IJJ was created on 2000-07-24 by iShares. The fund's investment portfolio concentrates primarily on mid cap equity. The ETF currently has 7690.46m in AUM and 297 holdings. IJJ tracks an index of US mid-cap value firms from the committee-selected S&P 400 using three fundamental factors.
QVAL was created on 2014-10-22 by Alpha Architect. The fund's investment portfolio concentrates primarily on total market equity. The ETF currently has 378.11m in AUM and 52 holdings. QVAL is an active", equal-weighted portfolio of US value stocks", screened for forensic accounting and earnings quality.
Key Details
Jul 24, 2000
Oct 22, 2014
Equity
Equity
Mid Cap
Total Market
Information on this page is obtained from our data provider, Xignite, an unaffiliated third party. Double believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate. We also show information based on calculations performed by Double using data from our provider. Double believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.
SeekingAlpha
While overall levels of implied volatility remain muted across asset classes, what stands out is the even lower levels of realized volatility.
SeekingAlpha
As markets close the week after setting fresh all-time highs, the near-term outlook remains cautiously constructive but demands more tactical positioning. Read more here.
SeekingAlpha
The S&P 500 is currently up 7.30% year-to-date, while the S&P Equal Weight is up 5.46% year-to-date. Read more here.
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Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
AVNT | 82.81% | $2.97B | -26.98% | 3.26% |
ITT | 82.65% | $12.53B | +16.01% | 0.84% |
APAM | 81.32% | $3.26B | +11.38% | 6.60% |
PK | 80.88% | $2.15B | -25.30% | 9.22% |
BC | 80.83% | $3.92B | -23.42% | 2.81% |
ITW | 80.53% | $74.76B | +5.16% | 2.34% |
TROW | 80.43% | $23.30B | -7.86% | 4.75% |
BN | 80.29% | $110.87B | +46.05% | 0.51% |
SWK | 80.19% | $10.85B | -19.37% | 4.66% |
GGG | 79.86% | $14.51B | +5.92% | 1.22% |
PFG | 79.79% | $18.17B | -4.31% | 3.65% |
CAT | 79.55% | $194.57B | +19.01% | 1.36% |
DCI | 79.48% | $8.21B | -2.92% | 1.57% |
DOV | 79.28% | $25.81B | +2.47% | 1.09% |
PH | 79.27% | $92.33B | +32.67% | 0.93% |
BNT | 79.16% | $13.54B | +46.33% | 0.00% |
KN | 79.07% | $1.54B | -3.01% | 0.00% |
HST | 78.71% | $11.20B | -9.12% | 5.56% |
DD | 78.64% | $31.62B | -5.14% | 2.07% |
VNT | 78.62% | $5.69B | -3.30% | 0.26% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
SYLD | 95.01% | $948.43M | 0.59% | |
COWZ | 95.00% | $20.33B | 0.49% | |
EZM | 93.87% | $783.87M | 0.38% | |
AVLV | 93.79% | $7.74B | 0.15% | |
SMOT | 93.77% | $388.51M | 0.49% | |
SPGP | 93.77% | $2.80B | 0.36% | |
VBR | 93.58% | $30.20B | 0.07% | |
