 20 20 4.3 +0.6
CDC VictoryShares US EQ Income Enhanced Volatility Wtd Index ETF 2.2 37 3 7.1 +3.5
CDL VictoryShares US Large Cap High Dividend Volatility Wtd Idx 2.2 35 5 7.1 +3.5
OMFL Invesco Russell 1000 Dynamic Multifactor ETF 2.2 29 11 6.6 +3.0
ITOT iShares Core S&P Total U.S. Stock Market ETF 2.2 3 37 4.3 +0.7
IFRA iShares U.S. Infrastructure ETF 2.2 40 0 3.4 -0.2
FDLO Fidelity Low Volatility Factor ETF 2.2 29 11 4.3 +0.7
QUAL iShares MSCI Usa Quality Factor ETF 2.2 15 25 4.5 +0.9
FLV American Century Focused Large Cap Value ETF 2.2 42 -2 5.7 +2.1
DFAC Dimensional U.S. Core Equity 2 ETF 2.2 19 21 4.9 +1.3
SHE SPDR SSGA Gender Diversity Index ETF 2.2 20 20 3.9 +0.3
YLDE ClearBridge Dividend Strategy ESG ETF 2.2 60 -20 4.4 +0.8
FNK First Trust Mid Cap Value AlphaDEX Fund 2.1 70 -30 7.5 +3.9
XLG Invesco S&P 500 Top 50 ETF 2.1 20 20 3.9 +0.3
BBMC JPMorgan BetaBuilders U.S. Mid Cap Equity ETF 2.1 7 33 3.8 +0.1
MGC Vanguard Mega Cap Index Fund 2.1 7 33 4.5 +0.9
PQLC PGIM QMA Strategic Alpha Large-Cap Core ETF 2.1 17 23 5.5 +1.9
INFL Horizon Kinetics Inflation Beneficiaries ETF 2.1 85 -45 3.5 -0.1
FEVR Inspire Faithward Large Cap Momentum ESG ETF 2.1 85 -45 3.4 -0.2
NKEF Sample Portfolio 2.1 0 40 3.4 -0.2
BUZZ VanEck Vectors Social Sentiment ETF 2.1 75 -35 3.1 -0.5
DFUS Dimensional U.S. Equity ETF 2.1 11 29 4.5 +0.9
OEF iShares S&P 100 ETF 2.0 20 20 4.3 +0.7
IWL iShares Russell Top 200 ETF 2.0 15 25 4.4 +0.8
VFMF Vanguard U.S. Multifactor ETF 2.0 19 21 7.0 +3.4
MGMT Ballast Small/Mid Cap ETF 2.0 110 -70 5.3 +1.7
ULVM VictoryShares USAA MSCI USA Value Momentum ETF 2.0 20 20 7.1 +3.4
PSM Principal U.S. Small-MidCap Multi-Factor Core Index ETF 2.0 20 20 0.0 -3.6
QDF FlexShares Quality Dividend Index Fund 2.0 37 3 5.9 +2.3
FAB First Trust Multi Cap Value AlphaDEX Fund 2.0 70 -30 7.5 +3.9
DYNF BlackRock U.S. Equity Factor Rotation ETF 1.9 30 10 5.3 +1.7
WDIV SPDR Global Dividend ETF 1.9 40 0 8.6 +5.0
ONEO SPDR Russell 1000 Momentum Focus ETF 1.9 20 20 6.2 +2.6
SCHM Schwab U.S. Mid-Cap ETF 1.9 4 36 4.7 +1.1
BKLC BNY Mellon US Large Cap Core Equity ETF 1.9 0 40 4.5 +0.9
VOT Vanguard Mid-Cap Growth Index Fund 1.9 7 33 2.7 -1.0
QLC FlexShares US Quality Large Cap Index Fund 1.9 32 8 4.6 +1.0
ESML iShares MSCI USA Small-Cap ESG Optimized ETF 1.9 17 23 3.8 +0.2
DSI iShares MSCI KLD 400 Social ETF 1.9 25 15 4.4 +0.8
DIA SPDR Dow Jones Industrial Average ETF Trust 1.9 16 24 5.1 +1.5
NULC Nuveen ESG Large-Cap ETF 1.9 20 20 4.5 +0.9
WLDR Affinity World Leaders Equity ETF 1.8 67 -27 7.7 +4.1
VB Vanguard Small-Cap ETF 1.8 5 35 4.3 +0.7
ESGG FlexShares STOXX Global ESG Impact Index Fund 1.8 42 -2 4.6 +1.0
VUSE Vident Core US Equity Fund 1.8 48 -8 6.8 +3.2
MXDU Nationwide Maximum Diversification US Core Equity ETF 1.8 34 6 3.7 +0.1
SLT Pacer Salt High truBeta US Market ETF 1.8 60 -20 2.6 -1.0
GVIP Goldman Sachs Hedge Industry VIP ETF 1.8 45 -5 3.3 -0.4
TUSA First Trust Total US Market AlphaDEX ETF 1.8 70 -30 5.7 +2.1
MTUM iShares MSCI USA Momentum Factor ETF 1.8 15 25 4.2 +0.6
JMOM JPMorgan U.S. Momentum Factor ETF 1.7 12 28 3.6 -0.0
DFAT Dimensional U.S. Targeted Value ETF 1.7 34 6 6.1 +2.5
