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. Vol. Risk Contrib. MDD
 
First Trust Hedged BuyWrite Income ETF FTLB NASDAQ US Market DownsideProtection/UpsideLimits USD 19.89 7.4 M -7.8% 12%   1% -16%
First Trust Horizon Managed Volatility Developed International ETF HDMV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 27.96 154 M -15.4% 24%   2% -32%
First Trust Horizon Managed Volatility Domestic ETF HUSV NYSEARCA US Market LargeCap LowVolatility USD 25.54 256 M -3.4% 30%   3% -36%
Global X Scientific Beta US ETF SCIU NYSEARCA US Market MultiFactor LowVolatility USD 31.20 86 M -2.6% 34%   4% -37%
Goldman Sachs ActiveBeta International Equity ETF GSIE NYSEARCA Developed Markets (ex-US) MultiFactor LowVolatility USD 26.70 1.7 B -5.4% 29%   3% -35%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 63.00 7.5 B 7.7% 33%   4% -34%
Hartford Multifactor Low Volatility International Equity ETF LVIN BATS Global ex-US InvestableMkt LowVolatility USD 27.53 5.5 M 0.3% 6%   0% -6%
Hartford Multifactor Low Volatility US Equity ETF LVUS BATS US Market MultiFactor LowVolatility USD 27.58 7.2 M -8.0% 30%   3% -36%
Innovator Lunt Low Vol/High Beta Tactical ETF LVHB BATS US Market High Beta Mkt Sensitive USD 30.01 137 M -14.3% 46%   4% -46%
Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF XRLV NYSEARCA US Market LargeCap LowVolatility USD 35.70 128 M -6.6% 34%   4% -39%
Invesco S&P 500 Low Volatility ETF SPLV NYSEARCA US Market LargeCap LowVolatility USD 49.96 12 B -8.1% 34%   3% -37%
Invesco S&P International Developed Low Volatility ETF IDLV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 27.62 978 M -13.7% 27%   2% -36%
Invesco S&P MidCap Low Volatility XMLV NYSEARCA US Market MidCap LowVolatility USD 41.34 3.5 B -17.6% 37%   3% -41%
Invesco S&P SmallCap Low Volatility XSLV NYSEARCA US Market SmallCap LowVolatility USD 33.31 2.3 B -27.8% 42%   3% -45%
iShares Edge MSCI Min Vol Global ETF ACWV NYSEARCA Global Markets InvestableMkt LargeCap USD 87.94 5.3 B -5.3% 26%   3% -29%
iShares Edge MSCI USA Size Factor ETF SIZE NYSEARCA US Market LargeMidCap LowVolatility USD 87.53 1.2 B -2.7% 37%   4% -39%
iShares MSCI EAFE Minimum Volatility ETF EFAV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 66.21 12 B -9.4% 26%   3% -28%
iShares MSCI Emerging Markets Minimum Volatility ETF EEMV NYSEARCA Emerging Markets InvestableMkt LowVolatility USD 52.55 4.8 B -11.1% 25%   2% -29%
iShares MSCI USA Minimum Volatility ETF USMV NYSEARCA US Market InvestableMkt LowVolatility USD 60.89 36 B -2.0% 30%   3% -33%
Legg Mason International Low Volatility High Dividend ETF LVHI BATS Developed Markets (ex-US) MultiFactor LowVolatility USD 22.11 63 M -16.8% 29%   3% -33%
Legg Mason Low Volatility High Dividend ETF LVHD NASDAQ US Market Dividend Yield USD 28.81 813 M -8.0% 33%   3% -37%
Nationwide Risk-Based International Equity ETF RBIN NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 23.80 115 M -3.1% 24%   2% -29%
Nationwide Risk-Based U.S. Equity ETF RBUS NYSEARCA US Market LargeCap LowVolatility USD 29.66 113 M 3.9% 29%   3% -34%
Principal U.S. Mega-Cap Multi-Factor Index ETF USMC NASDAQ US Market LargeCap Size USD 30.16 1.4 B 4.5% 31%   4% -30%
SPDR Russell 1000 Low Volatility ETF LGLV NYSEARCA US Market LargeCap LowVolatility USD 102.74 992 M -3.8% 35%   4% -37%
SPDR Russell 1000 Low Volatility Focus ETF ONEV NYSEARCA US Market MultiFactor LowVolatility USD 73.29 489 M -6.8% 36%   4% -40%
SPDR Russell 2000 Low Volatility ETF SMLV NYSEARCA US Market SmallCap LowVolatility USD 75.20 296 M -16.6% 42%   4% -43%
VictoryShares International High Dividend Volatility Weighted ETF CID NASDAQ Developed Markets (ex-US) MultiFactor LowVolatility USD 25.30 76 M -19.6% 33%   3% -43%
VictoryShares U.S. Large Cap High Div Volatility Wtd Index ETF CDL NASDAQ US Market MultiFactor LowVolatility USD 39.29 305 M -13.5% 37%   4% -41%
VictoryShares US 500 Enhanced Volatility Wtd ETF CFO NASDAQ US Market MultiFactor LowVolatility USD 51.81 632 M 6.6% 16%   2% -17%
VictoryShares US 500 Volatility Wtd ETF CFA NASDAQ US Market LargeCap LowVolatility USD 50.43 808 M -3.0% 35%   4% -38%
VictoryShares US Discovery Enhanced Volatility Weighted ETF CSF NASDAQ US Market SmallCap LowVolatility USD 38.62 42 M 4.1% 24%   2% -21%
VictoryShares US Small Cap High Div Volatility Weigthed ETF CSB NASDAQ US Market SmallCap Factors USD 36.06 92 M -14.3% 41%   4% -42%