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 22.23 7.8 M 4.7% 11%   2% -11%
First Trust Horizon Managed Volatility Developed International ETF HDMV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 34.25 145 M 9.8% 10%   2% -7%
First Trust Horizon Managed Volatility Domestic ETF HUSV NYSEARCA US Market LargeCap VolatilityTarget USD 27.46 254 M 16.2% 12%   3% -13%
Global X Scientific Beta US ETF SCIU NYSEARCA US Market MultiFactor LowVolatility USD 34.38 98 M 12.6% 14%   4% -15%
Goldman Sachs ActiveBeta International Equity ETF GSIE NYSEARCA Developed Markets (ex-US) MultiFactor LowVolatility USD 29.60 1.7 B 12.1% 13%   3% -10%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 62.75 7.2 B 15.6% 15%   4% -16%
Hartford Multifactor Low Volatility International Equity ETF LVIN BATS Global ex-US InvestableMkt LowVolatility USD 27.53 5.5 M 8.9% 11%   2% -8%
Hartford Multifactor Low Volatility US Equity ETF LVUS BATS US Market MultiFactor LowVolatility USD 31.41 7.8 M 14.3% 13%   3% -15%
Innovator Lunt Low Vol/High Beta Tactical ETF LVHB BATS US Market High Beta Mkt Sensitive USD 36.57 137 M 16.4% 11%   3% -12%
iShares Edge MSCI Min Vol Global ETF ACWV NYSEARCA Global Markets InvestableMkt LargeCap USD 95.34 5.7 B 13.4% 9%   2% -10%
iShares Edge MSCI USA Size Factor ETF SIZE NYSEARCA US Market LargeMidCap LowVolatility USD 94.63 1.2 B 13.8% 15%   4% -17%
iShares MSCI EAFE Minimum Volatility ETF EFAV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 74.95 13 B 11.2% 9%   2% -7%
iShares MSCI Emerging Markets Minimum Volatility ETF EEMV NYSEARCA Emerging Markets InvestableMkt LowVolatility USD 58.49 5.6 B 5.5% 11%   2% -8%
iShares MSCI USA Minimum Volatility ETF USMV NYSEARCA US Market InvestableMkt LowVolatility USD 64.25 36 B 16.1% 12%   3% -13%
Legg Mason International Low Volatility High Dividend ETF LVHI BATS Developed Markets (ex-US) MultiFactor LowVolatility USD 27.75 56 M 12.3% 11%   2% -10%
Legg Mason Low Volatility High Dividend ETF LVHD NASDAQ US Market High Dividend Yield USD 33.48 820 M 12.0% 11%   3% -12%
Nationwide Risk-Based International Equity ETF RBIN NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 25.91 122 M 8.9% 10%   2% -7%
Nationwide Risk-Based U.S. Equity ETF RBUS NYSEARCA US Market LargeCap VolatilityTarget USD 30.24 119 M 14.2% 12%   3% -13%
PowerShares S&P 500 ex-Rate Sensitive Low Volatility Portfolio XRLV NYSEARCA US Market MultiFactor LowVolatility USD 40.18 189 M 16.1% 13%   4% -14%
PowerShares S&P 500® Low Volatility SPLV NYSEARCA US Market LargeCap VolatilityTarget USD 57.42 13 B 17.8% 11%   3% -12%
PowerShares S&P International Developed Low Volatility IDLV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 34.53 1.0 B 12.9% 9%   2% -8%
PowerShares S&P MidCap Low Volatility XMLV NYSEARCA US Market MidCap LowVolatility USD 53.16 3.9 B 13.0% 12%   3% -13%
PowerShares S&P SmallCap Low Volatility XSLV NYSEARCA US Market SmallCap LowVolatility USD 50.24 2.4 B 9.0% 14%   3% -14%
Principal U.S. Mega-Cap Multi-Factor Index ETF USMC NASDAQ US Market LargeCap Size USD 30.36 1.5 B 14.0% 14%   4% -14%
SPDR Russell 1000 Low Volatility ETF LGLV NYSEARCA US Market LargeCap VolatilityTarget USD 112.35 922 M 19.1% 12%   4% -13%
SPDR Russell 1000 Low Volatility Focus ETF ONEV NYSEARCA US Market MultiFactor LowVolatility USD 84.87 583 M 17.5% 13%   4% -14%
SPDR Russell 2000 Low Volatility ETF SMLV NYSEARCA US Market SmallCap LowVolatility USD 98.50 301 M 10.0% 14%   3% -14%
VictoryShares International High Dividend Volatility Weighted ETF CID NASDAQ Developed Markets (ex-US) MultiFactor LowVolatility USD 32.94 92 M 8.7% 13%   2% -12%
VictoryShares U.S. Large Cap High Div Volatility Wtd Index ETF CDL NASDAQ US Market MultiFactor LowVolatility USD 49.57 357 M 13.0% 13%   3% -14%
VictoryShares US 500 Enhanced Volatility Wtd ETF CFO NASDAQ US Market MultiFactor LowVolatility USD 51.15 728 M 6.8% 14%   4% -16%
VictoryShares US 500 Volatility Wtd ETF CFA NASDAQ US Market LargeCap VolatilityTarget USD 54.93 800 M 14.5% 15%   4% -16%
VictoryShares US Discovery Enhanced Volatility Weighted ETF CSF NASDAQ US Market SmallCap LowVolatility USD 38.49 60 M -12.4% 15%   3% -21%
VictoryShares US Small Cap High Div Volatility Weigthed ETF CSB NASDAQ US Market SmallCap Factors USD 46.14 96 M 6.0% 17%   3% -14%