TTAI
FCF International Quality ETF
The TrimTabs All Cap International Free-Cash-Flow ETF seeks to generate long-term returns in excess of the total return of the S&P Developed ex-U.S. BMI Index, with similar volatility to that Index.
International
EQUITY
Active
MANAGEMENT STYLE
113.2 M
ASSETS UNDER MGMT
59 bp
EXPENSES
Fund Basics
| Fund sponsor | TrimTabs Asset Management |
| Category | International |
| Asset class | Equity |
| Website | link... |
| Inception date | Jun 27, 2017 |
| Assets (mns) | $113 |
| Expense ratio | 59 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-Ended Fund |
| Distributions | Annually |
| Taxation | 1099 |
| Stock selection | Proprietary |
| Weighting | Proprietary |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | No |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
Complete list +
| CASH & OTHER | 3.4 % |
| ROCHE HOLDING LTD | 2.5 % |
| ACCENTURE PLC-CL A | 2.4 % |
| DOLLARAMA INC | 2.2 % |
| BHP BILLITON LTD | 2.2 % |
| REED ELSEVIER PLC | 2.1 % |
| INDITEX | 2.0 % |
| NOVARTIS AG | 2.0 % |
| NOVO NORDISK A/S-B | 1.8 % |
| CANADIAN NATURAL RESOURCES | 1.7 % |
Constituent Breakdown
| Number of holdings | 133 |
| Herfindahl-Hirschman Index | 116 |
| Wgt avg mkt cap (mns) | $70,766 |
| Large cap (>$10bn) | 85.6% |
| Mid cap ($2-10bn) | 13.0% |
| Small cap (<$2bn) | 0.1% |
| Developed mkts. | 89.1% |
| Emerging mkts. | 10.9% |
Country Exposure
 |
BRITAIN | 15.0 % |
 |
CHINA | 12.8 % |
 |
SWITZERLAND | 10.2 % |
 |
CANADA | 8.9 % |
 |
AUSTRALIA | 6.5 % |
 |
IRELAND | 4.8 % |
 |
GERMANY | 3.5 % |
 |
DENMARK | 3.5 % |
 |
FRANCE | 3.0 % |
 |
ISRAEL | 2.8 % |
Historical Performance
Standardized Performance (as of 11/30/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 4.2% | 9.1% | 9.7% | -0.6% | 6.0% | -- | 4.9% | Volatility | 11.9% | 11.8% | 13.7% | 16.7% | 21.4% | -- | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.86 | 74% |
| MSCI EAFE | 0.96 | 92% |
| MSCI Emg Mkts | 0.84 | 69% |
Liquidity Measures
| Avg. volume (000) | 40 |
| Turnover | 1.1% |
| Avg. Bid/Ask (% of price) | 0.41% |
| ADV of underlying (mns) | $11,744 |
Technical Indicators
| Recent close | $29.99 |
| 30d moving avg. | $29.80 |
| Annualized volatility | 17.5% |
| Relative strength (RSI) | 45 |
| Short interest (ETF) | 1.1% |
| Short interest (underlying) | 0.0% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
Top Ten Comparable ETFs only shown here. For an extended list become an Individual or Professional subscriber. Start your FREE trial
Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. TTAI |
Expenses vs. TTAI |
ALTAR Score™ vs. TTAI |
|---|---|---|---|---|
| IDHQ | Invesco S&P International Developed High Quality ETF | 26.3% | -30 bp | +1.2% |
| IQLT | iShares MSCI Intl Quality Factor ETF | 25.4% | -29 bp | +1.0% |
| EAFG | Pacer Developed Markets Cash Cows Growth Leaders ETF | 24.4% | +6 bp | -1.0% |
| IMFL | Invesco International Developed Dynamic Multifactor ETF | 23.3% | -25 bp | +0.6% |
| OEUR | ALPS O'Shares Europe Quality Dividend ETF | 22.2% | -11 bp | +0.3% |
| UMMA | Wahed Dow Jones Islamic World ETF | 21.8% | +6 bp | -0.8% |
| DIHP | Dimensional International High Profitability ETF | 21.7% | -30 bp | +2.4% |
| EUDG | WisdomTree Europe Quality Dividend Growth Fund | 21.4% | -1 bp | +1.1% |
| RFEU | First Trust Riverfront Dynamic Europe ETF | 20.7% | +24 bp | +6.3% |
| QEFA | SPDR MSCI EAFE StrategicFactors ETF | 20.0% | -29 bp | +2.1% |
Risk and Returns: TTAI vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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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 | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
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 | --% |
Based on closing prices from 12/12/2024
Peer Group Comparison Sample data. Subscribe for access.
Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
TTAI
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
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™
TTAI
5.3%
Cat. Avg
7.5%
ALTAR Score™ Calculation
Category Overview
There are 267 funds in the International Equity category, with an average ALTAR Score™
of 7.5% and a standard deviation of
2.7%. TTAI's ALTAR Score™ is approximately
0.8 standard deviations
below
the category average. This places TTAI in the 20nd percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
TTAISELL
U/W
HOLD
O/W
BUY
Expense Analysis
| Peer Group | Active International Equity ETFs |
| # of ETFs | 38 |
| Avg. Expense Ratio | 56.2 bp |
| Std. Deviation | 24 bp |
| TTAI (59 bp) Percentile rank | 54 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| TTAI | 59.0 | 41.0 | 100 |
| Peer Avg. | 61.3 | 28.5 | 89.8 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .