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. Vol. Contrib. MDD
 
First Trust Hedged BuyWrite Income ETF FTLB NASDAQ US Market DownsideProtection/UpsideLimits USD 21.63 8.6 M -2.2% 11%   3% -16%
First Trust Horizon Managed Volatility Developed International ETF HDMV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 33.67 51 M 0.1% 11%   3% -14%
First Trust Horizon Managed Volatility Domestic ETF HUSV NYSEARCA US Market LargeCap VolatilityTarget USD 24.68 116 M 9.6% 12%   4% -13%
Global X Scientific Beta US ETF SCIU NYSEARCA US Market MultiFactor LowVolatility USD 31.40 135 M -0.4% 14%   4% -19%
Goldman Sachs ActiveBeta International Equity ETF GSIE NYSEARCA Developed Markets (ex-US) MultiFactor LowVolatility USD 28.43 815 M -3.4% 13%   3% -20%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 56.72 3.2 B 4.6% 16%   5% -20%
Hartford Multifactor Low Volatility International Equity ETF LVIN BATS Global ex-US InvestableMkt LowVolatility USD 26.07 5.3 M -4.8% 11%   1% -12%
Hartford Multifactor Low Volatility US Equity ETF LVUS BATS US Market MultiFactor LowVolatility USD 27.38 5.7 M 3.7% 14%   2% -18%
Innovator Lunt Low Vol/High Beta Tactical ETF LVHB BATS US Market High Beta Mkt Sensitive USD 31.95 206 M -2.1% 13%   3% -13%
iShares Edge MSCI Min Vol Global ETF ACWV NYSEARCA Global Markets InvestableMkt LargeCap USD 88.40 3.6 B 7.4% 10%   3% -11%
iShares Edge MSCI USA Size Factor ETF SIZE NYSEARCA US Market LargeMidCap LowVolatility USD 87.41 331 M 4.7% 14%   4% -20%
iShares MSCI EAFE Minimum Volatility ETF EFAV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 72.28 - 1.1% 10%   2% -13%
iShares MSCI Emerging Markets Minimum Volatility ETF EEMV NYSEARCA Emerging Markets InvestableMkt LowVolatility USD 59.93 4.5 B -2.4% 14%   3% -15%
iShares MSCI USA Minimum Volatility ETF USMV NYSEARCA US Market InvestableMkt LowVolatility USD 57.64 16 B 11.6% 12%   4% -14%
Legg Mason International Low Volatility High Dividend ETF LVHI BATS Developed Markets (ex-US) MultiFactor LowVolatility USD 25.57 - 7.0% 11%   2% -8%
Legg Mason Low Volatility High Dividend ETF LVHD NASDAQ US Market High Dividend Yield USD 31.62 642 M 8.8% 11%   3% -12%
Nationwide Risk-Based International Equity ETF RBIN NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 25.11 117 M -1.5% 10%   1% -15%
Nationwide Risk-Based U.S. Equity ETF RBUS NYSEARCA US Market LargeCap VolatilityTarget USD 27.05 119 M 5.6% 11%   2% -15%
PowerShares S&P 500 ex-Rate Sensitive Low Volatility Portfolio XRLV NYSEARCA US Market MultiFactor LowVolatility USD 35.85 184 M 5.0% 14%   4% -17%
PowerShares S&P 500® Low Volatility SPLV NYSEARCA US Market LargeCap VolatilityTarget USD 51.67 7.7 B 11.1% 12%   3% -12%
PowerShares S&P International Developed Low Volatility IDLV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 32.83 588 M 2.3% 10%   3% -14%
PowerShares S&P MidCap Low Volatility XMLV NYSEARCA US Market MidCap LowVolatility USD 48.75 1.3 B 10.8% 12%   4% -14%
PowerShares S&P SmallCap Low Volatility XSLV NYSEARCA US Market SmallCap LowVolatility USD 46.46 1.2 B 4.5% 14%   4% -20%
SPDR Russell 1000 Low Volatility ETF LGLV NYSEARCA US Market LargeCap VolatilityTarget USD 98.67 113 M 9.1% 13%   4% -14%
SPDR Russell 1000 Low Volatility Focus ETF ONEV NYSEARCA US Market MultiFactor LowVolatility USD 75.12 471 M 4.7% 13%   3% -18%
SPDR Russell 2000 Low Volatility ETF SMLV NYSEARCA US Market SmallCap LowVolatility USD 90.92 198 M 1.8% 13%   3% -20%
VictoryShares International High Dividend Volatility Weighted ETF CID NASDAQ Developed Markets (ex-US) MultiFactor LowVolatility USD 33.26 40 M -4.7% 13%   3% -19%
VictoryShares U.S. Large Cap High Div Volatility Wtd Index ETF CDL NASDAQ US Market MultiFactor LowVolatility USD 45.53 144 M 4.4% 12%   3% -16%
VictoryShares US 500 Enhanced Volatility Wtd ETF CFO NASDAQ US Market MultiFactor LowVolatility USD 46.31 817 M -6.3% 14%   4% -21%
VictoryShares US 500 Volatility Wtd ETF CFA NASDAQ US Market LargeCap VolatilityTarget USD 49.67 515 M 0.0% 15%   4% -21%
VictoryShares US Discovery Enhanced Volatility Weighted ETF CSF NASDAQ US Market SmallCap LowVolatility USD 39.61 90 M -12.4% 14%   3% -25%
VictoryShares US Small Cap High Div Volatility Weigthed ETF CSB NASDAQ US Market Small Cap Factors USD 43.36 42 M 1.0% 14%   3% -20%