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 21.61 8.7 M 0.6% 10%   2% -16%
First Trust Horizon Managed Volatility Developed International ETF HDMV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 33.44 90 M 0.3% 11%   3% -13%
First Trust Horizon Managed Volatility Domestic ETF HUSV NYSEARCA US Market LargeCap VolatilityTarget USD 25.72 207 M 14.7% 11%   3% -13%
Global X Scientific Beta US ETF SCIU NYSEARCA US Market MultiFactor LowVolatility USD 31.83 97 M 3.0% 13%   4% -19%
Goldman Sachs ActiveBeta International Equity ETF GSIE NYSEARCA Developed Markets (ex-US) MultiFactor LowVolatility USD 28.07 1.4 B -4.8% 13%   3% -20%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 56.72 4.9 B 4.9% 15%   4% -20%
Hartford Multifactor Low Volatility International Equity ETF LVIN BATS Global ex-US InvestableMkt LowVolatility USD 26.53 5.3 M -2.9% 12%   1% -14%
Hartford Multifactor Low Volatility US Equity ETF LVUS BATS US Market MultiFactor LowVolatility USD 29.15 7.3 M 10.2% 14%   3% -18%
Innovator Lunt Low Vol/High Beta Tactical ETF LVHB BATS US Market High Beta Mkt Sensitive USD 34.46 120 M 11.9% 11%   3% -12%
iShares Edge MSCI Min Vol Global ETF ACWV NYSEARCA Global Markets InvestableMkt LargeCap USD 90.33 4.5 B 9.8% 9%   3% -11%
iShares Edge MSCI USA Size Factor ETF SIZE NYSEARCA US Market LargeMidCap LowVolatility USD 87.28 393 M 6.0% 14%   4% -20%
iShares MSCI EAFE Minimum Volatility ETF EFAV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 72.08 11 B 0.7% 10%   2% -12%
iShares MSCI Emerging Markets Minimum Volatility ETF EEMV NYSEARCA Emerging Markets InvestableMkt LowVolatility USD 56.06 5.3 B -6.2% 13%   3% -14%
iShares MSCI USA Minimum Volatility ETF USMV NYSEARCA US Market InvestableMkt LowVolatility USD 59.98 28 B 16.1% 11%   4% -14%
Legg Mason International Low Volatility High Dividend ETF LVHI BATS Developed Markets (ex-US) MultiFactor LowVolatility USD 25.81 46 M 3.8% 11%   1% -13%
Legg Mason Low Volatility High Dividend ETF LVHD NASDAQ US Market High Dividend Yield USD 31.63 656 M 11.7% 11%   3% -12%
Nationwide Risk-Based International Equity ETF RBIN NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 24.72 116 M -3.6% 11%   2% -14%
Nationwide Risk-Based U.S. Equity ETF RBUS NYSEARCA US Market LargeCap VolatilityTarget USD 27.84 110 M 10.4% 11%   2% -15%
PowerShares S&P 500 ex-Rate Sensitive Low Volatility Portfolio XRLV NYSEARCA US Market MultiFactor LowVolatility USD 37.00 130 M 10.0% 13%   4% -17%
PowerShares S&P 500® Low Volatility SPLV NYSEARCA US Market LargeCap VolatilityTarget USD 53.98 11 B 17.5% 11%   3% -12%
PowerShares S&P International Developed Low Volatility IDLV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 33.38 779 M 3.9% 10%   2% -13%
PowerShares S&P MidCap Low Volatility XMLV NYSEARCA US Market MidCap LowVolatility USD 50.69 2.8 B 11.5% 12%   3% -14%
PowerShares S&P SmallCap Low Volatility XSLV NYSEARCA US Market SmallCap LowVolatility USD 47.29 2.0 B 1.6% 14%   4% -20%
Principal U.S. Mega-Cap Multi-Factor Index ETF USMC NASDAQ US Market LargeCap Size USD 27.99 1.6 B 10.3% 14%   4% -16%
SPDR Russell 1000 Low Volatility ETF LGLV NYSEARCA US Market LargeCap VolatilityTarget USD 104.09 440 M 17.5% 12%   4% -14%
SPDR Russell 1000 Low Volatility Focus ETF ONEV NYSEARCA US Market MultiFactor LowVolatility USD 77.03 493 M 8.9% 12%   3% -18%
SPDR Russell 2000 Low Volatility ETF SMLV NYSEARCA US Market SmallCap LowVolatility USD 91.20 217 M 0.8% 13%   3% -20%
VictoryShares International High Dividend Volatility Weighted ETF CID NASDAQ Developed Markets (ex-US) MultiFactor LowVolatility USD 31.91 40 M -3.9% 13%   3% -16%
VictoryShares U.S. Large Cap High Div Volatility Wtd Index ETF CDL NASDAQ US Market MultiFactor LowVolatility USD 45.75 315 M 5.6% 12%   3% -16%
VictoryShares US 500 Enhanced Volatility Wtd ETF CFO NASDAQ US Market MultiFactor LowVolatility USD 46.80 821 M -4.5% 13%   3% -21%
VictoryShares US 500 Volatility Wtd ETF CFA NASDAQ US Market LargeCap VolatilityTarget USD 50.23 718 M 2.3% 14%   4% -21%
VictoryShares US Discovery Enhanced Volatility Weighted ETF CSF NASDAQ US Market SmallCap LowVolatility USD 38.31 102 M -16.6% 14%   3% -25%
VictoryShares US Small Cap High Div Volatility Weigthed ETF CSB NASDAQ US Market Small Cap Factors USD 43.13 69 M -1.1% 15%   3% -20%