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. Momentum Vol. Risk Contrib. MDD
 
First Trust Hedged BuyWrite Income ETF FTLB NASDAQ US Market DownsideProtection/UpsideLimits USD 21.39 7.4 M 10.7% Neutral 9%   1% -8%
First Trust Horizon Managed Volatility Developed International ETF HDMV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 31.94 154 M 20.6% Neutral 13%   2% -6%
First Trust Horizon Managed Volatility Domestic ETF HUSV NYSEARCA US Market LargeCap LowVolatility USD 31.94 256 M 34.4% Weak Up 14%   3% -7%
Goldman Sachs ActiveBeta International Equity ETF GSIE NYSEARCA Developed Markets (ex-US) MultiFactor LowVolatility USD 34.67 1.7 B 44.3% Weak Up 16%   3% -7%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 83.07 7.5 B 43.7% Weak Up 17%   3% -9%
Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF XRLV NYSEARCA US Market LargeCap LowVolatility USD 46.86 128 M 40.2% Weak Up 16%   3% -7%
Invesco S&P 500® Low Volatility ETF SPLV NYSEARCA US Market LargeCap LowVolatility USD 61.47 12 B 28.1% Weak Up 14%   3% -7%
Invesco S&P International Developed Low Volatility ETF IDLV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 31.01 978 M 19.7% Neutral 12%   2% -5%
Invesco S&P MidCap Low Volatility XMLV NYSEARCA US Market MidCap LowVolatility USD 54.57 3.5 B 35.6% Weak Up 18%   4% -10%
Invesco S&P SmallCap Low Volatility XSLV NYSEARCA US Market SmallCap LowVolatility USD 46.86 2.3 B 44.8% Neutral 24%   5% -12%
iShares Edge MSCI Min Vol Global ETF ACWV NYSEARCA Global Markets InvestableMkt LargeCap USD 102.46 5.3 B 19.6% Weak Up 12%   2% -6%
iShares Edge MSCI USA Size Factor ETF SIZE NYSEARCA US Market LargeMidCap LowVolatility USD 125.98 1.2 B 58.1% Weak Up 19%   4% -10%
iShares MSCI EAFE Minimum Volatility ETF EFAV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 75.19 12 B 17.9% Neutral 13%   2% -6%
iShares MSCI Emerging Markets Minimum Volatility ETF EEMV NYSEARCA Emerging Markets InvestableMkt LowVolatility USD 63.49 4.8 B 27.2% Neutral 14%   2% -5%
iShares MSCI USA Minimum Volatility ETF USMV NYSEARCA US Market InvestableMkt LowVolatility USD 72.60 36 B 24.0% Weak Up 14%   3% -7%
Laddered Fund of S&P 500 Power Buffer ETFs BUFF BATS US Market Limited Downside Protection USD 31.48 137 M 20.7% Neutral 26%   4% -22%
Legg Mason International Low Volatility High Dividend ETF LVHI BATS Developed Markets (ex-US) MultiFactor LowVolatility USD 25.78 63 M 23.8% Weak Up 14%   3% -8%
Legg Mason Low Volatility High Dividend ETF LVHD NASDAQ US Market Dividend Yield USD 36.76 813 M 41.3% Weak Up 19%   4% -13%
Nationwide Risk-Based International Equity ETF RBIN NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 27.90 115 M 31.2% Neutral 14%   2% -6%
Nationwide Risk-Based U.S. Equity ETF RBUS NYSEARCA US Market LargeCap LowVolatility USD 37.41 113 M 38.2% Weak Up 15%   3% -7%
Principal U.S. Mega-Cap Multi-Factor Index ETF USMC NASDAQ US Market LargeCap Size USD 38.80 1.4 B 36.7% Weak Up 16%   3% -9%
SPDR Russell 1000 Low Volatility ETF LGLV NYSEARCA US Market LargeCap LowVolatility USD 133.79 992 M 40.0% Weak Up 17%   4% -9%
SPDR Russell 1000 Low Volatility Focus ETF ONEV NYSEARCA US Market MultiFactor LowVolatility USD 105.27 489 M 58.0% Weak Up 19%   4% -11%
SPDR Russell 2000 Low Volatility ETF SMLV NYSEARCA US Market SmallCap LowVolatility USD 115.47 296 M 69.6% Neutral 29%   6% -17%
VictoryShares International High Dividend Volatility Weighted ETF CID NASDAQ Developed Markets (ex-US) MultiFactor LowVolatility USD 33.22 76 M 45.8% Weak Up 18%   3% -8%
VictoryShares U.S. Large Cap High Div Volatility Wtd Index ETF CDL NASDAQ US Market MultiFactor LowVolatility USD 58.21 305 M 60.6% Strong Up 22%   4% -14%
VictoryShares US 500 Enhanced Volatility Weighted ETF CFO NASDAQ US Market MultiFactor LowVolatility USD 71.21 632 M 43.9% Weak Up 14%   3% -7%
VictoryShares US 500 Volatility Wtd ETF CFA NASDAQ US Market LargeCap LowVolatility USD 71.07 808 M 52.7% Weak Up 18%   4% -10%
VictoryShares US Discovery Enhanced Volatility Weighted ETF CSF NASDAQ US Market SmallCap LowVolatility USD 60.65 42 M 72.5% Neutral 23%   5% -7%
VictoryShares US Small Cap High Div Volatility Weighted ETF CSB NASDAQ US Market SmallCap Factors USD 61.71 92 M 93.3% Neutral 31%   6% -15%