Target-Volatility Strategies ETFs

Target-Volatility Strategies ETFs
  • Pininvest Analysis

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

 

We do not receive any commission or other form of compensation from the providers included in our 'Funds' presentation

Target-Volatility Strategies ETFs • Updated:

Name Ticker Exchange Category SubCategory Currency Cur.Price AUM Perf. Momentum Vol. Risk Contrib. MDD
 
First Trust Hedged BuyWrite Income ETF FTLB NASDAQ US Market DownsideProtection / UpsideLimits USD 21.25 7.4 M 8.3% Neutral 9%   1% -8%
First Trust Horizon Managed Volatility Developed International ETF HDMV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 31.90 154 M 13.9% Neutral 12%   3% -6%
First Trust Horizon Managed Volatility Domestic ETF HUSV NYSEARCA US Market LargeCap LowVolatility USD 31.27 256 M 24.6% Neutral 12%   3% -7%
Goldman Sachs ActiveBeta International Equity ETF GSIE NYSEARCA Developed Markets (ex-US) MultiFactor LowVolatility USD 34.95 1.7 B 31.7% Neutral 14%   3% -7%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 83.48 7.5 B 34.2% Neutral 16%   4% -9%
Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF XRLV NYSEARCA US Market LargeCap LowVolatility USD 45.70 128 M 29.6% Neutral 13%   3% -7%
Invesco S&P 500® Low Volatility ETF SPLV NYSEARCA US Market LargeCap LowVolatility USD 59.96 12 B 22.4% Neutral 12%   3% -7%
Invesco S&P International Developed Low Volatility ETF IDLV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 30.82 978 M 12.4% Neutral 11%   2% -5%
Invesco S&P MidCap Low Volatility XMLV NYSEARCA US Market MidCap LowVolatility USD 52.66 3.5 B 27.3% Neutral 14%   4% -8%
Invesco S&P SmallCap Low Volatility XSLV NYSEARCA US Market SmallCap LowVolatility USD 46.20 2.3 B 40.0% Neutral 20%   5% -11%
iShares Edge MSCI Min Vol Global ETF ACWV NYSEARCA Global Markets InvestableMkt LargeCap USD 101.38 5.3 B 15.6% Neutral 10%   3% -6%
iShares Edge MSCI USA Size Factor ETF SIZE NYSEARCA US Market LargeMidCap LowVolatility USD 125.48 1.2 B 42.9% Neutral 16%   4% -8%
iShares MSCI EAFE Minimum Volatility ETF EFAV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 74.98 12 B 12.8% Neutral 11%   3% -6%
iShares MSCI Emerging Markets Minimum Volatility ETF EEMV NYSEARCA Emerging Markets InvestableMkt LowVolatility USD 63.62 4.8 B 21.8% Neutral 12%   2% -5%
iShares MSCI USA Minimum Volatility ETF USMV NYSEARCA US Market InvestableMkt LowVolatility USD 71.84 36 B 18.2% Neutral 13%   3% -7%
Laddered Fund of S&P 500 Power Buffer ETFs BUFF BATS US Market Limited Downside Protection USD 34.56 137 M 9.5% Neutral 12%   2% -8%
Legg Mason International Low Volatility High Dividend ETF LVHI BATS Developed Markets (ex-US) MultiFactor LowVolatility USD 25.84 63 M 15.8% Weak Up 11%   2% -8%
Legg Mason Low Volatility High Dividend ETF LVHD NASDAQ US Market Dividend Yield USD 36.05 813 M 26.4% Neutral 15%   3% -6%
Nationwide Risk-Based International Equity ETF RBIN NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 28.06 115 M 19.8% Neutral 13%   3% -6%
Nationwide Risk-Based U.S. Equity ETF RBUS NYSEARCA US Market LargeCap LowVolatility USD 38.93 113 M 32.8% Neutral 13%   3% -7%
Principal U.S. Mega-Cap ETF USMC NASDAQ US Market LargeCap LowVolatility USD 38.44 1.4 B 29.0% Neutral 15%   3% -9%
SPDR Russell 1000 Low Volatility ETF LGLV NYSEARCA US Market LargeCap LowVolatility USD 130.19 992 M 29.7% Neutral 14%   4% -7%
SPDR Russell 1000 Low Volatility Focus ETF ONEV NYSEARCA US Market MultiFactor LowVolatility USD 101.58 489 M 39.0% Neutral 16%   4% -7%
SPDR Russell 2000 Low Volatility ETF SMLV NYSEARCA US Market SmallCap LowVolatility USD 111.22 296 M 50.3% Neutral 23%   5% -10%
VictoryShares International High Dividend Volatility Weighted ETF CID NASDAQ Developed Markets (ex-US) MultiFactor LowVolatility USD 32.83 76 M 32.7% Neutral 15%   3% -8%
VictoryShares U.S. Large Cap High Div Volatility Wtd Index ETF CDL NASDAQ US Market MultiFactor LowVolatility USD 55.81 305 M 41.6% Neutral 18%   4% -7%
VictoryShares US 500 Enhanced Volatility Weighted ETF CFO NASDAQ US Market MultiFactor LowVolatility USD 69.17 632 M 33.9% Neutral 14%   4% -7%
VictoryShares US 500 Volatility Wtd ETF CFA NASDAQ US Market LargeCap LowVolatility USD 69.14 808 M 37.2% Neutral 15%   4% -7%
VictoryShares US Discovery Enhanced Volatility Weighted ETF CSF NASDAQ US Market SmallCap LowVolatility USD 59.13 42 M 54.3% Neutral 20%   5% -8%
VictoryShares US Small Cap High Div Volatility Weighted ETF CSB NASDAQ US Market SmallCap Factors USD 58.96 92 M 67.2% Neutral 25%   6% -8%