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 19.59 7.4 M -9.1% 11%   1% -15%
First Trust Horizon Managed Volatility Developed International ETF HDMV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 30.02 154 M -10.0% 25%   3% -32%
First Trust Horizon Managed Volatility Domestic ETF HUSV NYSEARCA US Market LargeCap LowVolatility USD 28.53 256 M 4.6% 31%   3% -36%
Goldman Sachs ActiveBeta International Equity ETF GSIE NYSEARCA Developed Markets (ex-US) MultiFactor LowVolatility USD 30.62 1.7 B 5.5% 30%   3% -34%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 73.22 7.5 B 17.3% 33%   4% -34%
Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF XRLV NYSEARCA US Market LargeCap LowVolatility USD 40.32 128 M 1.3% 34%   4% -38%
Invesco S&P 500 Low Volatility ETF SPLV NYSEARCA US Market LargeCap LowVolatility USD 55.18 12 B -1.8% 34%   4% -36%
Invesco S&P International Developed Low Volatility ETF IDLV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 29.20 978 M -11.2% 27%   3% -34%
Invesco S&P MidCap Low Volatility XMLV NYSEARCA US Market MidCap LowVolatility USD 45.58 3.5 B -12.3% 37%   4% -40%
Invesco S&P SmallCap Low Volatility XSLV NYSEARCA US Market SmallCap LowVolatility USD 38.14 2.3 B -22.0% 44%   5% -44%
iShares Edge MSCI Min Vol Global ETF ACWV NYSEARCA Global Markets InvestableMkt LargeCap USD 95.22 5.3 B -0.2% 27%   3% -29%
iShares Edge MSCI USA Size Factor ETF SIZE NYSEARCA US Market LargeMidCap LowVolatility USD 107.02 1.2 B 13.7% 37%   4% -39%
iShares MSCI EAFE Minimum Volatility ETF EFAV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 71.25 12 B -5.2% 26%   3% -28%
iShares MSCI Emerging Markets Minimum Volatility ETF EEMV NYSEARCA Emerging Markets InvestableMkt LowVolatility USD 59.10 4.8 B 3.6% 25%   2% -29%
iShares MSCI USA Minimum Volatility ETF USMV NYSEARCA US Market InvestableMkt LowVolatility USD 66.65 36 B 3.3% 31%   3% -33%
Laddered Fund of S&P 500 Power Buffer ETFs BUFF BATS US Market Limited Downside Protection USD 31.48 137 M -13.2% 47%   5% -46%
Legg Mason International Low Volatility High Dividend ETF LVHI BATS Developed Markets (ex-US) MultiFactor LowVolatility USD 23.46 63 M -14.5% 30%   3% -33%
Legg Mason Low Volatility High Dividend ETF LVHD NASDAQ US Market Dividend Yield USD 32.16 813 M -0.7% 34%   4% -37%
Nationwide Risk-Based International Equity ETF RBIN NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 26.49 115 M 4.6% 20%   1% -27%
Nationwide Risk-Based U.S. Equity ETF RBUS NYSEARCA US Market LargeCap LowVolatility USD 34.61 113 M 15.3% 29%   3% -34%
Principal U.S. Mega-Cap Multi-Factor Index ETF USMC NASDAQ US Market LargeCap Size USD 34.44 1.4 B 14.2% 32%   3% -30%
SPDR Russell 1000 Low Volatility ETF LGLV NYSEARCA US Market LargeCap LowVolatility USD 117.22 992 M 5.3% 36%   4% -36%
SPDR Russell 1000 Low Volatility Focus ETF ONEV NYSEARCA US Market MultiFactor LowVolatility USD 86.76 489 M 3.8% 37%   4% -39%
SPDR Russell 2000 Low Volatility ETF SMLV NYSEARCA US Market SmallCap LowVolatility USD 90.02 296 M -7.1% 45%   5% -42%
VictoryShares International High Dividend Volatility Weighted ETF CID NASDAQ Developed Markets (ex-US) MultiFactor LowVolatility USD 28.79 76 M -9.4% 34%   4% -42%
VictoryShares U.S. Large Cap High Div Volatility Wtd Index ETF CDL NASDAQ US Market MultiFactor LowVolatility USD 45.79 305 M -4.5% 38%   4% -41%
VictoryShares US 500 Enhanced Volatility Wtd ETF CFO NASDAQ US Market MultiFactor LowVolatility USD 59.99 632 M 17.3% 17%   2% -17%
VictoryShares US 500 Volatility Wtd ETF CFA NASDAQ US Market LargeCap LowVolatility USD 59.94 808 M 9.5% 35%   4% -38%
VictoryShares US Discovery Enhanced Volatility Weighted ETF CSF NASDAQ US Market SmallCap LowVolatility USD 46.14 42 M 20.1% 26%   2% -21%
VictoryShares US Small Cap High Div Volatility Weigthed ETF CSB NASDAQ US Market SmallCap Factors USD 45.85 92 M 2.5% 44%   5% -42%