JVAL | 93.57% | $526.03M | 0.12% | |
FLQM | 93.37% | $1.66B | 0.3% | |
MDYV | 93.30% | $2.40B | 0.15% | |
IJJ | 93.26% | $7.84B | 0.18% | |
IVOV | 93.22% | $948.74M | 0.1% | |
VFLO | 92.93% | $4.39B | 0.39% | |
IWS | 92.91% | $13.46B | 0.23% | |
MDY | 92.87% | $23.12B | 0.24% | |
SPMD | 92.85% | $13.60B | 0.03% | |
FNX | 92.85% | $1.14B | 0.6% | |
IJH | 92.85% | $97.30B | 0.05% | |
IVOO | 92.80% | $2.72B | 0.07% | |
JHMM | 92.80% | $4.17B | 0.42% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
TAIL | -76.07% | $94.50M | 0.59% | |
VIXY | -69.26% | $249.25M | 0.85% | |
VIXM | -63.71% | $26.18M | 0.85% | |
BTAL | -57.50% | $307.97M | 1.43% | |
IVOL | -49.56% | $345.91M | 1.02% | |
XONE | -36.95% | $631.41M | 0.03% | |
SPTS | -35.86% | $5.80B | 0.03% | |
FTSD | -34.55% | $233.32M | 0.25% | |
SCHO | -32.76% | $10.94B | 0.03% | |
UTWO | -31.61% | $373.21M | 0.15% | |
VGSH | -31.28% | $22.69B | 0.03% | |
IBTH | -28.73% | $1.64B | 0.07% | |
IBTI | -27.15% | $1.07B | 0.07% | |
FXY | -26.85% | $731.95M | 0.4% | |
IBTG | -23.80% | $1.93B | 0.07% | |
TBLL | -22.85% | $2.13B | 0.08% | |
IBTJ | -21.86% | $697.39M | 0.07% | |
IEI | -20.34% | $15.64B | 0.15% | |
BILS | -20.18% | $3.81B | 0.1356% | |
STPZ | -20.18% | $450.64M | 0.2% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
GFI | -0.27% | $21.68B | +45.82% | 2.21% |
PM | 0.57% | $278.20B | +66.85% | 3.02% |
CYCN | -0.91% | $11.36M | +6.95% | 0.00% |
KR | -0.94% | $47.20B | +30.97% | 1.79% |
ALHC | 0.99% | $2.46B | +23.24% | 0.00% |
DUK | -1.00% | $92.04B | +10.76% | 3.52% |
ASPS | -1.05% | $167.23M | +39.26% | 0.00% |
COR | 1.25% | $56.76B | +30.98% | 0.74% |
PHYS.U | 1.73% | - | - | 0.00% |
DG | 1.83% | $24.23B | -10.07% | 2.15% |
ZCMD | -2.27% | $27.78M | -4.35% | 0.00% |
MO | 2.35% | $97.73B | +17.33% | 7.02% |
AMT | 2.49% | $105.22B | +6.96% | 2.92% |
BTI | 2.61% | $112.83B | +55.39% | 5.87% |
CPSH | 2.94% | $36.61M | +46.51% | 0.00% |
CREG | 3.08% | $5.41M | -77.68% | 0.00% |
EXC | 3.16% | $43.81B | +20.12% | 3.59% |
DRD | 3.18% | $1.19B | +40.59% | 1.90% |
BCE | 3.26% | $21.83B | -28.70% | 10.25% |
AWK | -3.26% | $27.87B | +1.24% | 2.18% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
CGSD | -0.06% | $1.40B | 0.25% | |
SHM | 0.15% | $3.41B | 0.2% | |
MLN | 0.31% | $502.38M | 0.24% | |
FLMI | 0.42% | $744.27M | 0.3% | |
OWNS | -0.55% | $128.09M | 0.3% | |
ISTB | 0.64% | $4.41B | 0.06% | |
CTA | -0.79% | $1.08B | 0.76% | |
LMBS | 1.04% | $5.14B | 0.64% | |
GSY | 1.15% | $2.73B | 0.22% | |
TIPX | -1.22% | $1.74B | 0.15% | |
FMHI | 1.26% | $741.00M | 0.7% | |
SGOV | -1.27% | $51.39B | 0.09% | |
BNDW | 1.32% | $1.30B | 0.05% | |
AGZD | -1.33% | $98.61M | 0.23% | |
BUXX | 1.48% | $309.54M | 0.25% | |
IBND | -1.62% | $404.36M | 0.5% | |
