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Size & Momentum ETFs
- Pininvest Analysis
The securities constituting Momentum ETFs are usually selected on basis of models combining total returns over past 11/12 months with other factors, such as fundamentals (earnings, book value or sales), adjusting for risk, medium-small-cap tilts and aiming for diversified sector exposure
Some of the Momentum-based strategies, applied to the S&P500 or from the Russell 1000 index, have been favored by historical market trends
It is often assumed that the momentum of mega-cap companies – represented in our theme by S&P100 or Russell top 200 – has had an oversized influence on the large cap indices – our comparison with Momentum ETFs, topping the performance range, does not seem to bear this out
On the other hand, equal weight mega-cap ETFs, downplaying the dominance of the very largest companies, have clearly underperformed... Are the values assigned to the 'FAANGs' outliers or just overpriced securities pulling the indices...?
We do not receive any commission or other form of compensation from the providers included in our 'Funds' presentation
Size & Momentum ETFs • Updated:
| Name | Ticker | Exchange | Category | SubCategory | Currency | Cur.Price | AUM | Perf. | Momentum | Vol. | Risk Contrib. | MDD |
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| Elements Spectrum Large Cap US Sector Momentum Index ETN | EEH | NYSEARCA | US Market | LargeCap Momentum | USD | 30.80 | 4.3 M | 27.1 % | Neutral | 21 % | 4 % | -11 % |
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| Fidelity Momentum Factor ETF | FDMO | NYSEARCA | US Market | LargeCap Momentum | USD | 50.02 | 86 M | 30.7 % | Neutral | 20 % | 6 % | -12 % |
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| First Trust Dorsey Wright Peoples Portfolio ETF | DWPP | NYSEARCA | US Market | LargeCap Momentum | USD | 33.15 | 63 M | 31.1 % | Weak Up | 16 % | 4 % | -9 % |
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| First Trust Nasdaq-100 Equal Weighted Index Fund | QQEW | NASDAQ | US Market | LargeCap Size | USD | 113.78 | 843 M | 38.9 % | Weak Up | 19 % | 6 % | -10 % |
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| Invesco QQQ Trust | QQQ | NASDAQ | Global Markets | InvestableMkt LargeCap | USD | 368.20 | 85 B | 44.6 % | Weak Up | 22 % | 7 % | -13 % |
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| Invesco S&P 100® Equal Weight ETF | EQWL | NYSEARCA | US Market | LargeCap EqWeights | USD | 81.71 | 56 M | 43.0 % | Neutral | 15 % | 4 % | -8 % |
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| Invesco S&P 500® Momentum Portfolio | SPMO | NYSEARCA | US Market | LargeCap Momentum | USD | 61.20 | 58 M | 35.0 % | Weak Up | 20 % | 6 % | -11 % |
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| Invesco S&P 500® Top 50 ETF | XLG | NYSEARCA | US Market | LargeCap | USD | 338.63 | 916 M | 38.5 % | Weak Up | 17 % | 5 % | -11 % |
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| iShares Edge MSCI USA Momentum Factor ETF | MTUM | NYSEARCA | US Market | LargeCap Momentum | USD | 174.86 | 10 B | 27.7 % | Neutral | 23 % | 7 % | -16 % |
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| iShares Russell Top 200 ETF | IWL | NYSEARCA | US Market | LargeCap Size | USD | 106.08 | 389 M | 39.0 % | Weak Up | 16 % | 5 % | -10 % |
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| iShares Russell Top 200 Growth ETF | IWY | NYSEARCA | US Market | LargeCap Size | USD | 158.68 | 1.7 B | 44.1 % | Weak Up | 20 % | 6 % | -12 % |
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| iShares Russell Top 200 Value ETF | IWX | NYSEARCA | US Market | LargeCap Size | USD | 66.73 | 445 M | 32.9 % | Neutral | 14 % | 3 % | -7 % |
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| iShares S&P 100 | OEF | NYSEARCA | US Market | LargeCap Size | USD | 203.32 | 5.1 B | 39.1 % | Weak Up | 16 % | 5 % | -10 % |
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| JPMorgan U.S. Momentum Factor ETF | JMOM | NYSEARCA | US Market | LargeCap Momentum | USD | 44.59 | 55 M | 38.8 % | Weak Up | 18 % | 5 % | -11 % |
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| Pacer Trendpilot 100 ETF | PTNQ | BATS | US Market | LargeCap Size | USD | 56.49 | 744 M | 28.2 % | Weak Up | 16 % | 5 % | -13 % |
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| Principal U.S. Mega-Cap ETF | USMC | NASDAQ | US Market | LargeCap LowVolatility | USD | 40.96 | 1.4 B | 32.7 % | Weak Up | 14 % | 4 % | -9 % |
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| SPDR Russell 1000 Momentum Focus | ONEO | NYSEARCA | US Market | LargeCap Momentum | USD | 98.87 | 313 M | 39.9 % | Neutral | 16 % | 4 % | -8 % |
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| Vanguard Mega Cap Growth Index Fund | MGK | NYSEARCA | US Market | LargeCap Size | USD | 242.95 | 5.3 B | 43.4 % | Weak Up | 20 % | 6 % | -12 % |
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| Vanguard Mega Cap Index Fund | MGC | NYSEARCA | US Market | LargeCap Size | USD | 157.12 | 2.2 B | 39.5 % | Weak Up | 15 % | 5 % | -10 % |
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| Vanguard Mega Cap Value Index Fund | MGV | NYSEARCA | US Market | LargeCap Size | USD | 100.35 | 2.5 B | 34.5 % | Neutral | 14 % | 3 % | -7 % |
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