Northern Trust US Market Factor ETF | TILT

Medium RiskEquity
Northern Trust US Market Factor ETF
Issued by:Northern Trust
Exchange : AMEX
Unit Price (NAV) :
Minimum investment: 1 unit
Northern Trust US Market Factor ETF | TILT

Northern Trust US Market Factor ETF | TILT


ETF Name: Northern Trust US Market Factor ETF (TILT)
Sector: TILT has invested Technology (20%), Financials (17%), Consumer Cyclical (14%), Healthcare (12%), and Industrials (11%).
Geography: TILT has invested 100% of its assets in the US.
Fund Manager Name: Northern Trust
ETF Description: TILT aims to increase exposure to small-cap and value stocks consistent with a factor model made famous by Fama and French. Higher P/E of TILT make sense given the fund's small-cap bias. The fund's slight sector biases align with its value tilt, notably with an overweight to financials.
What ETFdb says about it: For investors who believe that small cap and value companies maintain greater long-term potential, this ETF can be a unique way to achieve instant, cheap exposure to a strategy that might otherwise be difficult and expensive to maintain.
Why is that Kristal there: A complete pool of 2100+ ETFs are screened on various qualitative and quantitative parameters to evaluate efficiency, tradability and fit. The metrics used were alpha, beta and R-Squared with respect to the segment benchmark and ETF specific metrics such as expense ratio, drawdown, volatility and the overall rating. We evaluate all ETFs and assign a composite score based on our analysis and then select the top ones in a category based on that comprehensive score by the inhouse research / quant analysts team. TILT has adequate liquidity, but with significant spreads. Large investors should find ample underlying liquidity for block trades. TILT is significantly cheaper than the others in the segment, and holding costs are even lower thanks to tight tracking. The strategy is rebalanced on a quarterly basis with the rebalancing mechanism being determined by an algorithm that takes into account the overall performance of the strategy so far.
Fund Manager Description: Founded in 1889, Northern Trust manages $1.1T in assets. Northern Trust has offices in the United States in 19 states and Washington, D.C., and 23 international locations in Canada, Europe, the Middle East and the Asia-Pacific region.

More Information:

Tilting Toward Value ETFs: VLU and TILT


PerformanceYTD actual1Y p.a3Y p.a5Y p.a10Y p.a
Northern Trust US Market Factor ETF22.41%38.39%17.83%16.45%15.32%

Asset Class

Asset type breakdown
Stock US98.09%
Stock non-US1.30%

TILT Holdings - Top 10

NameiWeightage (%)
Apple Inc3.74%
Microsoft Corporation3.50% Inc2.64%
Facebook Inc1.42%
Alphabet Inc1.24%
Berkshire Hathaway Inc1.08%
JPMorgan Chase & Co0.95%
Johnson & Johnson0.92%
NVIDIA Corporation0.87%
Tesla Inc0.85%

TILT Sectors/Industry Breakdown

Sectori% of market value
Financial Services17.06%
Consumer Cyclicals12.29%
Communication Services8.67%
Consumer Defensive5.33%
Real Estate4.18%
Basic Materials2.99%

TILT Countries

Countryi% of market value
North America98.71%
United Kingdom0.44%
Europe Developed0.34%
Latin America0.32%
Asia Emerging0.10%
Asia Developed0.09%

Returns Calculator

Investment ofper month
gives returns of :
at 12.30% / annum
$in 10 years
for a time period of
Returnsbased on historic SIP returns of 12.30% per annum
$+ 12.30

TILT Summary Data

Total Net Assets $i
Average Mkt Cap Mil $i
Symbol TILT
Exchange BATS
ISIN US33939L1008
Cat. Benchmark S&P 500 TR USD
Asset class Equity
Category Large Blend
Country US

TILT Key Metrics

Net Expense Ratio 0.25i
Beta 1.15i
Valuations Rates Portfolio PE 16.59945i
3 Year Standard Deviation 21.9i

Fund Strategy

FlexShares Morningstar US Market Factor Tilt Index Fund is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Morningstar US Market Factor Tilt Index. The fund will invest at least 80% of its total assets (exclusive of collateral held from securities lending) in the securities of the underlying index.

TILT Fact Sheets & Reports

Northern Trust US Market Factor ETF | TILT