DVAL
BRANDYWINEGLOBAL-DYNAMIC US LARGE CAP VALUE ETF
$16.62+0.65% today
14.0516.7352-WK
SOURCE: MARKET TAPE & DAILY CREATION/REDEMPTION RECORDS · 1Y SHOWN
The desk’s read
Flows are quiet — the past month netted out near zero, while the price has returned +14.9% so far this year.
COMPOSED FROM THE FUND’S OWN DAILY RECORDS · UPDATED WITH EACH REFRESH
$115Massets under management
—expense ratio
—net flow, trailing month
7Kavg daily volume, 30 days
0holdings · US-domiciled
2024listed June 7, 2024
Sector weights
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Country weights
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Performance
| 1 week | -0.7% |
| 1 month | +4.4% |
| 3 months | +8.4% |
| 6 months | +8.1% |
| YTD | +14.9% |
| 1 year | +14.1% |
| 3 years | — |
PRICE RETURN, DISTRIBUTIONS NOT REINVESTED
Net flows
| 1 week | — |
| 1 month | — |
| 3 months | — |
| YTD | — |
| 1 year | — |
CREATION/REDEMPTION DOLLARS, DAILY RECORDS
The risk read
11%realized volatility, 30 days (annualized)
11%realized volatility, 1 year
-6.2%deepest fall from a peak, 1 year
-0.7%where it sits vs. that peak today
VOLATILITY & DRAWDOWN FROM THE DAILY TAPE · CONCENTRATION FROM THE LATEST DISCLOSED BOOK
The case against DVAL
Due diligence cuts both ways. These funds sit on the same shelf and beat DVAL on at least one dimension that matters — the fee, the asset base, or where the money is going.
| Fund | Fee | Assets | Flow, 1M | The case | |
|---|---|---|---|---|---|
| FLOW Global X U.S. Cash Flow Kings 100 ETF | 0.25% | $4132.70T | — | 35862930× the assets | Head-to-head |
| SPY SPDR S&P 500 ETF Trust | 0.09% | $818.3B | +$2.8B | 7101× the assets · +$2.8B in over the month | Head-to-head |
| IEFA iShares Core MSCI EAFE ETF | 0.07% | $193.2B | +$631M | 1676× the assets · +$631M in over the month | Head-to-head |
| IEMG iShares Core MSCI Emerging Markets ETF | 0.09% | $160.6B | +$1.9B | 1394× the assets · +$1.9B in over the month | Head-to-head |
| IJH iShares Core S&P Mid-Cap ETF | 0.05% | $128.4B | +$547M | 1114× the assets · +$547M in over the month | Head-to-head |