CFA

VictoryShares US 500 Volatility Wtd ETF

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.


US

EQUITY

Passive

MANAGEMENT STYLE

533.9 M

ASSETS UNDER MGMT

35 bp

EXPENSES
Fund Basics
Fund sponsorCompass Efficient Model Portfo
CategoryUS
Asset classEquity
Websitelink...
Inception dateJul 01, 2014
Assets (mns)$534
Expense ratio35 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-End Investment Company
DistributionsQuarterly
Taxation1099
Stock selectionEarnings
WeightingVolatility
Holdings TransparencyFull
Derivatives-basedNo
Options availableYes
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings
COCA-COLA CO/THE 0.4 %
BERKSHIRE HATHAWAY INC-CL B 0.4 %
PHILIP MORRIS INTERNATIONAL 0.4 %
COLGATE-PALMOLIVE CO 0.4 %
LOEWS CORP 0.4 %
JPMORGAN CHASE & CO 0.4 %
KIMBERLY-CLARK CORP 0.4 %
REPUBLIC SERVICES INC 0.4 %
T-MOBILE US, INC. 0.4 %
TJX COMPANIES INC 0.3 %
Constituent Breakdown
Number of holdings503
Herfindahl-Hirschman Index 23
Wgt avg mkt cap (mns)$116,751
Large cap (>$10bn)97.7%
Mid cap ($2-10bn)1.6%
Small cap (<$2bn)0.2%
Developed mkts.99.8%
Emerging mkts.0.2%
Country Exposure
UNITED STATES 96.3 %
IRELAND 1.9 %
SWITZERLAND 0.8 %
BERMUDA 0.6 %
BRITAIN 0.5 %
Historical Performance


Standardized Performance (as of 11/30/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 23.4% 30.0% 15.0% 9.2% 12.1% -- 11.2%
Volatility 10.7% 11.0% 12.6% 15.7% 20.5% 17.4% --
Market Correlations
versus...BetaR-squared
S&P 5000.9290%
MSCI EAFE0.8777%
MSCI Emg Mkts0.6037%
Liquidity Measures
Avg. volume (000)8
Turnover0.1%
Avg. Bid/Ask (% of price)0.08%
ADV of underlying (mns)$272,667
Technical Indicators
Recent close$85.43
30d moving avg.$89.55
Annualized volatility17.1%
Relative strength (RSI)53
Short interest (ETF)0.0%
Short interest (underlying)2.6%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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Risk and Returns: CFA vs. Comps (1 YR)

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Results & Estimates
  2019 2020 2021 2022 2023 2024E 2025E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Dividends per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Book value per share -- -- -- -- -- -- --
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Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2023 2024E Fwd Est 2025E
Price-to-sales --x --x --x --x
Price-to-earnings --x --x --x --x
Price-to-cash flow --x --x --x --x
Price-to-growth --x --x --x --x
Price-to-book value --x --x --x --x
Yield --% --% --x --%
1.8 17.2 2.8 1.7% --
Based on closing prices from 12/20/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
CFA



Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.

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ETF Research Center Rating

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™

CFA

5.9%

Cat. Avg

5.6%


ALTAR Score™ Calculation

Category Overview
There are 977 funds in the US Equity category, with an average ALTAR Score™ of 5.6% and a standard deviation of 2.6%. CFA's ALTAR Score™ is approximately 0.1 standard deviations above the category average. This places CFA in the 54th percentile among funds in the category.
Sell Side Consensus Rating

Sell-side recommendations on the ETF's individual constituents

CFA
Peer Average
SELL
U/W
HOLD
O/W
BUY
Factor Scorecard

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Expense Analysis

Peer Group Passive
US Equity ETFs
# of ETFs 192
Avg. Expense Ratio 31.0 bp
Std. Deviation 25.7 bp
CFA (35 bp) Percentile rank 56
Peer Group Expense Ratio Distribution


Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
CFA 35.0 7.8 42.8
Peer Avg. 20.9 8.8 29.7
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .