VanEck Vectors Social Sentiment ETF (BUZZ US) – Portfolio Construction Methodology

The underlying BUZZ NextGen AI US Sentiment Leaders Index provides rules-based exposure to U.S. large- and mid-cap equities selected using natural-language sentiment analysis of online and social-media content. The universe consists of U.S. common stocks listed on major exchanges with market cap typically ≥ USD 5 billion and substantial trading liquidity, while closed-end funds, ETFs, preferreds and other non-operating vehicles are excluded. Eligible names must exhibit sustained message activity over recent months so that a proprietary BUZZ score, combining frequency of mentions and measured positivity, can be calculated. At each monthly review, the index ranks the universe by BUZZ score and selects the top 75 names, using buffers around the cutoff to limit unnecessary turnover. Constituents are weighted in proportion to BUZZ scores but constrained so that individual stock weights stay in the low single digits, preventing outsized exposure to the most popular names while preserving sentiment-driven tilts.

To explore BUZZ in more depth, visit our ETF analytics platform for institutional-grade insights — including performance and risk metrics, correlations, sensitivities, and factor exposure: https://www.etfstrategy.com/etf/BUZZ_US