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Markets, Size & Weighted Volatility 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 reality 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
Basing our selection on a volatility reference in the fund denomination, the theme remains far from complete : all the numerous multi-factor ETFs account for volatility targets in the weighting of their constituents as well...
The funds have mostly fulfilled their mandate of lowering volatility but for investors, the multiple factors filtering the securities data base before volatility rescaling matter foremost and we initiate our series with assets defined by region (US, developed or emerging) and market cap
Multi-factor and high-beta selections are discussed separately
We do not receive any commission or other form of compensation from the providers included in our 'Funds' presentation
Markets, Size & Weighted Volatility ETFs • Updated:
| Name | Ticker | Exchange | Category | SubCategory | Currency | Cur.Price | AUM | Perf. | Momentum | Vol. | Risk Contrib. | MDD |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fidelity® Low Volatility Factor ETF | FDLO | NYSEARCA | US Market | LargeCap LowVolatility | USD | 45.96 | 398 M | 37.6% | Weak Up | 17% | 4% | -7% |
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| iShares Edge MSCI Min Vol USA Small-Cap ETF | SMMV | BATS | US Market | SmallCap LowVolatility | USD | 38.02 | 538 M | 43.1% | Neutral | 19% | 5% | -9% |
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| First Trust Horizon Managed Volatility Developed International ETF | HDMV | NYSEARCA | Developed Markets (ex-US) | InvestableMkt LowVolatility | USD | 31.56 | 154 M | 21.1% | Neutral | 13% | 3% | -6% |
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| First Trust Horizon Managed Volatility Domestic ETF | HUSV | NYSEARCA | US Market | LargeCap LowVolatility | USD | 30.99 | 256 M | 33.3% | Weak Up | 15% | 3% | -7% |
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| Hartford Multifactor US Equity ETF | ROUS | NYSEARCA | US Market | LargeCap LowVolatility | USD | 39.21 | 319 M | 43.7% | Weak Up | 19% | 5% | -10% |
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| Invesco S&P 500® High Dividend Low Volatility ETF | SPHD | NYSEARCA | US Market | Dividend Yield | USD | 43.64 | 3.3 B | 46.2% | Weak Up | 25% | 6% | -15% |
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| Invesco S&P 500® Low Volatility ETF | SPLV | NYSEARCA | US Market | LargeCap LowVolatility | USD | 60.04 | 12 B | 22.5% | Weak Up | 16% | 3% | -8% |
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| Invesco S&P International Developed Low Volatility ETF | IDLV | NYSEARCA | Developed Markets (ex-US) | InvestableMkt LowVolatility | USD | 30.96 | 978 M | 19.1% | Neutral | 13% | 3% | -5% |
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| Invesco S&P MidCap Low Volatility | XMLV | NYSEARCA | US Market | MidCap LowVolatility | USD | 54.08 | 3.5 B | 33.7% | Weak Up | 19% | 5% | -12% |
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| Invesco S&P SmallCap High Dividend Low Volatility ETF | XSHD | BATS | US Market | SmallCap Factors | USD | 23.37 | 17 M | 63.2% | Neutral | 31% | 7% | -20% |
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| Invesco S&P SmallCap Low Volatility | XSLV | NYSEARCA | US Market | SmallCap LowVolatility | USD | 46.92 | 2.3 B | 48.4% | Neutral | 27% | 6% | -19% |
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| iShares Edge MSCI Min Vol Global ETF | ACWV | NYSEARCA | Global Markets | InvestableMkt LargeCap | USD | 101.06 | 5.3 B | 17.9% | Neutral | 13% | 3% | -6% |
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| iShares Edge MSCI USA Size Factor ETF | SIZE | NYSEARCA | US Market | LargeMidCap LowVolatility | USD | 124.73 | 1.2 B | 65.4% | Neutral | 21% | 5% | -10% |
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| iShares MSCI EAFE Minimum Volatility ETF | EFAV | NYSEARCA | Developed Markets (ex-US) | InvestableMkt LowVolatility | USD | 74.70 | 12 B | 17.8% | Neutral | 13% | 3% | -6% |
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| iShares MSCI Emerging Markets Minimum Volatility ETF | EEMV | NYSEARCA | Emerging Markets | InvestableMkt LowVolatility | USD | 63.42 | 4.8 B | 30.2% | Neutral | 14% | 3% | -5% |
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| iShares MSCI USA Minimum Volatility ETF | USMV | NYSEARCA | US Market | InvestableMkt LowVolatility | USD | 71.81 | 36 B | 22.9% | Weak Up | 15% | 4% | -7% |
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| Nationwide Risk-Based International Equity ETF | RBIN | NYSEARCA | Developed Markets (ex-US) | InvestableMkt LowVolatility | USD | 27.79 | 115 M | 30.2% | Neutral | 14% | 2% | -6% |
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| Nationwide Risk-Based U.S. Equity ETF | RBUS | NYSEARCA | US Market | LargeCap LowVolatility | USD | 37.37 | 113 M | 42.2% | Neutral | 16% | 3% | -7% |
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| SPDR Russell 1000 Low Volatility ETF | LGLV | NYSEARCA | US Market | LargeCap LowVolatility | USD | 130.49 | 992 M | 38.9% | Weak Up | 18% | 4% | -9% |
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| SPDR Russell 2000 Low Volatility ETF | SMLV | NYSEARCA | US Market | SmallCap LowVolatility | USD | 113.63 | 296 M | 77.3% | Neutral | 31% | 7% | -17% |
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| VictoryShares US 500 Volatility Wtd ETF | CFA | NASDAQ | US Market | LargeCap LowVolatility | USD | 69.75 | 808 M | 56.1% | Weak Up | 19% | 5% | -10% |
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| VictoryShares US Discovery Enhanced Volatility Weighted ETF | CSF | NASDAQ | US Market | SmallCap LowVolatility | USD | 59.91 | 42 M | 80.2% | Neutral | 25% | 6% | -7% |
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| VictoryShares US Small Cap Volatility Wtd ETF | CSA | NASDAQ | US Market | SmallCap LowVolatility | USD | 64.25 | - | 97.6% | Neutral | 30% | 7% | -13% |
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