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 201.06 182 M 61.2% Strong Up 20%   5% -8%
Barron's 400 ETF BFOR NYSEARCA US Market Broad Market Multi-Factors USD 58.28 122 M 78.8% Weak Up 22%   5% -10%
Fidelity NASDAQ Composite Tracking Stock ETF ONEQ NASDAQ Factors Multi Factor USD 54.52 1.8 B 73.7% Neutral 23%   5% -10%
Fidelity Quality Factor ETF FQAL NYSEARCA US Market LargeCap Quality USD 47.57 148 M 46.3% Weak Up 18%   4% -9%
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%
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%
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%
Global X Conscious Companies ETF KRMA NASDAQ US Market ESG Commitments USD 30.43 89 M 56.4% Weak Up 21%   4% -9%
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%
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%
Hartford Multifactor US Equity ETF ROUS NYSEARCA US Market LargeCap LowVolatility USD 39.21 319 M 43.7% Weak Up 19%   4% -10%
Invesco S&P 500® Downside Hedged ETF PHDG NYSEARCA US Market DownsideProtection/UpsideLimits USD 35.16 18 M 21.2% Neutral 13%   2% -10%
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%
iShares Edge MSCI Multifactor USA ETF LRGF NYSEARCA Factors Multi Factor USD 42.30 846 M 50.2% Weak Up 20%   5% -8%
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%
iShares Edge MSCI USA Quality Factor ETF QUAL BATS Factors Multi Factor USD 126.99 16 B 46.2% Weak Up 19%   5% -9%
John Hancock Multifactor Large Cap ETF JHML NYSEARCA US Market LargeCap Factors USD 53.07 850 M 55.9% Weak Up 19%   5% -8%
ProShares Large Cap Core Plus CSM BATS US Market LargeCap Factors USD 95.98 673 M 50.6% Weak Up 19%   5% -10%
RiverFront Dynamic US Flex-Cap ETF RFFC NYSEARCA Factors Sentiment USD 43.14 112 M 52.1% Neutral 20%   5% -9%
SPDR MFS Systematic Core Equity ETF SYE NYSEARCA US Market LargeCap Factors USD 104.26 32 M 40.4% Neutral 18%   4% -10%
SPDR SSGA Gender Diversity Index ETF SHE NYSEARCA US Market 21st Century Focus USD 98.97 134 M 58.7% Neutral 19%   5% -8%
Vident Core US Equity Fund VUSE NASDAQ Factors Multi Factor USD 42.62 416 M 81.8% Strong Up 26%   6% -12%