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US Multi Factor Strategies ETFs
- Pininvest Analysis
Investment strategies based on multi-factor models offer a wide range of market-moving insights
Although a mix of fundamental criteria (such as revenue, cash, earnings or momentum) at most funds complicates possible inference of leading information, we may gain some understanding about influential factors from historical trends
Some factors may well stand out and could impact future performance and risk exposure of an investment again … but maybe not short term ….and possibly much later in the economic cycle
By establishing similarities between influential factors at various stages of the economic cycle, we may gain a better understanding looking forward - and anticipate potential market trends
We do not receive any commission or other form of compensation from the providers included in our 'Funds' presentation
US Multi Factor Strategies ETFs • Updated:
| Name | Ticker | Exchange | Category | SubCategory | Currency | Cur.Price | AUM | Perf. | Momentum | Vol. | Risk Contrib. | MDD |
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| Barclays ETN+ Shiller CapeTM ETN | CAPE | NYSEARCA | US Market | LargeCap Sect-Rotation | USD | 201.06 | 182 M | 61.2% | Strong Up | 20% | 5% | -8% |
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| Barron's 400 ETF | BFOR | NYSEARCA | US Market | Broad Market Multi-Factors | USD | 58.28 | 122 M | 78.8% | Weak Up | 22% | 5% | -10% |
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| Fidelity NASDAQ Composite Tracking Stock ETF | ONEQ | NASDAQ | Factors | Multi Factor | USD | 54.52 | 1.8 B | 73.7% | Neutral | 23% | 5% | -10% |
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| Fidelity Quality Factor ETF | FQAL | NYSEARCA | US Market | LargeCap Quality | USD | 47.57 | 148 M | 46.3% | Weak Up | 18% | 4% | -9% |
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| First Trust Large Cap Core AlphaDEX Fund | FEX | NASDAQ | US Market | LargeCap Factors | USD | 83.48 | 1.2 B | 65.9% | Weak Up | 21% | 5% | -11% |
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| FlexShares Morningstar U.S. Market Factor Tilt Index ETF | TILT | NYSEARCA | US Market | SmallCap Value | USD | 165.82 | 1.4 B | 67.0% | Neutral | 21% | 5% | -10% |
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| FlexShares US Quality Large Cap Index Fund | QLC | NASDAQ | US Market | LargeCap Quality | USD | 45.61 | 46 M | 46.9% | Weak Up | 19% | 4% | -10% |
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| Global X Conscious Companies ETF | KRMA | NASDAQ | US Market | ESG Commitments | USD | 30.43 | 89 M | 56.4% | Weak Up | 21% | 4% | -9% |
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| Goldman Sachs ActiveBeta International Equity ETF | GSIE | NYSEARCA | Developed Markets (ex-US) | MultiFactor LowVolatility | USD | 34.31 | 1.7 B | 47.9% | Neutral | 17% | 4% | -7% |
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| Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | GSLC | NYSEARCA | US Market | MultiFactor LowVolatility | USD | 83.20 | 7.5 B | 48.6% | Weak Up | 18% | 4% | -9% |
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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% | 4% | -10% |
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| Invesco S&P 500® Downside Hedged ETF | PHDG | NYSEARCA | US Market | DownsideProtection/UpsideLimits | USD | 35.16 | 18 M | 21.2% | Neutral | 13% | 2% | -10% |
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| Invesco S&P 500® Quality ETF | SPHQ | NYSEARCA | US Market | LargeCap Quality | USD | 46.49 | 1.5 B | 45.7% | Weak Up | 18% | 4% | -9% |
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| iShares Edge MSCI Multifactor USA ETF | LRGF | NYSEARCA | Factors | Multi Factor | USD | 42.30 | 846 M | 50.2% | Weak Up | 20% | 5% | -8% |
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| iShares Edge MSCI Multifactor USA Small-Cap ETF | SMLF | NYSEARCA | US Market | SmallCap Factors | USD | 54.03 | 282 M | 78.4% | Neutral | 26% | 6% | -11% |
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| iShares Edge MSCI USA Quality Factor ETF | QUAL | BATS | Factors | Multi Factor | USD | 126.99 | 16 B | 46.2% | Weak Up | 19% | 5% | -9% |
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| John Hancock Multifactor Large Cap ETF | JHML | NYSEARCA | US Market | LargeCap Factors | USD | 53.07 | 850 M | 55.9% | Weak Up | 19% | 5% | -8% |
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| ProShares Large Cap Core Plus | CSM | BATS | US Market | LargeCap Factors | USD | 95.98 | 673 M | 50.6% | Weak Up | 19% | 5% | -10% |
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| RiverFront Dynamic US Flex-Cap ETF | RFFC | NYSEARCA | Factors | Sentiment | USD | 43.14 | 112 M | 52.1% | Neutral | 20% | 5% | -9% |
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| SPDR MFS Systematic Core Equity ETF | SYE | NYSEARCA | US Market | LargeCap Factors | USD | 104.26 | 32 M | 40.4% | Neutral | 18% | 4% | -10% |
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| SPDR SSGA Gender Diversity Index ETF | SHE | NYSEARCA | US Market | 21st Century Focus | USD | 98.97 | 134 M | 58.7% | Neutral | 19% | 5% | -8% |
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| Vident Core US Equity Fund | VUSE | NASDAQ | Factors | Multi Factor | USD | 42.62 | 416 M | 81.8% | Strong Up | 26% | 6% | -12% |
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