PBSM Invesco PureBeta MSCI USA Small Cap ETF 1.7 6 34 3.9 +0.3
TOK iShares MSCI Kokusai ETF 1.7 25 15 4.7 +1.1
RWK Invesco S&P MidCap 400 Revenue ETF 1.7 39 1 6.3 +2.7
KOKU Xtrackers MSCI Kokusai Equity ETF 1.7 9 31 4.9 +1.3
GSPY Gotham Enhanced 500 ETF 1.6 50 -10 4.6 +1.0
TTAC TrimTabs US Free Cash Flow Quality ETF 1.6 59 -19 4.7 +1.1
SCHD Schwab U.S. Dividend Equity ETF 1.6 6 34 7.1 +3.5
ISCV iShares Morningstar Small Cap Value ETF 1.6 6 34 5.3 +1.7
FTC First Trust Large Cap Growth AlphaDEX Fund 1.6 60 -20 2.6 -1.0
URTH iShares MSCI World ETF 1.6 24 16 4.8 +1.2
KRMA Global X Conscious Companies ETF 1.5 43 -3 4.8 +1.2
SQEW LeaderShares Equity Skew ETF 1.5 75 -35 5.7 +2.1
IVOV Vanguard S&P Mid-Cap 400 Value ETF 1.5 15 25 6.7 +3.1
IJJ iShares S&P Mid-Cap 400 Value ETF 1.5 18 22 6.5 +2.9
MDYV SPDR S&P 400 Mid Cap Value ETF 1.5 15 25 6.5 +2.9
NFRA FlexShares STOXX Global Broad Infrastructure Index Fund 1.5 47 -7 5.6 +1.9
QUS SPDR MSCI USA StrategicFactors ETF 1.5 15 25 5.0 +1.4
FAD First Trust Multi Cap Growth AlphaDEX Fund 1.5 63 -23 1.8 -1.8
KLCD KFA Large Cap Quality Dividend Index ETF 1.5 42 -2 5.5 +1.9
SMMD iShares Russell 2500 ETF 1.5 15 25 4.8 +1.2
SPGM SPDR Portfolio MSCI Global Stock Market ETF 1.5 9 31 5.1 +1.5
SPQQ Siren Large Cap Blend Index ETF 1.4 20 20 3.7 +0.0
SFYX Sofi Next 500 ETF 1.4 0 40 4.5 +0.9
IWP iShares Russell Mid-Cap Growth ETF 1.4 24 16 2.8 -0.8
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF 1.4 49 -9 3.6 +0.0
ACWI iShares MSCI ACWI ETF 1.4 32 8 5.0 +1.4
SFY SoFi Select 500 ETF 1.4 0 40 4.3 +0.7
GCOW Pacer Global High Dividend ETF 1.3 60 -20 9.5 +5.9
VT Vanguard Total World Stock ETF 1.3 8 32 5.3 +1.7
IVLC Invesco US Large Cap Core ESG ETF 1.3 48 -8 4.3 +0.7
RFDA RiverFront Dynamic US Dividend Advantage ETF 1.3 52 -12 4.7 +1.1
FTRI First Trust Indxx Global Natural Resources Income ETF 1.2 70 -30 11.0 +7.4
SFYF SoFi 50 ETF 1.2 29 11 -1.3 -4.9
XMMO Invesco S&P MidCap Momentum ETF 1.2 34 6 3.5 -0.1
EZM WisdomTree U.S. MidCap Earnings Fund 1.2 38 2 7.5 +3.9
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 1.2 15 25 0.0 -3.6
LOWC SPDR MSCI ACWI Low Carbon Target ETF 1.2 20 20 5.2 +1.6
NUMG Nuveen ESG Mid-Cap Growth ETF 1.2 40 0 2.3 -1.3
CRBN iShares MSCI ACWI Low Carbon Target ETF 1.1 20 20 5.2 +1.6
SPMD SPDR Portfolio Mid Cap ETF 1.1 5 35 5.5 +1.9
IVOO Vanguard S&P Mid-Cap 400 ETF 1.1 10 30 5.6 +2.0
IJH iShares Core S&P Mid-Cap ETF 1.1 5 35 5.5 +1.9
MDY SPDR S&P Midcap 400 ETF Trust 1.1 23 17 5.3 +1.7
ROUS Hartford Multifactor US Equity ETF 1.1 19 21 5.4 +1.8
SUSL iShares ESG MSCI USA Leaders ETF 1.1 10 30 4.6 +1.0
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 1.1 10 30 4.7 +1.0
GOAT VanEck Vectors Morningstar Global Wide Moat ETF 1.1 52 -12 4.9 +1.3
EPS WisdomTree U.S. Earnings 500 Fund 1.1 8 32 5.9 +2.2
SDIV Global X SuperDividend ETF 1.1 59 -19 15.1 +11.5
PY Principal Shareholder Yield Index ETF 1.1 15 25 8.1 +4.5
CVY Invesco Zacks Multi-Asset Income ETF 1.1 94 -54 8.0 +4.4
BKSE BNY Mellon US Small Cap Core Equity ETF 1.0 4 36 4.1 +0.5
OSCV Opus Small Cap Value Plus ETF 1.0 79 -39 4.0 +0.4
