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. Vol. Risk Contrib. MDD
 
All Cap Insider Sentiment KNOW NYSEARCA Factors Sentiment USD 38.57 110 M 2.7% 15%   3% -18%
Barclays ETN+ Shiller CapeTM ETN CAPE NYSEARCA US Market LargeCap Sect-Rotation USD 144.51 186 M 18.8% 15%   4% -14%
Barron's 400 ETF BFOR NYSEARCA US Market Broad Market Multi-Factor USD 41.36 145 M 3.3% 18%   4% -18%
Deutsche X-trackers Russell 2000 Comprehensive Factor ETF DESC NYSEARCA US Market SmallCap Factors USD 34.71 10 M 3.7% 16%   3% -16%
Fidelity NASDAQ Composite Tracking Stock ETF ONEQ NASDAQ Factors Multi Factor USD 334.00 1.8 B 18.8% 19%   5% -17%
Fidelity Quality Factor ETF FQAL NYSEARCA US Market LargeCap Quality USD 36.32 150 M 13.2% 15%   4% -15%
First Trust Large Cap Core AlphaDEX Fund FEX NASDAQ US Market LargeCap Factors USD 62.87 1.3 B 10.7% 16%   4% -17%
First Trust Value Line 100 ETF FVL NYSEARCA Factors Multi Factor USD 22.32 40 M 10.5% 13%   3% -13%
FlexShares Morningstar U.S. Market Factor Tilt Index ETF TILT NYSEARCA US Market SmallCap Value USD 122.21 1.5 B 11.6% 16%   4% -17%
FlexShares US Quality Large Cap Index Fund QLC NASDAQ US Market LargeCap Quality USD 35.30 52 M 7.9% 16%   3% -16%
Global X Conscious Companies ETF KRMA NASDAQ US Market ESG Commitments USD 22.81 82 M 16.6% 15%   4% -14%
Global X Scientific Beta US ETF SCIU NYSEARCA US Market MultiFactor LowVolatility USD 34.17 97 M 12.5% 14%   3% -15%
Goldman Sachs ActiveBeta International Equity ETF GSIE NYSEARCA Developed Markets (ex-US) MultiFactor LowVolatility USD 29.45 1.7 B 11.6% 13%   3% -10%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 62.29 7.0 B 14.9% 15%   4% -16%
Hartford Multifactor US Equity ETF ROUS NYSEARCA US Market LargeCap VolatilityTarget USD 32.88 320 M 8.6% 16%   4% -17%
iShares Edge MSCI Multifactor USA ETF LRGF NYSEARCA Factors Multi Factor USD 33.53 924 M 11.0% 16%   4% -16%
iShares Edge MSCI Multifactor USA Small-Cap ETF SMLF NYSEARCA US Market SmallCap Factors USD 41.62 281 M 5.3% 18%   4% -18%
iShares Edge MSCI USA Quality Factor ETF QUAL BATS Factors Multi Factor USD 96.72 14 B 16.2% 16%   4% -16%
John Hancock Multifactor Large Cap ETF JHML NYSEARCA US Market LargeCap Factors USD 39.94 929 M 15.2% 15%   4% -16%
PowerShares Insider Sentiment ETF NFO NYSEARCA Factors Sentiment USD 70.90 77 M 14.9% 14%   3% -16%
Powershares S&P 500 Downside Hedged Portfolio PHDG NYSEARCA US Market Limited Downside Protection USD 27.15 19 M -0.4% 9%   1% -9%
PowerShares S&P 500 Quality Portfolio SPHQ NYSEARCA US Market LargeCap Quality USD 34.81 1.6 B 15.0% 17%   4% -16%
ProShares Large Cap Core Plus CSM BATS US Market LargeCap Factors USD 74.17 784 M 11.5% 15%   4% -16%
RiverFront Dynamic US Flex-Cap ETF RFFC NYSEARCA Factors Sentiment USD 34.29 129 M 6.4% 17%   4% -17%
SPDR MFS Systematic Core Equity ETF SYE NYSEARCA US Market LargeCap Factors USD 86.82 41 M 14.4% 16%   4% -16%
SPDR SSGA Gender Diversity Index ETF SHE NYSEARCA US Market 21st Century Focus USD 75.55 148 M 5.8% 16%   3% -19%
Vident Core US Equity Fund VUSE NASDAQ Factors Multi Factor USD 32.59 500 M 3.8% 17%   4% -18%
WeatherStorm Forensic Accounting Long-Short ETF FLAG NASDAQ US Market LargeCap Factors USD 39.69 8.1 M 0.3% 18%   3% -18%