Target-Volatility Strategies ETFs

Target-Volatility Strategies ETFs
Components Performance/Risk
Period Return
12.1%
Return Rank
Below Average
Risk Exposure
Low Risk

The list of low volatility ETFs is extensive - a testimony of the popularity of a strategy combining lower risk exposure and sustained returns

But actual returns did not quite make good on these promises over the past years, essentially because the top performing industries – healthcare and technology – also turned out to be the most volatile … and the less favored in volatility weighing by the funds

In Target-Volatility Strategies, the diversity of fund asset allocations facilitates cross-category comparisons but we believe our detailed classifications by region & by market cap, by high-beta & momentum and by (multi)-factor to be more relevant

Theme Components
Name
Ticker
Category
SubCategory
Cur. Price
Performance
Momentum
Risk Rank
Risk Contrib
 
Invesco S&P 500® Low Volatility ETF SPLV US EquityLargeCap LowVolatility72.795.2% Neutral Low Risk
SPDR® SSGA US Large Cap Low Volatility Index ETF LGLV US EquityLargeCap LowVolatility179.196.5% Neutral Low Risk
iShares MSCI USA Minimum Volatility ETF USMV US EquityLargeCap LowVolatility100.739.6% Neutral Low Risk
First Trust Horizon Managed Volatility Domestic ETF HUSV US EquityLargeCap LowVolatility40.094.7% Neutral Low Risk
Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF XRLV US EquityLargeCap LowVolatility57.256.2% Weak Up Low Risk
VictoryShares US 500 Volatility Wtd ETF CFA US EquityLargeCap LowVolatility98.1312.5% Neutral Low Risk
Principal U.S. Mega-Cap ETF USMC US EquityLargeCap LowVolatility78.0416.6% Neutral Low Risk
Thor Low Volatility ETF THLV US EquityLargeCap LowVolatility31.487.4% Weak Down Low Risk
Invesco S&P SmallCap Low Volatility XSLV US EquitySmallCap LowVolatility49.1113.9% Weak Down Low Risk
SPDR® SSGA US Small Cap Low Volatility Index ETF SMLV US EquitySmallCap LowVolatility151.8625.7% Weak Down Below Average
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