USEQ Invesco Russell 1000 Enhanced Equal Weight ETF 1.0 29 11 6.0 +2.3
VFMV Vanguard U.S. Minimum Volatility ETF 1.0 13 27 4.2 +0.6
SPMV Invesco S&P 500 Minimum Variance ETF 1.0 10 30 4.7 +1.1
PAMC Pacer Lunt MidCap Multi-Factor Alternator ETF 1.0 60 -20 6.1 +2.5
JHSC John Hancock Multifactor Small Cap ETF 1.0 42 -2 4.8 +1.2
DWAS Invesco DWA SmallCap Momentum ETF 1.0 60 -20 -0.4 -4.0
PWC Invesco Dynamic Market ETF 1.0 58 -18 5.7 +2.1
SENT AdvisorShares Alpha DNA Equity Sentiment ETF 1.0 112 -72 3.2 -0.4
LGLV SPDR Russell 1000 Low Volatility ETF 0.9 12 28 4.4 +0.8
SMLF iShares Edge MSCI Multifactor USA Small-Cap ETF 0.9 30 10 6.2 +2.6
EWMC Invesco S&P MidCap 400 Equal Weight ETF 0.9 40 0 5.4 +1.7
CLRG IQ Chaikin U.S. Large Cap ETF 0.9 25 15 5.0 +1.4
VALQ American Century STOXX U.S. Quality Value ETF 0.9 29 11 6.7 +3.1
IQSU IQ Candriam ESG US Equity ETF 0.9 9 31 4.4 +0.8
QRFT Qraft Ai-Enhanced U.S. Large Cap ETF 0.9 75 -35 3.1 -0.5
BOSS Global X Founder-Run Companies ETF 0.9 45 -5 2.5 -1.1
PALC Pacer Lunt Large Cap Multi-Factor Alternator ETF 0.9 60 -20 6.0 +2.4
RFV Invesco S&P Midcap 400 Pure Value ETF 0.9 35 5 8.6 +5.0
AFMC First Trust Active Factor Mid Cap ETF 0.9 65 -25 6.0 +2.4
VXF Vanguard Extended Market Index Fund 0.9 6 34 2.5 -1.1
IMCG iShares Morningstar Mid-Cap Growth ETF 0.8 6 34 3.0 -0.6
DEUS Xtrackers Russell 1000 Comprehensive Factor ETF 0.8 17 23 6.1 +2.5
RBUS Nationwide Risk-Based U.S. Equity ETF 0.8 30 10 4.8 +1.2
SMDY Syntax Stratified MidCap ETF 0.8 35 5 5.0 +1.4
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 0.8 9 31 4.9 +1.3
ISCB iShares Morningstar Small-Cap ETF 0.8 4 36 3.0 -0.6
STMB iShares Factors US Mid Blend Style ETF 0.8 30 10 5.4 +1.8
VBK Vanguard Small-Cap Growth Index Fund 0.8 7 33 1.9 -1.7
QWLD SPDR MSCI World StrategicFactors ETF 0.8 30 10 5.2 +1.6
XVV iShares ESG Screened S&P 500 ETF 0.8 8 32 4.6 +1.0
MIDE Xtrackers S&P MidCap 400 ESG ETF 0.8 15 25 5.8 +2.1
TPLC Timothy Plan US Large Cap Core ETF 0.8 52 -12 4.5 +0.9
BBSC JPMorgan BetaBuilders U.S. Small Cap Equity ETF 0.7 9 31 3.4 -0.2
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 0.7 20 20 4.6 +0.9
IJK iShares S&P Mid-Cap 400 Growth ETF 0.7 17 23 4.3 +0.7
MDYG SPDR S&P 400 Mid Cap Growth ETF 0.7 15 25 4.3 +0.7
IVOG Vanguard S&P Mid-Cap 400 Growth ETF 0.7 15 25 4.3 +0.7
SPVM Invesco S&P 500 Value with Momentum ETF 0.7 39 1 7.2 +3.6
GLRY Inspire Faithward Mid Cap Momentum ESG ETF 0.7 85 -45 5.1 +1.5
DSTL Distillate US Fundamental Stability & Value ETF 0.7 39 1 6.2 +2.6
FGD First Trust Dow Jones Global Select Dividend Index Fund 0.7 59 -19 10.8 +7.2
FSMD Fidelity Small-Mid Factor ETF 0.7 29 11 5.9 +2.3
AVDG AVDR US LargeCap ESG ETF 0.6 60 -20 4.6 +1.0
PSC Principal U.S. Small Cap Index ETF 0.6 38 2 4.9 +1.3
DTD WisdomTree U.S.Total Dividend Fund 0.5 28 12 6.1 +2.5
FNDA Schwab Fundamental U.S. Small Co. Index ETF 0.5 25 15 4.8 +1.2
SCHA Schwab U.S. Small-Cap ETF 0.5 4 36 3.5 -0.1
KVLE KFA Value Liner Dynamic Core Equity Index ETF 0.5 56 -16 5.6 +2.0
STLV iShares Factors US Value Style ETF 0.5 25 15 6.7 +3.1
SPHQ Invesco S&P 500 Quality ETF 0.5 15 25 4.8 +1.2
