US MidCap Factors ETFs

Components Performance/Risk
Period Return
15.3%
Return Rank
Average
Risk Exposure
Low Risk

The S&P MidCap 400® index defines the pool of most potential investments for MidCap ETFs 

Factors screening the midcap companies will be key differentiators between the funds for performance and also, critically, in terms of risk exposure

The selection signals new insights: 

  • Growth factors, inducing potentially higher performance, are  not always linked to more volatility
  • "Below average risk" ETFs rankings often remain strong performers, suggesting attractive arbitrage
  • Value, Momentum and Multi-Factor screens are also included

 

To take a closer look, momentum signals trends of the last 5 days against a 20-day average

For comparison, select various time frames in the top right menu box, from 2 weeks to a full year (performance of some very recently listed ETFs may not be significant for lack of price data)

Theme Components
Name
Ticker
Category
SubCategory
Cur. Price
Performance
Momentum
Risk Rank
Risk Contrib
 
Invesco S&P MidCap Low Volatility XMLV US EquityMidCap LowVolatility67.1314.5% Neutral Low Risk
JPMorgan Diversified Return U.S. Mid Cap Equity ETF JPME US EquityMidCap LowVolatility125.5422.5% Neutral Low Risk
ProShares S&P MidCap 400 Dividend Aristocrats ETF REGL US EquityMidCap Factors94.0317.8% Neutral Low Risk
WisdomTree U.S. MidCap Dividend Fund DON US EquityMidCap Factors57.9120.2% Neutral Low Risk
First Trust Mid Cap Core AlphaDEX Fund FNX US EquityMidCap Factors142.0916.8% Neutral Below Average
Invesco S&P MidCap 400® GARP ETF GRPM US EquityMidCap Factors146.7525.0% Neutral Below Average
John Hancock Multifactor Mid Cap ETF JHMM US EquityMidCap Factors73.9116.0% Neutral Below Average
Franklin LibertyQ U.S. Mid Cap Equity ETF FLQM US EquityMidCap Factors62.1215.2% Neutral Low Risk
Invesco S&P MidCap Quality ETF XMHQ US EquityMidCap Factors119.8118.2% Neutral Below Average
Invesco S&P MidCap Value with Momentum ETF XMVM US EquityMidCap Factors74.9429.4% Neutral Below Average
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