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 22.28 8.9 M -0.1% 13%   2% -15%
First Trust Horizon Managed Volatility Developed International ETF HDMV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 33.38 134 M 2.5% 11%   2% -12%
First Trust Horizon Managed Volatility Domestic ETF HUSV NYSEARCA US Market LargeCap VolatilityTarget USD 27.27 241 M 14.2% 13%   3% -13%
Global X Scientific Beta US ETF SCIU NYSEARCA US Market MultiFactor LowVolatility USD 33.68 99 M 4.6% 15%   4% -19%
Goldman Sachs ActiveBeta International Equity ETF GSIE NYSEARCA Developed Markets (ex-US) MultiFactor LowVolatility USD 28.47 1.6 B 0.4% 13%   3% -18%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 60.40 6.9 B 4.9% 17%   4% -20%
Hartford Multifactor Low Volatility International Equity ETF LVIN BATS Global ex-US InvestableMkt LowVolatility USD 27.03 5.4 M 1.1% 12%   2% -13%
Hartford Multifactor Low Volatility US Equity ETF LVUS BATS US Market MultiFactor LowVolatility USD 30.99 7.8 M 8.5% 14%   3% -18%
Innovator Lunt Low Vol/High Beta Tactical ETF LVHB BATS US Market High Beta Mkt Sensitive USD 36.24 134 M 14.4% 12%   3% -12%
iShares Edge MSCI Min Vol Global ETF ACWV NYSEARCA Global Markets InvestableMkt LargeCap USD 93.70 5.3 B 9.5% 10%   3% -11%
iShares Edge MSCI USA Size Factor ETF SIZE NYSEARCA US Market LargeMidCap LowVolatility USD 92.37 396 M 5.6% 16%   4% -20%
iShares MSCI EAFE Minimum Volatility ETF EFAV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 72.65 12 B 3.8% 10%   2% -11%
iShares MSCI Emerging Markets Minimum Volatility ETF EEMV NYSEARCA Emerging Markets InvestableMkt LowVolatility USD 57.99 5.5 B 3.0% 13%   3% -10%
iShares MSCI USA Minimum Volatility ETF USMV NYSEARCA US Market InvestableMkt LowVolatility USD 63.71 34 B 13.3% 13%   3% -14%
Legg Mason International Low Volatility High Dividend ETF LVHI BATS Developed Markets (ex-US) MultiFactor LowVolatility USD 26.54 51 M 4.5% 11%   1% -13%
Legg Mason Low Volatility High Dividend ETF LVHD NASDAQ US Market High Dividend Yield USD 33.26 768 M 9.6% 12%   3% -12%
Nationwide Risk-Based International Equity ETF RBIN NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 25.09 119 M 0.2% 11%   2% -13%
Nationwide Risk-Based U.S. Equity ETF RBUS NYSEARCA US Market LargeCap VolatilityTarget USD 29.61 116 M 7.7% 12%   3% -15%
PowerShares S&P 500 ex-Rate Sensitive Low Volatility Portfolio XRLV NYSEARCA US Market MultiFactor LowVolatility USD 39.35 170 M 9.8% 14%   4% -17%
PowerShares S&P 500® Low Volatility SPLV NYSEARCA US Market LargeCap VolatilityTarget USD 56.94 12 B 15.6% 12%   3% -12%
PowerShares S&P International Developed Low Volatility IDLV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 34.10 919 M 7.7% 10%   2% -12%
PowerShares S&P MidCap Low Volatility XMLV NYSEARCA US Market MidCap LowVolatility USD 52.33 3.3 B 8.3% 13%   3% -14%
PowerShares S&P SmallCap Low Volatility XSLV NYSEARCA US Market SmallCap LowVolatility USD 49.63 2.2 B 0.4% 15%   3% -20%
Principal U.S. Mega-Cap Multi-Factor Index ETF USMC NASDAQ US Market LargeCap Size USD 29.40 1.4 B 7.3% 16%   4% -16%
SPDR Russell 1000 Low Volatility ETF LGLV NYSEARCA US Market LargeCap VolatilityTarget USD 110.73 860 M 15.1% 13%   4% -14%
SPDR Russell 1000 Low Volatility Focus ETF ONEV NYSEARCA US Market MultiFactor LowVolatility USD 82.11 566 M 7.5% 14%   4% -18%
SPDR Russell 2000 Low Volatility ETF SMLV NYSEARCA US Market SmallCap LowVolatility USD 96.95 262 M 1.2% 15%   3% -19%
VictoryShares International High Dividend Volatility Weighted ETF CID NASDAQ Developed Markets (ex-US) MultiFactor LowVolatility USD 31.98 90 M 0.1% 13%   2% -13%
VictoryShares U.S. Large Cap High Div Volatility Wtd Index ETF CDL NASDAQ US Market MultiFactor LowVolatility USD 48.03 344 M 5.1% 13%   3% -16%
VictoryShares US 500 Enhanced Volatility Wtd ETF CFO NASDAQ US Market MultiFactor LowVolatility USD 49.67 773 M -3.3% 15%   3% -21%
VictoryShares US 500 Volatility Wtd ETF CFA NASDAQ US Market LargeCap VolatilityTarget USD 53.31 777 M 3.6% 16%   4% -21%
VictoryShares US Discovery Enhanced Volatility Weighted ETF CSF NASDAQ US Market SmallCap LowVolatility USD 36.53 66 M -24.6% 16%   2% -29%
VictoryShares US Small Cap High Div Volatility Weigthed ETF CSB NASDAQ US Market SmallCap Factors USD 45.49 93 M -2.6% 17%   3% -20%