IWN iShares Russell 2000 Value ETF 0.5 24 16 4.7 +1.0
VTWV Vanguard Russell 2000 Value Index Fund 0.5 15 25 4.8 +1.1
CFO VictoryShares US 500 Enhanced Volatility Weighted Index ETF 0.5 35 5 5.2 +1.6
CFA VictoryShares US 500 Volatility Weighted Index ETF 0.5 35 5 5.2 +1.5
QGRO American Century STOXX U.S. Quality Growth ETF 0.4 29 11 3.9 +0.3
DHS WisdomTree U.S. High Dividend Fund 0.4 38 2 7.8 +4.2
HDIV QRAFT AI-Enhanced U.S. High Dividend ETF 0.4 75 -35 7.6 +4.0
DLN WisdomTree U.S. LargeCap Dividend Fund 0.4 28 12 6.0 +2.4
DGRW WisdomTree U.S. Quality Dividend Growth Fund 0.4 28 12 6.0 +2.4
RFFC RiverFront Dynamic US Flex-Cap ETF 0.4 52 -12 4.3 +0.7
NULG Nuveen ESG Large-Cap Growth ETF 0.4 35 5 2.9 -0.8
QDEF FlexShares Quality Dividend Defensive Index Fund 0.4 37 3 5.6 +1.9
NUSC Nuveen ESG Small-Cap ETF 0.4 40 0 3.8 +0.2
JPSE JPMorgan Diversified Return U.S. Small Cap Equity ETF 0.3 29 11 5.0 +1.4
FCTR First Trust Lunt U.S. Factor Rotation ETF 0.3 65 -25 5.5 +1.9
SIXL 6 Meridian Low Beta Equity Strategy ETF 0.3 88 -48 4.4 +0.8
DFAS Dimensional U.S. Small Cap ETF 0.3 34 6 4.7 +1.1
VFQY Vanguard U.S. Quality Factor ETF 0.3 13 27 5.0 +1.4
VONG Vanguard Russell 1000 Growth Index Fund 0.3 8 32 3.7 +0.1
IWF iShares Russell 1000 Growth ETF 0.3 19 21 3.6 -0.0
PRFZ Invesco FTSE RAFI US 1500 Small-Mid ETF 0.3 39 1 3.5 -0.1
VUG Vanguard Growth Index Fund 0.3 4 36 3.5 -0.2
STSB iShares Factors US Small Blend Style ETF 0.3 35 5 3.5 -0.1
IWM iShares Russell 2000 ETF 0.2 19 21 2.6 -1.0
VTWO Vanguard Russell 2000 Index Fund 0.2 10 30 2.7 -1.0
USLB Invesco Russell 1000 Low Beta Equal Weight ETF 0.2 35 5 4.9 +1.2
CSML IQ Chaikin U.S. Small Cap ETF 0.2 35 5 2.5 -1.1
IUSS Invesco Strategic US Small Company ETF 0.2 23 17 4.4 +0.8
TMFC Motley Fool 100 Index ETF 0.2 50 -10 3.1 -0.6
USMV iShares Edge MSCI Min Vol USA ETF 0.2 15 25 4.8 +1.2
VFLQ Vanguard U.S. Liquidity Factor ETF 0.2 13 27 3.1 -0.5
ILCG iShares Morningstar Growth ETF 0.2 4 36 3.0 -0.6
SCHG Schwab U.S. Large-Cap Growth ETF 0.2 4 36 3.2 -0.4
ONEV SPDR Russell 1000 Low Volatility Focus ETF 0.2 20 20 5.9 +2.3
FLQM Franklin LibertyQ U.S. Mid Cap Equity ETF 0.2 30 10 5.1 +1.5
ONEQ Fidelity Nasdaq Composite Index Tracking Stock 0.1 21 19 2.9 -0.7
XOUT GraniteShares XOUT U.S. Large Cap ETF 0.1 60 -20 3.8 +0.2
GSSC Goldman Sachs Activebeta U.S. Small Cap Equity ETF 0.1 20 20 4.2 +0.6
SMMV iShares Edge MSCI Min Vol USA Small-Cap ETF 0.1 20 20 3.6 -0.0
USVM VictoryShares USAA MSCI USA Small Cap Value Momentum ETF 0.1 24 16 6.0 +2.4
IUSG iShares Core S&P US Growth ETF 0.1 4 36 3.8 +0.2
FLQL Franklin LibertyQ U.S. Equity ETF 0.1 15 25 6.0 +2.4
VOOG Vanguard S&P 500 Growth ETF 0.1 10 30 3.8 +0.2
SPYG SPDR Portfolio S&P 500 Growth ETF 0.1 4 36 3.8 +0.2
IVW iShares S&P 500 Growth ETF 0.1 18 22 3.7 +0.1
GBLO Global Beta Low Beta ETF 0.1 29 11 7.4 +3.8
STLC iShares Factors US Blend Style ETF 0.1 25 15 5.3 +1.7
OMFS Invesco Russell 2000 Dynamic Multifactor ETF 0.0 39 1 3.8 +0.1
IWY iShares Russell Top 200 Growth ETF 0.0 20 20 3.7 +0.1
IWO iShares Russell 2000 Growth ETF 0.0 24 16 0.1 -3.5
VTWG Vanguard Russell 2000 Growth Index Fund 0.0 15 25 0.2 -3.5

