Research Report: OUSAX - O’Shares U.S. Quality Dividend Index

Four pillars of quality investments may lead to consistent outperformance

Index constituents are comprised of the 100 U.S. Large Cap companies with the highest quality as measured by O’Shares’ rules-based methodology emphasizing profitability, dividend growth & coverage, debt, and volatility.

Quality Advantages
Seek companies with strong balance
sheets and profitability, for long-term
investors.

Performance
High-quality dividend-paying
companies provide a performance
alternative to value investing.

Diversified Portfolio
Approximately 100 large-cap
companies selected according to
measures of financial quality.

Index Portfolio Metrics

Source: Bloomberg Finance L.P. Data as of 05/31/2022. OUSA Index: O’Shares U.S. Quality Dividend Total Return Index.

3-Year Batting Average: OUSAX Index vs. Value

Any 3-Year Holding Period: OUSAX Index Outperformed Russell 1000 Value 82% of the time.

3-Year Batting Average: Daily Rolling Returns (December 2010 – December 2021)

Source: Bloomberg Finance L.P. Data from 12/21/2007- 05/31/2022. OUSAX Index: O’Shares U.S. Quality Dividend Total Return Index. The performance data presented with respect to the O’Shares U.S. Quality Dividend Total Return Index (the “Index”) prior to 05/22/2020, represent pre-inception index performance data (“PIP data”) to illustrate how the Index may have performed had it been in existence prior to 05/22/2020. PIP data is based on a criteria applied retroactively with the benefit of hindsight and knowledge of factors that may have positively affected its performance and cannot account for all financial risk that may affect the actual performance. While an investor cannot invest directly in the Index, for purposes of showing the PIP data herein, all PIP information represents the Index information. Past performance does not guarantee future results.