Interesting that Romarco is in there.
The criteria for the fund stocks:
• Stocks must have a full market capitalisation exceeding USD 150 million.
• Stocks must have three months average-daily-trading volume of at least USD 1.0 million.
• Stocks must have traded least 250,000 shares per month over the last six months.
http://www.4asset-management.net/en/Research/MV/MV/MVGDXJ_assets/MVGDXJ_Rulebook.pdf