Reverse Cap Weighting 2018-11-22T12:45:51+00:00
 

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

Trailing Performance

as of 09/30/18

Cumulative
1 month3 monthYTD
Index-0.14%4.50%6.51%
S&P 5000.57%7.71%10.56%
Annualized
1 Year3 Years5 Years10 YearsCommon Inception
12.96%14.99%11.68%14.55%10.59%
17.91%17.31%13.95%11.97%8.35%

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 09/30/18

Key Statistics

Price-to-Book Ratio4.43
Price-to-Earnings Ratio22.60
Price-to-Sales Ratio3.12
Dividend Yield – TTM1.86%
Active Share (Weighted Average)69.49%

Risk Statistics (5 Years)

Excess Return-2.27
Beta1.03
R-Squared84.00
Up Capture Ratio94.38
Down Capture Ratio111.70

Sector Allocations

Sector                                       Weight (%)

Consumer Discretionary20.85%
Consumer Staples5.14%
Energy6.00%
Financials12.34%
Health Care9.93%
Industrials14.63%
Information Technology11.54%
Real Estate7.57%
Materials5.60%
Telecom0.37%
Utilities6.04%

Top 10 Constituents            Weight (%)

Flowserve Corp0.81Nordstrom Inc0.63
Assurant Inc0.73Leggett & Platt Inc0.60
Brighthouse Financial Inc0.72Newfield Exploration Co0.58
SCANA Corp0.72Garmin Ltd0.57
Envision Healthcare Corp0.68Stericycle Inc0.56

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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