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 19.18 7.4 M -11.7% 10%   1% -15%
First Trust Horizon Managed Volatility Developed International ETF HDMV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 29.30 154 M -10.6% 24%   3% -31%
First Trust Horizon Managed Volatility Domestic ETF HUSV NYSEARCA US Market LargeCap LowVolatility USD 27.23 256 M 0.3% 30%   3% -35%
Global X Scientific Beta US ETF SCIU NYSEARCA US Market MultiFactor LowVolatility USD 33.48 86 M 1.9% 34%   4% -37%
Goldman Sachs ActiveBeta International Equity ETF GSIE NYSEARCA Developed Markets (ex-US) MultiFactor LowVolatility USD 28.70 1.7 B 2.3% 30%   3% -34%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 67.10 7.5 B 12.4% 33%   4% -33%
Innovator Lunt Low Vol/High Beta Tactical ETF LVHB BATS US Market High Beta Mkt Sensitive USD 31.48 137 M -13.5% 47%   5% -46%
Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF XRLV NYSEARCA US Market LargeCap LowVolatility USD 38.46 128 M -0.9% 34%   4% -38%
Invesco S&P 500 Low Volatility ETF SPLV NYSEARCA US Market LargeCap LowVolatility USD 53.24 12 B -5.3% 34%   4% -36%
Invesco S&P International Developed Low Volatility ETF IDLV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 28.96 978 M -10.7% 27%   3% -33%
Invesco S&P MidCap Low Volatility XMLV NYSEARCA US Market MidCap LowVolatility USD 41.93 3.5 B -17.8% 37%   4% -39%
Invesco S&P SmallCap Low Volatility XSLV NYSEARCA US Market SmallCap LowVolatility USD 34.02 2.3 B -28.5% 43%   5% -44%
iShares Edge MSCI Min Vol Global ETF ACWV NYSEARCA Global Markets InvestableMkt LargeCap USD 91.96 5.3 B -2.7% 26%   3% -29%
iShares Edge MSCI USA Size Factor ETF SIZE NYSEARCA US Market LargeMidCap LowVolatility USD 94.43 1.2 B 4.2% 37%   4% -39%
iShares MSCI EAFE Minimum Volatility ETF EFAV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 68.94 12 B -5.9% 26%   3% -28%
iShares MSCI Emerging Markets Minimum Volatility ETF EEMV NYSEARCA Emerging Markets InvestableMkt LowVolatility USD 55.89 4.8 B -3.1% 25%   2% -29%
iShares MSCI USA Minimum Volatility ETF USMV NYSEARCA US Market InvestableMkt LowVolatility USD 63.86 36 B -0.4% 30%   3% -33%
Legg Mason International Low Volatility High Dividend ETF LVHI BATS Developed Markets (ex-US) MultiFactor LowVolatility USD 22.07 63 M -16.9% 30%   3% -33%
Legg Mason Low Volatility High Dividend ETF LVHD NASDAQ US Market Dividend Yield USD 29.71 813 M -7.8% 33%   3% -37%
Nationwide Risk-Based International Equity ETF RBIN NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 25.14 115 M 1.9% 19%   1% -27%
Nationwide Risk-Based U.S. Equity ETF RBUS NYSEARCA US Market LargeCap LowVolatility USD 31.77 113 M 8.3% 28%   3% -34%
Principal U.S. Mega-Cap Multi-Factor Index ETF USMC NASDAQ US Market LargeCap Size USD 32.47 1.4 B 12.5% 31%   3% -30%
SPDR Russell 1000 Low Volatility ETF LGLV NYSEARCA US Market LargeCap LowVolatility USD 108.62 992 M -1.0% 35%   4% -36%
SPDR Russell 1000 Low Volatility Focus ETF ONEV NYSEARCA US Market MultiFactor LowVolatility USD 78.35 489 M -2.3% 36%   4% -39%
SPDR Russell 2000 Low Volatility ETF SMLV NYSEARCA US Market SmallCap LowVolatility USD 78.21 296 M -16.2% 43%   4% -42%
VictoryShares International High Dividend Volatility Weighted ETF CID NASDAQ Developed Markets (ex-US) MultiFactor LowVolatility USD 26.72 76 M -14.0% 34%   3% -42%
VictoryShares U.S. Large Cap High Div Volatility Wtd Index ETF CDL NASDAQ US Market MultiFactor LowVolatility USD 41.21 305 M -10.7% 37%   4% -40%
VictoryShares US 500 Enhanced Volatility Wtd ETF CFO NASDAQ US Market MultiFactor LowVolatility USD 54.18 632 M 10.2% 16%   1% -16%
VictoryShares US 500 Volatility Wtd ETF CFA NASDAQ US Market LargeCap LowVolatility USD 54.16 808 M 2.9% 35%   4% -38%
VictoryShares US Discovery Enhanced Volatility Weighted ETF CSF NASDAQ US Market SmallCap LowVolatility USD 40.51 42 M 12.7% 24%   2% -21%
VictoryShares US Small Cap High Div Volatility Weigthed ETF CSB NASDAQ US Market SmallCap Factors USD 39.33 92 M -9.1% 41%   4% -41%