The Reverse Cap Weighted U.S. Large Cap Index provides exposure to the companies in the S&P 500 index.
However, while traditional market cap weighted indexes such as the S&P 500 weight companies inside the index
by their relative market capitalization, the Reverse Index does the opposite, weighting companies by the inverse
of their relative market cap. By investing smallest-to-biggest, the index is tilting investment exposure to the
smaller end of the market cap spectrum within the large cap space.

Reverse Cap Weighted U.S. Large Cap Index
EXPLORE ETFS&P Dow Jones Indices
Reverse Cap Weighting 2018-04-16T13:43:06+00:00

Trailing Performance

as of 12/31/17

Cumulative
1 month3 monthYTD
Index1.40%6.06%15.84%
S&P 5001.11%6.64%21.83%
Annualized
1 Year3 Years5 Years10 YearsCommon Inception
15.84%9.20%15.66%11.79%10.72%
21.83%11.41%15.79%8.50%7.88%

All information for an index prior to its Launch Date is back-tested, based on the methodology that was in effect on the Launch Date. Back-tested performance, which is hypothetical and not actual performance, is subject to inherent limitations because it reflects application of an Index methodology and selection of index constituents in hindsight. No theoretical approach can take into account all of the factors in the markets in general and the impact of decisions that might have been made during the actual operation of an index. Actual returns may differ from, and be lower than, back-tested returns.

Index Characteristics

as of 02/28/18

Key Statistics

Price-to-Book Ratio4.26
Price-to-Earnings Ratio23.47
Price-to-Sales Ratio2.92
Dividend Yield – TTM1.84%
Active Share (Weighted Average)69.27%

Risk Statistics (5 Years)

Excess Return-1.14
Beta1.08
R-Squared86.28
Up Capture Ratio101.16
Down Capture Ratio115.88

Sector Allocations

Sector                                       Weight (%)

Consumer Discretionary22.62%
Consumer Staples4.76%
Energy6.79%
Financials11.96%
Health Care10.53%
Industrials14.03%
Information Technology12.19%
Real Estate5.01%
Materials6.66%
Telecom0.56%
Utilities4.89%

Top 10 Constituents            Weight (%)

TripAdvisor Inc1.03CSRA Inc0.96
Envision Healthcare Corp1.03Chesapeake Energy Corp0.76
Patterson Companies Inc1.01Range Resources Corp0.76
Navient Corp1.00Nordstrom Inc0.70
Signet Jewelers Ltd0.97Mattel Inc0.68

All information for an index prior to its Launch Date is back-tested, based on the methodology that was in effect on the Launch Date. Back-tested performance, which is hypothetical and not actual performance, is subject to inherent limitations because it reflects application of an Index methodology and selection of index constituents in hindsight. No theoretical approach can take into account all of the factors in the markets in general and the impact of decisions that might have been made during the actual operation of an index. Actual returns may differ from, and be lower than, back-tested returns. Past Performance is no guarantee of future returns. It is not possible to invest directly in an index. Please click here for definitions and additional disclosures.

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