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 33.25 75 M -13.8% 34%   3% -40%
Barclays ETN+ Shiller CapeTM ETN CAPE NYSEARCA US Market LargeCap Sect-Rotation USD 143.32 182 M 3.4% 33%   4% -35%
Barron's 400 ETF BFOR NYSEARCA US Market Broad Market Multi-Factors USD 39.31 122 M -2.3% 37%   4% -39%
Deutsche X-trackers Russell 2000 Comprehensive Factor ETF DESC NYSEARCA US Market SmallCap Factors USD 34.71 10 M 4.2% 10%   0% -7%
Fidelity NASDAQ Composite Tracking Stock ETF ONEQ NASDAQ Factors Multi Factor USD 396.60 1.8 B 25.3% 33%   5% -30%
Fidelity Quality Factor ETF FQAL NYSEARCA US Market LargeCap Quality USD 36.87 148 M 5.9% 33%   4% -34%
First Trust Large Cap Core AlphaDEX Fund FEX NASDAQ US Market LargeCap Factors USD 59.81 1.2 B -2.3% 37%   4% -40%
First Trust Value Line 100 ETF FVL NYSEARCA Factors Multi Factor USD 21.38 36 M -5.2% 32%   4% -36%
FlexShares Morningstar U.S. Market Factor Tilt Index ETF TILT NYSEARCA US Market SmallCap Value USD 113.40 1.4 B -3.3% 35%   4% -39%
FlexShares US Quality Large Cap Index Fund QLC NASDAQ US Market LargeCap Quality USD 34.82 46 M 2.1% 32%   3% -35%
Global X Conscious Companies ETF KRMA NASDAQ US Market ESG Commitments USD 22.28 89 M 1.9% 35%   4% -36%
Global X Scientific Beta US ETF SCIU NYSEARCA US Market MultiFactor LowVolatility USD 31.37 86 M -3.0% 34%   4% -37%
Goldman Sachs ActiveBeta International Equity ETF GSIE NYSEARCA Developed Markets (ex-US) MultiFactor LowVolatility USD 26.98 1.7 B -5.3% 30%   3% -35%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 63.26 7.5 B 7.2% 33%   4% -34%
Hartford Multifactor US Equity ETF ROUS NYSEARCA US Market LargeCap LowVolatility USD 30.06 319 M -4.3% 33%   4% -36%
Invesco Insider Sentiment ETF NFO NYSEARCA Factors Sentiment USD 75.32 79 M 8.7% 8%   0% -5%
Invesco S&P 500 Downside Hedged ETF PHDG NYSEARCA US Market DownsideProtection/UpsideLimits USD 30.76 18 M 9.3% 21%   0% -16%
Invesco S&P 500 Quality ETF SPHQ NYSEARCA US Market LargeCap Quality USD 35.75 1.5 B 7.7% 33%   4% -32%
iShares Edge MSCI Multifactor USA ETF LRGF NYSEARCA Factors Multi Factor USD 31.17 846 M -1.4% 35%   4% -36%
iShares Edge MSCI Multifactor USA Small-Cap ETF SMLF NYSEARCA US Market SmallCap Factors USD 35.54 282 M -10.9% 38%   4% -42%
iShares Edge MSCI USA Quality Factor ETF QUAL BATS Factors Multi Factor USD 97.04 16 B 4.4% 33%   4% -34%
John Hancock Multifactor Large Cap ETF JHML NYSEARCA US Market LargeCap Factors USD 38.71 850 M 2.6% 34%   4% -36%
ProShares Large Cap Core Plus CSM BATS US Market LargeCap Factors USD 71.48 673 M 0.8% 35%   4% -36%
RiverFront Dynamic US Flex-Cap ETF RFFC NYSEARCA Factors Sentiment USD 32.59 112 M -2.2% 33%   4% -36%
SPDR MFS Systematic Core Equity ETF SYE NYSEARCA US Market LargeCap Factors USD 82.86 32 M 1.5% 33%   4% -35%
SPDR SSGA Gender Diversity Index ETF SHE NYSEARCA US Market 21st Century Focus USD 71.30 134 M -3.1% 33%   4% -36%
Vident Core US Equity Fund VUSE NASDAQ Factors Multi Factor USD 27.20 416 M -12.9% 40%   4% -43%
WeatherStorm Forensic Accounting Long-Short ETF FLAG NASDAQ US Market LargeCap Factors USD 24.05 6.5 M -35.1% 35%   2% -50%