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 22.19 8.9 M -0.1% 10%   2% -16%
First Trust Horizon Managed Volatility Developed International ETF HDMV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 33.68 128 M 2.9% 11%   2% -12%
First Trust Horizon Managed Volatility Domestic ETF HUSV NYSEARCA US Market LargeCap VolatilityTarget USD 26.79 224 M 17.1% 11%   3% -13%
Global X Scientific Beta US ETF SCIU NYSEARCA US Market MultiFactor LowVolatility USD 33.33 100 M 6.2% 13%   4% -19%
Goldman Sachs ActiveBeta International Equity ETF GSIE NYSEARCA Developed Markets (ex-US) MultiFactor LowVolatility USD 28.65 1.5 B -0.9% 13%   3% -19%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 59.95 5.6 B 7.6% 15%   4% -20%
Hartford Multifactor Low Volatility International Equity ETF LVIN BATS Global ex-US InvestableMkt LowVolatility USD 27.23 5.4 M 2.9% 12%   2% -13%
Hartford Multifactor Low Volatility US Equity ETF LVUS BATS US Market MultiFactor LowVolatility USD 30.52 7.6 M 11.9% 13%   3% -18%
Innovator Lunt Low Vol/High Beta Tactical ETF LVHB BATS US Market High Beta Mkt Sensitive USD 35.42 127 M 17.2% 11%   3% -12%
iShares Edge MSCI Min Vol Global ETF ACWV NYSEARCA Global Markets InvestableMkt LargeCap USD 92.71 5.0 B 11.5% 9%   3% -11%
iShares Edge MSCI USA Size Factor ETF SIZE NYSEARCA US Market LargeMidCap LowVolatility USD 91.76 381 M 8.7% 14%   4% -20%
iShares MSCI EAFE Minimum Volatility ETF EFAV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 72.64 11 B 3.1% 9%   2% -11%
iShares MSCI Emerging Markets Minimum Volatility ETF EEMV NYSEARCA Emerging Markets InvestableMkt LowVolatility USD 58.93 5.7 B 3.0% 13%   3% -11%
iShares MSCI USA Minimum Volatility ETF USMV NYSEARCA US Market InvestableMkt LowVolatility USD 62.90 30 B 17.5% 11%   4% -14%
Legg Mason International Low Volatility High Dividend ETF LVHI BATS Developed Markets (ex-US) MultiFactor LowVolatility USD 26.17 48 M 4.3% 11%   1% -13%
Legg Mason Low Volatility High Dividend ETF LVHD NASDAQ US Market High Dividend Yield USD 32.11 696 M 11.6% 11%   3% -12%
Nationwide Risk-Based International Equity ETF RBIN NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 25.12 119 M 0.1% 11%   2% -14%
Nationwide Risk-Based U.S. Equity ETF RBUS NYSEARCA US Market LargeCap VolatilityTarget USD 29.17 115 M 10.4% 11%   2% -15%
PowerShares S&P 500 ex-Rate Sensitive Low Volatility Portfolio XRLV NYSEARCA US Market MultiFactor LowVolatility USD 39.00 174 M 13.8% 13%   4% -17%
PowerShares S&P 500® Low Volatility SPLV NYSEARCA US Market LargeCap VolatilityTarget USD 55.48 12 B 17.9% 11%   3% -12%
PowerShares S&P International Developed Low Volatility IDLV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 34.01 828 M 6.8% 9%   2% -12%
PowerShares S&P MidCap Low Volatility XMLV NYSEARCA US Market MidCap LowVolatility USD 51.29 3.0 B 9.8% 12%   3% -14%
PowerShares S&P SmallCap Low Volatility XSLV NYSEARCA US Market SmallCap LowVolatility USD 47.69 1.9 B -1.4% 14%   3% -20%
Principal U.S. Mega-Cap Multi-Factor Index ETF USMC NASDAQ US Market LargeCap Size USD 29.33 1.6 B 11.8% 14%   4% -16%
SPDR Russell 1000 Low Volatility ETF LGLV NYSEARCA US Market LargeCap VolatilityTarget USD 109.41 655 M 19.7% 12%   4% -14%
SPDR Russell 1000 Low Volatility Focus ETF ONEV NYSEARCA US Market MultiFactor LowVolatility USD 80.59 537 M 9.9% 13%   4% -18%
SPDR Russell 2000 Low Volatility ETF SMLV NYSEARCA US Market SmallCap LowVolatility USD 92.83 235 M -1.4% 13%   3% -20%
VictoryShares International High Dividend Volatility Weighted ETF CID NASDAQ Developed Markets (ex-US) MultiFactor LowVolatility USD 32.33 40 M -1.0% 13%   2% -16%
VictoryShares U.S. Large Cap High Div Volatility Wtd Index ETF CDL NASDAQ US Market MultiFactor LowVolatility USD 47.14 338 M 7.1% 12%   3% -16%
VictoryShares US 500 Enhanced Volatility Wtd ETF CFO NASDAQ US Market MultiFactor LowVolatility USD 49.26 816 M -1.3% 13%   3% -21%
VictoryShares US 500 Volatility Wtd ETF CFA NASDAQ US Market LargeCap VolatilityTarget USD 52.92 772 M 5.7% 14%   4% -21%
VictoryShares US Discovery Enhanced Volatility Weighted ETF CSF NASDAQ US Market SmallCap LowVolatility USD 37.11 84 M -22.8% 14%   2% -26%
VictoryShares US Small Cap High Div Volatility Weigthed ETF CSB NASDAQ US Market Small Cap Factors USD 43.63 90 M -4.5% 15%   3% -20%