US Multi Factor Strategies ETFs

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
 
Barclays ETN+ Shiller CapeTM ETN CAPE NYSEARCA US Market LargeCap Sect-Rotation USD 20.48 182 M 42.4% Neutral 16%   5% -8%
Barron's 400 ETF BFOR NYSEARCA US Market Broad Market Multi-Factors USD 58.30 122 M 49.2% Neutral 17%   5% -9%
Fidelity NASDAQ Composite Tracking Stock ETF ONEQ NASDAQ Factors Multi Factor USD 55.09 1.8 B 50.5% Neutral 21%   6% -10%
Fidelity Quality Factor ETF FQAL NYSEARCA US Market LargeCap Quality USD 48.56 148 M 33.0% Neutral 15%   5% -9%
First Trust Large Cap Core AlphaDEX Fund FEX NASDAQ US Market LargeCap Factors USD 84.45 1.2 B 40.2% Neutral 16%   5% -8%
FlexShares Morningstar U.S. Market Factor Tilt Index ETF TILT NYSEARCA US Market SmallCap Value USD 168.18 1.4 B 46.1% Neutral 17%   5% -9%
FlexShares US Quality Large Cap Index Fund QLC NASDAQ US Market LargeCap Quality USD 46.53 46 M 34.3% Weak Up 15%   5% -10%
Global X Conscious Companies ETF KRMA NASDAQ US Market ESG Commitments USD 30.98 89 M 39.5% Neutral 18%   4% -9%
Goldman Sachs ActiveBeta International Equity ETF GSIE NYSEARCA Developed Markets (ex-US) MultiFactor LowVolatility USD 35.50 1.7 B 33.1% Weak Up 14%   4% -7%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 84.43 7.5 B 35.0% Neutral 15%   5% -9%
Hartford Multifactor US Equity ETF ROUS NYSEARCA US Market LargeCap LowVolatility USD 39.57 319 M 31.9% Neutral 14%   4% -7%
Invesco S&P 500® Downside Hedged ETF PHDG NYSEARCA US Market DownsideProtection / UpsideLimits USD 35.07 18 M 11.2% Neutral 12%   2% -10%
Invesco S&P 500® Quality ETF SPHQ NYSEARCA US Market LargeCap Quality USD 47.48 1.5 B 34.9% Neutral 16%   5% -9%
iShares Edge MSCI Multifactor USA ETF LRGF NYSEARCA Factors Multi Factor USD 42.13 846 M 36.6% Neutral 16%   5% -8%
iShares Edge MSCI Multifactor USA Small-Cap ETF SMLF NYSEARCA US Market SmallCap Factors USD 53.44 282 M 51.6% Neutral 21%   6% -6%
iShares Edge MSCI USA Quality Factor ETF QUAL BATS Factors Multi Factor USD 129.62 16 B 34.1% Neutral 16%   5% -9%
John Hancock Multifactor Large Cap ETF JHML NYSEARCA US Market LargeCap Factors USD 53.77 850 M 39.7% Neutral 15%   5% -8%
ProShares Large Cap Core Plus CSM BATS Smart Betas Multi-factor USD 97.27 673 M 36.5% Neutral 16%   5% -10%
RiverFront Dynamic US Flex-Cap ETF RFFC NYSEARCA Factors Sentiment USD 43.93 112 M 37.0% Neutral 16%   5% -9%
SPDR SSGA Gender Diversity Index ETF SHE NYSEARCA US Market 21st Century Focus USD 99.45 134 M 39.2% Neutral 16%   5% -8%
Vident Core US Equity Fund VUSE NASDAQ Factors Multi Factor USD 43.55 416 M 58.5% Neutral 20%   5% -9%