GOVI | 1.63% | $934.40M | 0.15% | |
FIXD | 1.67% | $3.34B | 0.65% | |
SMMU | 1.74% | $900.51M | 0.35% | |
JBND | -1.75% | $2.37B | 0.25% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
CBOE | -14.68% | $24.99B | +29.24% | 1.06% |
CME | -9.23% | $98.99B | +40.87% | 1.76% |
STG | -8.68% | $60.78M | +38.02% | 0.00% |
K | -8.34% | $27.73B | +37.89% | 2.85% |
MKTX | -7.62% | $7.83B | -4.71% | 1.43% |
VSA | -6.60% | $15.30M | +57.94% | 0.00% |
DFDV | -6.40% | $359.82M | +2,674.58% | 0.00% |
ED | -5.39% | $36.42B | +7.49% | 3.33% |
VSTA | -4.39% | $330.83M | +37.04% | 0.00% |
DTC | -3.65% | $31.24M | -77.55% | 0.00% |
LITB | -3.51% | $23.92M | -70.70% | 0.00% |
AWK | -3.26% | $27.87B | +1.24% | 2.18% |
ZCMD | -2.27% | $27.78M | -4.35% | 0.00% |
ASPS | -1.05% | $167.23M | +39.26% | 0.00% |
DUK | -1.00% | $92.04B | +10.76% | 3.52% |
KR | -0.94% | $47.20B | +30.97% | 1.79% |
CYCN | -0.91% | $11.36M | +6.95% | 0.00% |
GFI | -0.27% | $21.68B | +45.82% | 2.21% |
PM | 0.57% | $278.20B | +66.85% | 3.02% |
ALHC | 0.99% | $2.46B | +23.24% | 0.00% |
SeekingAlpha
While overall levels of implied volatility remain muted across asset classes, what stands out is the even lower levels of realized volatility.
SeekingAlpha
As markets close the week after setting fresh all-time highs, the near-term outlook remains cautiously constructive but demands more tactical positioning. Read more here.
SeekingAlpha
The S&P 500 is currently up 7.30% year-to-date, while the S&P Equal Weight is up 5.46% year-to-date. Read more here.
SeekingAlpha
Q2 â25 earnings started this week, and all the large-cap financials' numbers slid.
SeekingAlpha
Trump 1.0 Vs. 2.0: Back On Track?
SeekingAlpha
Volatility often evokes emotional responses from investors. So how can investors combat the natural impulse to sell in turbulent markets? Read more here...
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
IBMS | 0.17% | $89.66M | 0.18% | |
TOTL | -0.26% | $3.79B | 0.55% | |
YEAR | -0.28% | $1.49B | 0.25% | |
JBND | 0.44% | $2.37B | 0.25% | |
SMMU | -0.45% | $900.51M | 0.35% | |
MLN | -0.56% | $502.38M | 0.24% | |
AGZD | 0.59% | $98.61M | 0.23% | |
BNDX | -0.75% | $67.61B | 0.07% | |
BUXX | 0.85% | $309.54M | 0.25% | |
OWNS | 0.90% | $128.09M | 0.3% | |
SHM | -0.90% | $3.41B | 0.2% | |
WEAT | -1.14% | $114.70M | 0.28% | |
CTA | -1.14% | $1.08B | 0.76% | |
TBIL | 1.25% | $5.80B | 0.15% | |
SMB | -1.39% | $276.87M | 0.07% | |
FMHI | -1.47% | $741.00M | 0.7% | |
IBMP | 1.56% | $554.12M | 0.18% | |
DFNM | -1.56% | $1.58B | 0.17% | |
IBND | -1.96% | $404.36M | 0.5% | |
JMST | 1.96% | $4.16B | 0.18% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
MDYV | 99.76% | $2.40B | 0.15% | |
IVOV | 99.66% | $948.74M | 0.1% | |
