ETF overview
The AGF U.S. Market Neutral Anti-Beta Fund primarily employs a strategy of purchasing shares of less volatile American companies (those with low beta) while simultaneously establishing short positions in more volatile U.S. equities (high beta stocks). This is done on a sector-by-sector basis, with the objective of maintaining a dollar-neutral portfolio where the value of long and short investments is balanced. The fund constructs this balanced portfolio predominantly by allocating capital to the same securities that comprise the Dow Jones U.S. Thematic Market Neutral Low Beta Index, generally matching their respective weightings within that index. The selection pool for this underlying index encompasses the top 1,000 eligible U.S. securities ranked by market capitalization, a universe that also includes Real Estate Investment Trusts (REITs).
Fund facts
- Expense ratio
- 1.65%
- Fund assets
- 338.56M USD (all share classes)
- Issuer
- AGF
- Inception date
- Sep 13, 2011
- Number of holdings
- 402
Breakdown
Holdings (402)
| Name | Ticker | Weight |
|---|---|---|
| F5 Inc. | FFIV | 5.98% |
| Dynatrace Inc. | DT | 5.93% |
| McKesson Corp. | MCK | 5.81% |
| Accenture PLC | ACN | 5.66% |
| Zscaler Inc. | ZS | 5.56% |
| CDW Corp. | CDW | 5.54% |
| APA Corp. | APA | 5.47% |
| RenaissanceRe Holdings Ltd. | RNR | 5.37% |
| Cardinal Health Inc. | CAH | 5.37% |
| Cencora Inc. | COR | 5.28% |
| and 389 more | ||
Similar ETFs
- Liberty One Defensive Dividend Growth ETFEASY · Overlap 65% · Expense ratio 0.88%
- Invesco KBW Property & Casualty Insurance ETFKBWP · Overlap 65% · Expense ratio 0.35%
- SEI QiM US Large Cap Low Volatility Active ETFSELV · Overlap 60% · Expense ratio 0.15%
- AGF US Market Neutral Anti-Beta CAD-Hedged ETFQBTL.TO · Overlap 69% · Expense ratio 0.55%
- First Trust Horizon Managed Volatility Domestic ETFHUSV · Overlap 49% · Expense ratio 0.70%
- BMO Low Volatility US Equity ETFZLU.TO · Overlap 58% · Expense ratio 0.33%
- Hennessy Sustainable ETFSTNC · Overlap 47% · Expense ratio 0.95%
- State Street SPDR US Large Cap Low Volatility Index ETFLGLV · Overlap 47% · Expense ratio 0.12%
Overlap is the share of assets the two funds hold in common.
Historical returns do not guarantee future returns. This is not investment advice.
- Expense ratio
- 1.65%
- Fund assets
- 338.56M USD (all share classes)
- Issuer
- AGF
- Inception date
- Sep 13, 2011
- Number of holdings
- 402
| Name | Ticker | Weight |
|---|---|---|
| F5 Inc. | FFIV | 5.98% |
| Dynatrace Inc. | DT | 5.93% |
| McKesson Corp. | MCK | 5.81% |
| Accenture PLC | ACN | 5.66% |
| Zscaler Inc. | ZS | 5.56% |
| CDW Corp. | CDW | 5.54% |
| APA Corp. | APA | 5.47% |
| RenaissanceRe Holdings Ltd. | RNR | 5.37% |
| Cardinal Health Inc. | CAH | 5.37% |
| Cencora Inc. | COR | 5.28% |
| and 389 more | ||
The AGF U.S. Market Neutral Anti-Beta Fund primarily employs a strategy of purchasing shares of less volatile American companies (those with low beta) while simultaneously establishing short positions in more volatile U.S. equities (high beta stocks). This is done on a sector-by-sector basis, with the objective of maintaining a dollar-neutral portfolio where the value of long and short investments is balanced. The fund constructs this balanced portfolio predominantly by allocating capital to the same securities that comprise the Dow Jones U.S. Thematic Market Neutral Low Beta Index, generally matching their respective weightings within that index. The selection pool for this underlying index encompasses the top 1,000 eligible U.S. securities ranked by market capitalization, a universe that also includes Real Estate Investment Trusts (REITs).
- Liberty One Defensive Dividend Growth ETFEASY · Overlap 65% · Expense ratio 0.88%
- Invesco KBW Property & Casualty Insurance ETFKBWP · Overlap 65% · Expense ratio 0.35%
- SEI QiM US Large Cap Low Volatility Active ETFSELV · Overlap 60% · Expense ratio 0.15%
- AGF US Market Neutral Anti-Beta CAD-Hedged ETFQBTL.TO · Overlap 69% · Expense ratio 0.55%
- First Trust Horizon Managed Volatility Domestic ETFHUSV · Overlap 49% · Expense ratio 0.70%
- BMO Low Volatility US Equity ETFZLU.TO · Overlap 58% · Expense ratio 0.33%
- Hennessy Sustainable ETFSTNC · Overlap 47% · Expense ratio 0.95%
- State Street SPDR US Large Cap Low Volatility Index ETFLGLV · Overlap 47% · Expense ratio 0.12%
Overlap is the share of assets the two funds hold in common.
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