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
Sales per share ** ** ** ** ** ** **
Earnings per share ** ** ** ** ** ** **
Dividends per share info ** ** ** ** ** ** **
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

Return on equity

Revision activity*
*Six months ago = 100

Net margins

Compound annual growth rates

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VALUATION METRICS
  2020 2021E 2022E
Price-to-sales ** ** **
Price-to-earnings ** ** **
Price-to-cash flow ** ** **
Price-to-growth ** ** **
Price-to-book value ** ** **
Yield ** ** **

Historical valuation trends

Forward
multiple:
John Hancock Multifactor Energy ETF
Relative
to:
S&P500 MSCI EAFE MSCI Emg. Mkts. Other ETF:

UNDERWEIGHT

Below average appreciation potential. A rating of UNDERWEIGHT is assigned to ETFs with ALTAR Scores in the 2nd quintile (ranking higher than only 20%-40%) of their category. Typically, funds in this category consist of stocks trading at relatively expensive valuations and/or having below-average fundamentals.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 6.1 %
Divided by: Fwd. P/BV 1.5 x
Less: Expense ratio 40 bp
Equals: ALTAR Score 3.6 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.42 CATEGORY
AVERAGE
1.49
 
The composite rating is a weighted average of analysts' consensus recommendations for individual ETF constituents, based on the following scale:

BUY = 1; OVERWEIGHT = 1.5, HOLD = 2; UNDERWEIGHT = 2.5; and SELL = 3.

Readers are cautioned that because analyst ratings tend to be inflated, the composite score may be more useful as a relative measure of sentiment between funds rather than as a stand-alone recommendation.
 

 

See RATING tab for calculation of ALTAR Score™
Risk & reward. Uses std. dev. as proxy for risk, ALTAR Score™ for return forecast.
Dividends paid by constituents to the fund. May differ from actual distributions to shareholders due to constituent changes, timing issues or other factors.
Monthly returns based on changes in price plus dividends. May differ from daily returns reported by funds. See below for standardized returns.