Strategy SharesUS Stock StylesFactor#568 of 702 by YTD

Strategy Shares Newfound/ReSolve Robust Momentum ETFROMO

S&P 500 Compare

$33.41+2.2%

+$0.73 · Nov 9 close

Buy

AUM: $24M
Fee: 1.29%
Yield: 8.4%

Bumpy · 1Y: 1.1×S&P
Volume: 577
NAV: $32.58

What's insideAll 6 →

IVV 77.5%SHY 9.0%IEFA 7.9%IEMG 4.9%

52-week range5% below the high

$30.46$35.13

Returns	Today	1W	1M	3M	YTD	1Y	3Y	5Y	Max
Total return	+2.2%	+0.2%	−3.0%	−4.0%	+5.2%	+7.3%	+49.6%	+29.4%	+53.0%
Peer average	+2.5%	−0.3%	−2.6%	−2.6%	+11.6%	+14.4%	+68.5%	+55.9%	—
S&P 500 · VOO	+2.3%	+0.1%	−3.3%	−2.1%	+11.3%	+13.6%	+81.6%	+75.4%	—

ROMO in One Breath

ROMO Among Factor ETFs

YTD

#1SRHQSRH+29.1%$228M

#2VFMFVanguard+24.7%$1.1B

#3ONEOSPDR+20.9%$30.2M

#4JQUAJ.P. Morgan+19.9%$9.5B

#5QARPXtrackers+18.6%$78.5M

#6ROUSHartford+18.1%$760M

#7DEUSXtrackers+18.0%$300M

#8QQQAProShares+17.6%$39.5M

#50ROMOStrategy Shares+5.2%$24.4M

End-of-day Nov 9, 2026 · 58 Factor ETFs by YTD

$10,000 in ROMO

$10,000 in ROMO became

$12,945

In the S&P 500 (VOO)

$17,543

Total return, dividends in · Nov 1, 2021 – Nov 9, 2026 · S&P 500 uses VOO

ROMO’s Top Holdings

Today

IVVIshares Core S&P 500 Etf77.5%SHY9.0%IEFA7.9%IEMG4.9%IEFOther

Financial Services

Strategy Shares ROMO · 5 holdings · tile size = share of the fund · as of Nov 9, 2026

What ROMO Holds

Today

Technology36.5%

[…]

Financial Services99.7%

IVV 77.5 · SHY 9.0 · IEFA 7.9 · IEMG 4.9 · IEF

Healthcare9.6%

[…]

Consumer Cyclical8.9%

[…]

Communication Services8.6%

[…]

Industrials8.4%

[…]

Consumer Defensive4.8%

[…]

Strategy Shares ROMO · share of the fund by sector · as of Nov 9, 2026

Ishares’ Share of ROMO

Today

77.5%

$775 of every $1,000 in ROMO is Ishares

Ishares held by ROMO

$18.9M

Most Ishares per dollar

ASGM25.6%

BAMO20.8%

MATR15.3%

BUYW14.8%

Strategy Shares ROMO · each square = $10 of $1,000 · as of Nov 9, 2026

ROMO’s Share of Factor ETFs

Today

0.0%

of the $158B in 62 Factor ETFs

ROMO$24.4M0.0%

QUAL$47.6B30.1%

USMV$23.7B15.0%

59 others$86.9B55.0%

Factor ETF AUM · Nov 9, 2026

ROMO Fee per $100 vs Peers

Today

$1.29a year
per $100

$129 a year on $10,000

JQUA$0.12

QUAL$0.15

USMV$0.15

MTUM$0.15

IQLT$0.30

ROMO$1.29

Expense ratio · Factor peers · Nov 9, 2026

Inside ROMO

5 holdings · as of Nov 9, 2026

ROMO

Strategy Shares Newfound/ReSolve Robust Momentum ETF

Today

Technology36.5%Financial Services99.7%IVVIshares Core S&P 500 ETF77.5%SHY9.0%IEFA7.9%IEMG4.9%Healthcare9.6%Consumer Cyclical8.9%Communication Services8.6%Industrials8.4%Consumer Defensive4.8%

Technology36.5%Financial Services99.7%IVVIshares Core S&P 500 ETF77.5%SHY9.0%IEFA7.9%IEMGHealthcare9.6%Consumer Cyclical8.9%Communication Services8.6%Industrials8.4%Consumer Defensive4.8%

