Japan, Canada and the U.K. combined for over 44% of that index’s weight at the end of last year. At the end of 2014, the Lattice Risk-Optimized Developed Markets (ex-US) Strategy Index had a dividend yield of 3.4% and P/E ratio of 12.4, according to issuer data.
ROUS, the Lattice U.S.-focused ETF, benchmarks to the Lattice Risk-Optimized US Large Cap Equity Strategy Index, which “seeks to identify and select companies with favorable combinations of diversified risk premia (valuation, momentum, and quality).”
The index is heavy on financial services stocks with that sector commanding a weight of nearly 19.2% at the end of 2014. Technology, consumer discretionary, health care and industrial names also receive double-digit allocations in the index.
ROUS charges 0.35% per year while RODM charges 0.5%. ROAM, the emerging markets ETF, has an annual fee of 0.65%.
Lattice Risk-Optimized US Large Cap Equity Strategy Index Cap Allocation
Chart Courtesy: Lattice Strategies