Highest Active Share Value ETFs

The value exposure indicates how cheap the holdings of the ETF are relative to all other ETFs using a series of value metrics. Each ETF is evaluated using the PE Ratio, Price/Sales, Price/Book, Price/Cash Flow, EV/EBITDA and Shareholder Yield. The combined score is calculated using a combination of all the metrics.

Active share shows you how different an ETF is from a benchmark index. Being different is not necessarily good or bad, but anything that is different from a benchmark can be expected to produce a very different return stream. Active share is calculated by comparing the holdings of an ETF and the holdings of the benchmark. It does this by looking at the holdings that are in the ETF, but not in the benchmark, the holdings that are in the benchmark, but not in the ETF, and the differences in position weights for the holdings they both have in common. Active share can range from 0% to 100%. An ETF with an active share of 0% has the same holdings as the benchmark, held at the same weights, while an ETF with an active share of 100% has no holdings in common with the benchmark and is completely different.

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ETFs with High Value Exposure and High Active Share

Ticker Total
Assets		 Expense
Ratio		 Total
Holdings
DGRS $199,482,000 0.38% 215
DEEP $48,895,880 0.80% 100
CSB $286,803,600 0.35% 101
FDM $153,209,700 0.60% 217
CALF $435,438,800 0.59% 101
FYT $225,057,500 0.70% 263
PSCD $134,671,200 0.29% 88
ROSC $24,087,340 0.34% 332
RZV $273,868,000 0.35% 164
SVAL $101,011,500 0.20% 285

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Performance Disclaimer: Returns presented on Validea.com are model returns and do not represent actual trading. As a result, they do not incorporate any commissions or other trading costs or fees. Model portfolios with inception dates on or after 12/30/2005 include a combination of back tested and live model returns. The back-tested performance results shown are hypothetical and are not the result of real-time management of actual accounts. The back-testing of performance differs from actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Back-tested returns are presented to provide general information regarding how the underlying strategy behind the portfolio performed in our historical testing. A back-tested strategy has the benefit of hindsight and the results do not reflect the impact that material economic or market factors may have had on advisor's decision-making if actual client assets were being managed using this approach. The model portfolios offered on Validea are concentrated and as a result they will exhibit high levels of volatility and their performance can be substantially impacted by the performance of individual positions.

Optimal portfolios presented on Validea.com represent the rebalancing period that has led to the best historical performance for each of our equity models. Each optimal portfolio was determined after the fact with performance information that was not available at portfolio inception. As a result, an investor could not have invested in the optimal portfolio since its inception. Optimal portfolios are presented to allow investors to quickly determine the portfolio size and rebalancing period that has performed best for each of our models in our historical testing.

Both the model portfolio and benchmark returns presented for all equity portfolios on Validea.com are not inclusive of dividends. Returns for our ETF portfolios and trend following system, and the benchmarks they are compared to, are inclusive of dividends. The S&P 500 is presented as a benchmark because it is the most widely followed benchmark of the overall US market and is most often used by investors for return comparison purposes. As with any investment strategy, there is potential for profit as well as the possibility of loss and investors may incur a loss despite a past history of gains. Past performance does not guarantee future results. Results will vary with economic and market conditions.