DVAL BrandywineGLOBAL - Dynamic US Large Cap Value ETF

ETF

ETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels

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DVAL — —
Key stats
About

BrandywineGLOBAL - Dynamic US Large Cap Value ETF (DVAL) ETF

No description available.

Exchange
XNAS
Inception
2014-10-31
Has Options
No
Fund profile
holdings as of Jun 30, 2026SEC filingthrough Jun 2026flows, SEC filings
Factor & Dividend Multi-Factor#116 of 154 by assets Franklin Templeton US Actively managed
Expense ratio
0.49%
prospectus, filed Jul 28, 2025
Assets
$65M
shares × price, Oct 9, 2026
Trailing yield
5.24%
paid annual
Average daily volume
$227K
30 sessions
Holdings
113
top 10 are 35.2%
Listed
Oct 31, 2014
Nasdaq
Closure risk, 12 months
2.6%
low: trading volume · model
FrenzyCap ETF score
37
how it is built
Cost37
Liquidity12
Scale30
Diversification77

Moves with. US large-cap stocks (56% of its variance, beta 0.87); Value over growth (7% of its variance, beta 0.47); Small caps over large (4% of its variance, beta 0.12); Developed markets ex-US over US (3% of its variance, beta 0.17). These factors explain 73% of its daily moves over the last year.

Stated objective. Long-term capital appreciation by quantitatively investing in U.S. equities. (from the fund's prospectus)

All 113 holdingsFlow historySimilar fundsOverlap toolAll Multi-Factor ETFs

Fund flows
through Jun 2026SEC filings
Jun 2026
−$1.6M
latest reported month
Latest 3 months
−$15M
−20.7% of assets
Latest 12 months
−$55M
−75.5% of assets
Jul 2025: −$721KAug 2025: +$701K+$701KAugSep 2025: +$649KOct 2025: $0OctNov 2025: −$747KDec 2025: $0DecJan 2026: −$2.9MFeb 2026: −$33M−$33MFebMar 2026: −$3.7MApr 2026: −$5.8MAprMay 2026: −$7.6MJun 2026: −$1.6MJun
View as a table
Net flows of DVAL by month, Jul 2025 to Jun 2026
MonthNet flow
Jun 2026−$1.6M
May 2026−$7.6M
Apr 2026−$5.8M
Mar 2026−$3.7M
Feb 2026−$33M
Jan 2026−$2.9M
Dec 2025$0
Nov 2025−$747K
Oct 2025$0
Sep 2025+$649K
Aug 2025+$701K
Jul 2025−$721K

Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 45 months ago

Similar funds
FundOverlapFeeAssets1Y
GMOVGMO US Value ETF33%0.50%$96M+21.1%compare
DFLVDimensional US Large Cap Value ETF29%0.21%$7.1B+23.6%compare
VLUEiShares MSCI USA Value Factor ETF28%0.15%$9.4B+57.2%compare
CLCVCrossmark Large Cap Value ETF27%0.50%$15M+20.7%compare
PALCPacer Lunt Large Cap Multi-Factor Alternator ETF27%0.60%$201M+6.7%compare

Ranked by how much of the two portfolios is the same securities.

Look-through: what the holdings say
weights as of Jun 30, 2026SEC filing
Holdings vs fair value
+15.3%
50% under, 18% over · 95% covered
Price / earnings
13.9
2% loss-making · 95% covered
Price / book · sales
2.4 · 1.3
revenue growth +5.8%
Above 200-day average
48%
32% above 50-day · by weight
Short interest
3.4%
of float, weighted · 3.4 days to cover
Insider buying
5%
of weight had net insider buying, 90 days; 58% net selling
13F holders
+1.9%
change in shares held by institutions, latest quarter
Reporting earnings
17.5%
of weight in 7 days; 40.0% in 14
Largest contributors below fair value
CMCSA+50%UPS+40%LMT+35%VZ+46%EOG+50%
Largest contributors above fair value
GE−13%WFC−11%NTRS−16%AIG−16%PG−21%

Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.

What changed in the portfolio
Mar 31, 2026 → Jun 30, 2026
ActionHoldingWeight beforeWeight afterShares vs flows
New positionGEGE AEROSPACE—4.78%—
New positionCSCOCISCO SYSTEMS INC—4.53%—
ExitHONHoneywell International Inc.4.18%——
ExitGSGoldman Sachs Group, Inc.3.57%——
ExitJNJJohnson & Johnson2.63%——
ExitPEPPepsico Inc2.20%——
ExitEBAYeBay Inc.2.18%——
ExitMETMetLife Inc.1.85%——
ExitITWIllinois Tool Works Inc.1.75%——
IncreaseBACBANK OF AMERICA CORP2.44%4.11%+54.4%

42 new, 35 exited, 35 increased and 20 decreased between the fund's two latest holdings reports; turnover 45.6%. Full holdings and history

Under the hood
fiscal year to Mar 31, 2026SEC census
Authorized participants
5 active
of 21 with agreements; top 3 did 83%
Created · redeemed
$26M · $51M
over the fiscal year
Redemptions in kind
99%
creations 99% in kind
Creation unit
50,000
shares
Securities lending
not authorized

From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.