VBR | 99.23% | $30.20B | 0.07% | |
SPMD | 98.56% | $13.60B | 0.03% | |
IJH | 98.54% | $97.30B | 0.05% | |
MDY | 98.53% | $23.12B | 0.24% | |
EZM | 98.52% | $783.87M | 0.38% | |
IVOO | 98.49% | $2.72B | 0.07% | |
FNDA | 98.46% | $8.53B | 0.25% | |
DON | 98.14% | $3.73B | 0.38% | |
JMEE | 98.12% | $1.91B | 0.24% | |
DFAS | 98.07% | $10.61B | 0.27% | |
XJH | 97.94% | $293.14M | 0.12% | |
NUSC | 97.83% | $1.16B | 0.31% | |
VB | 97.80% | $64.10B | 0.05% | |
IJR | 97.70% | $82.20B | 0.06% | |
DFAT | 97.69% | $11.01B | 0.28% | |
SPSM | 97.66% | $11.77B | 0.03% | |
IJS | 97.63% | $6.26B | 0.18% | |
ESML | 97.62% | $1.89B | 0.17% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
TAIL | -78.60% | $94.50M | 0.59% | |
VIXY | -73.80% | $249.25M | 0.85% | |
VIXM | -67.87% | $26.18M | 0.85% | |
BTAL | -63.15% | $307.97M | 1.43% | |
IVOL | -44.73% | $345.91M | 1.02% | |
XONE | -33.70% | $631.41M | 0.03% | |
FTSD | -32.97% | $233.32M | 0.25% | |
SPTS | -31.12% | $5.80B | 0.03% | |
FXY | -30.88% | $731.95M | 0.4% | |
SCHO | -29.01% | $10.94B | 0.03% | |
VGSH | -27.52% | $22.69B | 0.03% | |
UTWO | -26.86% | $373.21M | 0.15% | |
IBTH | -24.86% | $1.64B | 0.07% | |
IBTI | -23.39% | $1.07B | 0.07% | |
IBTG | -21.89% | $1.93B | 0.07% | |
BILS | -20.31% | $3.81B | 0.1356% | |
XHLF | -19.04% | $1.75B | 0.03% | |
TBLL | -18.97% | $2.13B | 0.08% | |
IBTJ | -18.61% | $697.39M | 0.07% | |
SHYM | -17.23% | $352.15M | 0.35% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
DTC | 0.11% | $31.24M | -77.55% | 0.00% |
CYCN | -0.17% | $11.36M | +6.95% | 0.00% |
KR | -0.37% | $47.20B | +30.97% | 1.79% |
ASPS | -0.73% | $167.23M | +39.26% | 0.00% |
PHYS.U | 1.02% | - | - | 0.00% |
DG | -1.17% | $24.23B | -10.07% | 2.15% |
HUSA | -1.68% | $21.15M | -8.43% | 0.00% |
GFI | -1.93% | $21.68B | +45.82% | 2.21% |
AWK | -2.33% | $27.87B | +1.24% | 2.18% |
DRD | 2.33% | $1.19B | +40.59% | 1.90% |
ZCMD | -2.34% | $27.78M | -4.35% | 0.00% |
TU | 2.47% | $24.77B | +2.65% | 7.04% |
IMDX | 2.63% | $81.79M | -10.90% | 0.00% |
CNC | 2.83% | $13.91B | -57.81% | 0.00% |
VSTA | -2.99% | $330.83M | +37.04% | 0.00% |
CREG | 3.02% | $5.41M | -77.68% | 0.00% |
COR | 3.21% | $56.76B | +30.98% | 0.74% |
UUU | 3.31% | $7.61M | +106.92% | 0.00% |
ALHC | 3.40% | $2.46B | +23.24% | 0.00% |
DOGZ | 3.50% | $120.31M | -36.58% | 0.00% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
CBOE | -17.40% | $24.99B | +29.24% | 1.06% |
CME | -9.85% | $98.99B | +40.87% | 1.76% |
K | -8.80% | $27.73B | +37.89% | 2.85% |
MKTX | -8.33% | $7.83B | -4.71% | 1.43% |
DFDV | -7.20% | $359.82M | +2,674.58% | 0.00% |
STG | -5.74% | $60.78M | +38.02% | 0.00% |
VSA | -4.44% | $15.30M | +57.94% | 0.00% |
ED | -3.74% | $36.42B | +7.49% | 3.33% |