#	Ticker	Company	Weight ▼
1	IVV	Ishares Core S&P 500 ETF	77.46%
2	SHY	Ishares 1-3 Year Treasury	8.98%
3	IEFA	Ishares Core Msci Eafe ET	7.88%
4	IEMG	Ishares Core Msci Emergin	4.92%
5	IEF	Ishares 7-10 Year Treasur	0.42%

See all 6 holdings ↓

TechnologyFinancial ServicesHealthcareConsumer CyclicalCommunication ServicesIndustrialsConsumer DefensiveEnergyBasic MaterialsUtilitiesReal Estate

Strategy Shares ROMO · current holdings by weight · as of Nov 9, 2026 · each tile is one holding

All ROMO Holdings

6 holdings · as of Nov 9, 2026

ROMO

ROMO’s Holdings

Today

#
1	IVVIshares Core S&P 500 ETF	Financial Services	77.46%	$7,746.16	26K	$19.0M
2	SHYIshares 1-3 Year Treasury	Financial Services	8.98%	$898.44	27K	$2.2M
3	IEFAIshares Core Msci Eafe ET	Financial Services	7.88%	$788.34	20K	$1.9M
4	IEMGIshares Core Msci Emergin	Financial Services	4.92%	$492.24	17K	$1.2M
5	IEFIshares 7-10 Year Treasur	Financial Services	0.42%	$42.13	1,125	$103K
6	—Cash AND Cash Equivalents	—	0.33%	$32.70	80K	$80K

Strategy Shares ROMO · every reported holding · per $10,000 = dollars of each holding in a $10,000 stake · as of Nov 9, 2026

How It Compares

ROMO

Strategy Shares Newfound/ReSolve Robust Momentum ETF’s Peers

YTD


QUAL	iSharesRead Desk	0.15%	+1.0%	+17.0%	$47.6B
USMV	iSharesRead Desk	0.15%	−0.1%	+13.1%	$23.7B
MTUM	iSharesRead Desk	0.15%	−2.8%	+9.1%	$15.8B
IQLT	iSharesRead Desk	0.30%	+0.6%	+18.1%	$13.5B
JQUA	J.P. MorganRead Desk	0.12%	−0.3%	+23.4%	$9.5B
ROMO	Strategy SharesThis fundRead Desk	1.29%	+0.2%	+7.3%	$24M

Factor peers · YTD and past-year returns · as of Nov 10, 2026 · sorted by AUM

Head to Head

Put ROMO head to head with QUAL →

QUAL vs ROMO

YTD

QUALiShares · FactorROMOStrategy Shares · Factor

Year to date

+13.5%

+5.2%

QUAL wins+8.3 pts

Past year

+17.0%

+7.3%

QUAL wins+9.8 pts

Fee

0.15%

1.29%

QUAL winslower fee

Yield

2.7%

8.4%

ROMO wins+5.7 pts

AUM

$47.6B

$24.4M

QUAL1946.7× more

3–1QUAL wins

iShares QUAL and Strategy Shares ROMO · year-to-date · as of Nov 10, 2026 · AUM not scored

ROMO vs VOO

YTD

ROMO · Strategy Shares Newfound/ReSolve Robust Momentum

+5.2%

VOO · S&P 500

+11.3%

Gap

6.1 pts

Strategy Shares ROMO and Vanguard VOO · 1W total return · as of Nov 10, 2026

ROMO vs Its Peer Average

YTD

ROMOAvsBPeer average

1D+2.2%+2.5%

1M−3.0%−2.6%

3M−4.0%−2.6%

YTD+5.2%+11.6%

1Y+7.3%+14.4%

3Y+49.6%+68.5%

5Y+29.4%+55.9%

0–7Peer average wins

61 Factor peers · each row scaled to its leader

How Bumpy Is ROMO?

