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 22.30 7.8 M 9.4% 10%   1% -5%
First Trust Horizon Managed Volatility Developed International ETF HDMV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 34.24 166 M 10.3% 9%   2% -7%
First Trust Horizon Managed Volatility Domestic ETF HUSV NYSEARCA US Market LargeCap LowVolatility USD 28.57 280 M 25.0% 9%   3% -4%
Global X Scientific Beta US ETF SCIU NYSEARCA US Market MultiFactor LowVolatility USD 35.89 97 M 22.8% 11%   4% -6%
Goldman Sachs ActiveBeta International Equity ETF GSIE NYSEARCA Developed Markets (ex-US) MultiFactor LowVolatility USD 30.35 1.9 B 15.3% 10%   3% -7%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 66.30 8.2 B 25.8% 12%   4% -7%
Hartford Multifactor Low Volatility International Equity ETF LVIN BATS Global ex-US InvestableMkt LowVolatility USD 27.53 5.5 M 6.4% 8%   2% -6%
Hartford Multifactor Low Volatility US Equity ETF LVUS BATS US Market MultiFactor LowVolatility USD 32.53 8.1 M 22.9% 10%   3% -4%
Innovator Lunt Low Vol/High Beta Tactical ETF LVHB BATS US Market High Beta Mkt Sensitive USD 38.95 158 M 26.5% 10%   3% -4%
Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF XRLV NYSEARCA US Market LargeCap LowVolatility USD 41.65 140 M 24.6% 10%   4% -5%
Invesco S&P 500 Low Volatility ETF SPLV NYSEARCA US Market LargeCap LowVolatility USD 60.20 13 B 26.7% 9%   3% -4%
Invesco S&P International Developed Low Volatility ETF IDLV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 34.52 1.0 B 14.5% 8%   2% -5%
Invesco S&P MidCap Low Volatility XMLV NYSEARCA US Market MidCap LowVolatility USD 54.57 3.8 B 18.4% 10%   3% -4%
Invesco S&P SmallCap Low Volatility XSLV NYSEARCA US Market SmallCap LowVolatility USD 50.77 2.5 B 13.8% 12%   3% -6%
iShares Edge MSCI Min Vol Global ETF ACWV NYSEARCA Global Markets InvestableMkt LargeCap USD 98.43 5.7 B 18.4% 8%   2% -4%
iShares Edge MSCI USA Size Factor ETF SIZE NYSEARCA US Market LargeMidCap LowVolatility USD 98.74 1.3 B 20.6% 12%   4% -7%
iShares MSCI EAFE Minimum Volatility ETF EFAV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 75.56 13 B 11.6% 8%   2% -5%
iShares MSCI Emerging Markets Minimum Volatility ETF EEMV NYSEARCA Emerging Markets InvestableMkt LowVolatility USD 58.15 5.6 B 0.4% 10%   2% -8%
iShares MSCI USA Minimum Volatility ETF USMV NYSEARCA US Market InvestableMkt LowVolatility USD 67.78 38 B 25.6% 9%   3% -4%
Legg Mason International Low Volatility High Dividend ETF LVHI BATS Developed Markets (ex-US) MultiFactor LowVolatility USD 27.16 65 M 8.2% 10%   2% -6%
Legg Mason Low Volatility High Dividend ETF LVHD NASDAQ US Market Dividend Yield USD 34.43 932 M 18.9% 9%   3% -5%
Nationwide Risk-Based International Equity ETF RBIN NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 26.04 122 M 11.2% 9%   2% -6%
Nationwide Risk-Based U.S. Equity ETF RBUS NYSEARCA US Market LargeCap LowVolatility USD 31.26 123 M 24.1% 9%   3% -4%
Principal U.S. Mega-Cap Multi-Factor Index ETF USMC NASDAQ US Market LargeCap Size USD 32.06 1.5 B 24.1% 11%   4% -6%
SPDR Russell 1000 Low Volatility ETF LGLV NYSEARCA US Market LargeCap LowVolatility USD 117.46 991 M 29.0% 10%   3% -5%
SPDR Russell 1000 Low Volatility Focus ETF ONEV NYSEARCA US Market MultiFactor LowVolatility USD 87.08 595 M 23.4% 11%   4% -6%
SPDR Russell 2000 Low Volatility ETF SMLV NYSEARCA US Market SmallCap LowVolatility USD 99.80 331 M 14.9% 11%   3% -7%
VictoryShares International High Dividend Volatility Weighted ETF CID NASDAQ Developed Markets (ex-US) MultiFactor LowVolatility USD 33.40 87 M 10.5% 12%   3% -12%
VictoryShares U.S. Large Cap High Div Volatility Wtd Index ETF CDL NASDAQ US Market MultiFactor LowVolatility USD 50.20 356 M 18.3% 11%   4% -7%
VictoryShares US 500 Enhanced Volatility Wtd ETF CFO NASDAQ US Market MultiFactor LowVolatility USD 53.36 726 M 21.0% 11%   4% -6%
VictoryShares US 500 Volatility Wtd ETF CFA NASDAQ US Market LargeCap LowVolatility USD 57.27 925 M 22.6% 12%   4% -6%
VictoryShares US Discovery Enhanced Volatility Weighted ETF CSF NASDAQ US Market SmallCap LowVolatility USD 39.03 51 M -2.0% 13%   3% -14%
VictoryShares US Small Cap High Div Volatility Weigthed ETF CSB NASDAQ US Market SmallCap Factors USD 45.99 106 M 10.0% 15%   4% -10%