LITB | -3.57% | $23.92M | -70.70% | 0.00% |
VSTA | -2.99% | $330.83M | +37.04% | 0.00% |
ZCMD | -2.34% | $27.78M | -4.35% | 0.00% |
AWK | -2.33% | $27.87B | +1.24% | 2.18% |
GFI | -1.93% | $21.68B | +45.82% | 2.21% |
HUSA | -1.68% | $21.15M | -8.43% | 0.00% |
DG | -1.17% | $24.23B | -10.07% | 2.15% |
ASPS | -0.73% | $167.23M | +39.26% | 0.00% |
KR | -0.37% | $47.20B | +30.97% | 1.79% |
CYCN | -0.17% | $11.36M | +6.95% | 0.00% |
DTC | 0.11% | $31.24M | -77.55% | 0.00% |
PHYS.U | 1.02% | - | - | 0.00% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
ITT | 87.18% | $12.53B | +16.01% | 0.84% |
HBAN | 86.56% | $24.34B | +12.45% | 3.70% |
AVNT | 86.11% | $2.97B | -26.98% | 3.26% |
WTFC | 86.05% | $8.97B | +27.66% | 1.41% |
SNV | 85.59% | $7.75B | +23.62% | 2.76% |
PNFP | 85.40% | $9.08B | +25.73% | 0.79% |
RF | 85.23% | $23.38B | +17.75% | 3.86% |
FITB | 85.16% | $28.72B | +4.98% | 3.44% |
EVR | 85.07% | $11.54B | +24.12% | 1.09% |
DOV | 84.97% | $25.81B | +2.47% | 1.09% |
FNB | 84.80% | $5.78B | +10.22% | 2.97% |
SF | 84.76% | $11.30B | +32.17% | 1.60% |
ONB | 84.71% | $8.46B | +17.70% | 2.44% |
EWBC | 84.61% | $15.02B | +36.32% | 2.12% |
PNC | 84.57% | $77.74B | +11.97% | 3.30% |
APAM | 84.57% | $3.26B | +11.38% | 6.60% |
AXP | 84.42% | $215.75B | +27.05% | 0.99% |
BN | 84.30% | $110.87B | +46.05% | 0.51% |
TROW | 84.10% | $23.30B | -7.86% | 4.75% |
UMBF | 84.04% | $8.33B | +15.86% | 1.45% |
IJJ - iShares S&P Mid Cap 400 Value ETF and QVAL - Alpha Architect U.S. Quantitative Value ETF have a 12 holding overlap. Which accounts for a 5.6% overlap.
Number of overlapping holdings
12
% of overlapping holdings
5.59%
Name | Weight in IJJ | Weight in QVAL |
---|---|---|
0.87% | 2.07% | |
0.75% | 2.13% | |
0.65% | 2.21% | |
0.62% | 2.19% | |
0.57% | 1.85% | |
0.54% | 2.01% | |
0.37% | 2.16% | |
0.35% | 2.00% | |
0.32% | 1.86% | |
0.28% | 2.04% |
iShares S&P Mid Cap 400 Value ETF - IJJ is made up of 296 holdings. Alpha Architect U.S. Quantitative Value ETF - QVAL is made up of 51 holdings.
Name | Weight |
---|---|
![]() | 1.44% |
1.37% | |
1.23% | |
1.10% | |
1.01% | |
0.95% | |
0.93% | |
![]() | 0.92% |
0.87% | |
0.84% | |
0.80% | |
![]() | 0.80% |
0.80% | |
0.79% | |
0.79% | |
0.75% | |
0.75% | |
0.74% | |
0.72% | |
0.72% | |
0.68% | |
0.68% | |
0.65% | |
![]() | 0.64% |
![]() | 0.63% |
0.63% | |
0.62% | |
0.59% | |
0.59% | |
0.59% |
Name | Weight |
---|---|
2.29% | |
2.25% | |
2.22% | |
2.21% | |
2.19% | |
2.19% | |
2.17% | |
2.16% | |
2.16% | |
2.13% | |
2.13% | |
![]() | 2.11% |
2.09% | |
2.08% | |
2.07% | |
2.07% | |
2.07% | |
![]() | 2.06% |
![]() | 2.05% |
![]() | 2.05% |
2.04% | |
2.04% | |
![]() | 2.04% |
2.03% | |
![]() | 2.03% |
![]() | 2.02% |
2.02% | |
2.01% | |
![]() | 2.01% |
2.01% |