View

ROMO

How Bumpy

1.1×the S&P 500’s swings

CalmerBumpierS&P 1×ROMO

Calm rank among 7 factor funds#5

Other factor funds0.7× to 2.1×

Strategy Shares ROMO · daily swings over the past year vs the S&P 500

ROMO

Worst Drop

−11.2%from its Feb 25 high

Still below the high−4.8%

$10,000 at the high is now$9,520

Strategy Shares ROMO · fall from the highest close, past year

ROMO

On a Bad Day

1.0×the S&P 500’s fall

ROMO’s worst day: Thursday, Nov 5

ROMO

−3.9%

S&P 500

−4.4%

Up days52 of every 100

S&P 500 up days52 of every 100

Strategy Shares ROMO · average move on days the S&P 500 fell

ROMO

Return for the Bumps

1Y#6 of 7 factor funds

#1JQUAJ.P. Morgan

most for the bumps

#2QUALiShares

#3USMViShares

calmest ride

#4IQLTiShares

#5SPLVInvesco

#6ROMOStrategy Shares

#7MTUMiShares

Ranked by return above cash for each unit of bumpiness (Sharpe ratio) · cash = 3.8%

ROMO

Cost

Today

$129a year per $10,000

JQUA

$12

QUAL

$15

USMV

$15

MTUM

$15

SPLV

$25

IQLT

$30

ROMO

$129

Expense ratio 1.29%, taken from the fund’s value

ROMO

Volatility & Beta

14.9%annual volatility

S&P 500 volatility13.7%

Downside volatility10.5%

Beta vs SPY0.96

Correlation vs SPY0.89

Beta rank, lowest first, of 7#6

Daily total returns × √252 · past 254 trading days

ROMO

Max Drawdown

−11.2%peak to trough

Peak closeFeb 25, 2026

Current drawdown−4.8%

Worst day−3.89% · Nov 5

Closing prices, dividends in

ROMO

Up / Down Capture

100%down capture vs SPY

Down days

100%

Up days

94%

S&P 500

100%

Up ÷ down capture0.94

Up days52.0% (S&P 52.4%)

Average daily move on SPY up days and down days

ROMO

Sharpe & Sortino vs Peers

Fund	Sharpe	Sortino	Volatility	Max DD	Beta	Fee / $10k
JQUA	1.48	2.19	12.9%	−7.1%	0.86	$12
QUAL	0.98	1.46	12.7%	−9.0%	0.87	$15
USMV	0.95	1.42	9.3%	−6.5%	0.38	$15
IQLT	0.93	1.42	15.7%	−10.4%	0.89	$30
SPLV	0.77	1.21	11.1%	−9.2%	0.06	$25
ROMO	0.21	0.30	14.9%	−11.2%	0.96	$129
MTUM	0.14	0.20	29.3%	−27.3%	1.68	$15

Sharpe = (return − 3.8% cash) ÷ volatility · Sortino uses downside volatility only

ROMO

Trading

Today

+2.55%above its holdings’ value

Close$33.41

NAV$32.58

Fee per $10,000$129 a year

Avg. volume 30D2K shares

Premium / discount history starts once daily NAV is saved

Close vs net asset value, Nov 9

The Details

ROMO

Fund Facts

Today

2019launched Nov 1

Tracks[…]

Exchange · CUSIPCBOE · 86280R886

StructureETF

Leverage1x

Cost on $10,000$129 a year

Go deeper

Prospectus & documents Trading & liquidity Fees & costs Distributions

Strategy Shares ROMO · fund facts · as of Nov 10, 2026

ROMO

Payouts by Year

$2.82per share, Dec 2025

Distribution yield8.4%

PaidOnce a year, in December

Latest ex-date · paidDec 29 · Dec 30, 2025

7 payouts added up$4.45 a share

Strategy Shares ROMO · distributions by ex-date · 2019–2025

All Fund FactsDocuments · trading · fees · every payout

Prospectus & Documents

Trading & Liquidity

Net asset value$32.58

Premium / discount[…]

Median spread · 30D[…]

Volume today577

Average volume · 30D2K

Shares outstanding[…]

Options[…]

Fees & Costs

Net expense ratio1.29%

Gross expense ratio[…]

Management fee[…]

Cost on $10,000 a year$129.00

Our risk indicator4/5

Estimated yearly cost excludes trading costs and assumes constant assets.

Distributions

Ex-date	Paid	Per share
Dec 29, 2025	Dec 30, 2025	$2.82
Dec 27, 2024	Dec 30, 2024	$0.24
Dec 27, 2023	Dec 29, 2023	$0.64
Dec 28, 2022	Dec 30, 2022	$0.19
Dec 29, 2021	Dec 31, 2021	$0.17
Dec 29, 2020	Dec 31, 2020	$0.24
Dec 27, 2019	Dec 31, 2019	$0.15

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