ETF Profile
holdings as of 2027-03-31
Holdings
113
AUM
$72.1M
Provider
Nport
Inception
2014-10-31
Exchange
XNAS
Data As Of
2027-03-31
Expense Ratio
0.49%
Dividend Yield
5.24%
Distribution
Annual
Recent distributions
Ex-Date Pay Date Amount Type
2026-10-01 2026-10-06 $0.5222 CD
2025-12-19 2025-12-29 $0.2877 CD
2024-12-20 2024-12-30 $0.3810 CD
2023-12-15 2023-12-26 $0.1431 CD
2022-12-12 2022-12-20 $1.5030 CD
Asset Allocation
Top Holdings
top 50 of 113 holdings
Symbol Name Weight % Asset Class Country
GE GE AEROSPACE 4.78% Equity (common) US
CSCO CISCO SYSTEMS INC 4.53% Equity (common) US
JPM JP MORGAN CHASE & COMPANY 4.39% Equity (common) US
BAC BANK OF AMERICA CORP 4.11% Equity (common) US
WFC WELLS FARGO & COMPANY 3.86% Equity (common) US
LMT LOCKHEED MARTIN CORP 3.09% Equity (common) US
CMCSA COMCAST CORP 2.86% Equity (common) US
UPS UNITED PARCEL SERVICE INC 2.84% Equity (common) US
CI CIGNA GROUP (THE) 2.53% Equity (common) US
VZ VERIZON COMMUNICATIONS INC 2.26% Equity (common) US
T AT&T INC 2.06% Equity (common) US
DHI D.R. HORTON INC 1.83% Equity (common) US
TROW T. ROWE PRICE GROUP INC 1.79% Equity (common) US
EOG EOG RESOURCES INC 1.73% Equity (common) US
MU MICRON TECHNOLOGY INC 1.63% Equity (common) US
SYF SYNCHRONY FINANCIAL 1.62% Equity (common) US
PFE PFIZER INC 1.58% Equity (common) US
NTRS NORTHERN TRUST CORP 1.57% Equity (common) US
USB US BANCORP 1.50% Equity (common) US
SCHW CHARLES SCHWAB CORP (THE) 1.41% Equity (common) US
ELV ELEVANCE HEALTH INC 1.40% Equity (common) US
GOOGL ALPHABET INC 1.35% Equity (common) US
MMM 3M COMPANY 1.32% Equity (common) US
AIG AMERICAN INTERNATIONAL GROUP INC 1.31% Equity (common) US
NVR NVR INC 1.23% Equity (common) US
PYPL PAYPAL HOLDINGS INC 1.17% Equity (common) US
WMB WILLIAMS COMPANIES INC (THE) 1.15% Equity (common) US
JBL JABIL INC 1.15% Equity (common) US
MPC MARATHON PETROLEUM CORP 1.10% Equity (common) US
GIS GENERAL MILLS INC 1.10% Equity (common) US
ZM ZOOM COMMUNICATIONS INC 1.09% Equity (common) US
QCOM QUALCOMM INC 1.05% Equity (common) US
— RENAISSANCERE HOLDINGS LTD 1.01% Equity (common) BM
— WILLIS TOWERS WATSON PLC 1.00% Equity (common) IE
AFG AMERICAN FINANCIAL GROUP INC 0.96% Equity (common) US
PG PROCTER & GAMBLE COMPANY (THE) 0.95% Equity (common) US
DLTR DOLLAR TREE INC 0.92% Equity (common) US
THC TENET HEALTHCARE CORP 0.91% Equity (common) US
INTC INTEL CORP 0.89% Equity (common) US
MTB M&T BANK CORP 0.85% Equity (common) US
CHRW CH ROBINSON WORLDWIDE INC 0.84% Equity (common) US
EXEL EXELIXIS INC 0.83% Equity (common) US
BBY BEST BUY CO INC 0.82% Equity (common) US
LDOS LEIDOS HOLDINGS INC 0.81% Equity (common) US
RJF RAYMOND JAMES FINANCIAL INC 0.81% Equity (common) US
ALL ALLSTATE CORP (THE) 0.77% Equity (common) US
AMZN AMAZON.COM INC 0.72% Equity (common) US
BMY BRISTOL-MYERS SQUIBB COMPANY 0.72% Equity (common) US
LEN LENNAR CORP 0.72% Equity (common) US
— LEGG MASON PARTNERS INSTITUTIONAL TRUST 0.68% Short-term investment US
Chart
Seasonality
'22'23'24'25'26Avg
Jan--7.72%0.17%4.24%3.57%3.92%
Feb---3.12%3.78%0.16%1.26%0.52%
Mar---4.65%5.74%-1.50%-3.71%-1.03%
Apr---0.26%-5.18%-3.54%3.32%-1.42%
May---4.78%2.62%4.84%1.00%0.92%
Jun--6.86%-0.11%3.55%2.29%3.15%
Jul--3.83%5.67%-1.13%3.56%2.98%
Aug---2.08%3.20%3.37%0.53%1.26%
Sep---3.38%3.12%0.55%-4.74%-1.11%
Oct0.00%-0.95%-1.48%-1.17%1.67%*-0.39%
Nov5.99%4.23%7.50%2.49%--5.05%
Dec-15.23%2.37%-9.84%-0.47%---5.79%
Total-10.15%4.84%14.73%11.57%8.69%5.94%
Technical Indicators

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators
  • SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
  • EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
  • MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
  • ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
  • +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
  • RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
  • Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
  • Williams %R — inverted scale: <−80 oversold, >−20 overbought.

Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.

Volume & Volatility
  • Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
  • OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
  • Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
  • ATR / True Range — average daily $ move; sizing and stop-loss reference.
  • HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.

Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →

Trend Indicators

SMA 20: $15.78
SMA 50: $16.27
SMA 200: $15.46
Current: $15.45
EMA 12: $15.55
EMA 26: $15.82
MACD: -0.2707 | Signal: -0.0233
BEARISH
ADX (14): 31.00
TREND
+DI: 26.00
−DI: 49.70

Momentum Oscillators

RSI (14): 34.80
NEUTRAL
Stoch %K: 26.82
Stoch %D: 22.83
Williams %R: -68.90

Volume & Volatility

BB Upper: $16.53
BB Lower: $15.03
NEUTRAL
OBV: -535,366
Vol SMA 20: 20,705
Vol ROC: -94.94%
ATR: $0.12
True Range: $0.02
HV 20: 14.1%
HV 30: 13.1%
HV 60: 11.9%

Data Summary

Data Points: 500
Last Updated:
Date Range: 2024-10-11T00:00:00 – 2026-10-09T00:00:00
AI Analysis

Click Frenzy-Pro™ for an AI analysis of this ticker.

Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.

News
All DVAL news →

DVAL Options Activity & IV Rank

Loading options activity...
Spread Scanner GPU
Full Algorithm Docs ↗

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.

Stage 2 — Skew Adjustment (±25% cap)

RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.

Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
  • RSI <40 bullish / >60 bearish
  • MACD crossover + histogram trend
  • Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
  • Stochastic %K <20 / >80
  • Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
  • Blended ATR + straddle expected-move penalty
  • Bollinger Band signal (+ counter-trend penalty)
  • BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
  • IV rank ≥ 75 → strong boost for credit spreads
  • IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
  • Min open interest across all legs
  • OI < 100 → −0.10 · OI < 500 → −0.05

score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →

Enter a ticker to scan for optimal spread opportunities.

Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.

Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.

  • Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
  • Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
  • Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
  • Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each side

Which side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.

  • Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
  • Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
  • Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
  • Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together

Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:

  • High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
  • Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
  • Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d —
— pts EXTREME
ATM — / Wing —
30 DTE / 10d —
— pts EXTREME
ATM — / Wing —

Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.

Volatility Surface

Enter a ticker to render the implied volatility surface.

Volatility Smile

Enter a ticker to render the implied volatility smile.

IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis

Risk Metrics

Beta: 0.4870
Alpha: 0.59%
Correlation: 0.5590
R-Squared: 31.2%
Stock Volatility: 11.4%
Market Volatility: 13.0%

Analysis Details

Benchmark: SPY
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Beta & Alpha Over Time

DVAL Institutional Ownership (13F)

Latest filings — 2026-06-30

Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.

  • Shares — long equity positions in this name, aggregated across share classes.
  • Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
  • % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
  • Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.

Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.

11 filers495,707 shares$7.79M value
# Filer Shares Value % of Total % of Float Period
1 LPL Financial LLC Custodian 152,380 $2.39M 30.67% — 2026-06-30
2 Franklin Resources, Inc. Custodian 141,051 $2.21M 28.39% — 2026-06-30
3 Citadel Advisors LLC Custodian 43,893 $688.53K 8.83% — 2026-06-30
4 NORTHSTAR ASSET MANAGEMENT Co 39,582 $637.50K 8.18% — 2026-06-30
5 Jones Financial Companies LLLP Custodian 37,866 $595.56K 7.64% — 2026-06-30
6 Raymond James Financial, Inc. Custodian 36,609 $574.27K 7.37% — 2026-06-30
7 FLOW TRADERS U.S. LLC 22,880 $359.00K 4.61% — 2026-06-30
8 Susquehanna International Group, LLP Custodian 15,360 $240.94K 3.09% — 2026-06-30
9 EverSource Wealth Advisors, LLC Custodian 3,494 $54.81K 0.70% — 2026-06-30
10 OSAIC HOLDINGS, INC. Custodian 2,591 $40.71K 0.52% — 2026-06-30
11 Morgan Stanley Custodian 1 $25 <0.01% — 2026-06-30
# Filer Notional Value % of Total Period
# Filer Notional Value % of Total Period
Constituent Performance

Click any bar to view the full quote for that stock.

Constituents
Symbol Name Weight % Price 1 Day 1 Week 1 Month