US Small Cap Factors ETFs

US Small Cap Factors ETFs
  • Pininvest Analysis

Our fairly comprehensive coverage of small-cap ETFs, based on the S&P 600 and Russell 2000 indices, extends to mid-cap S&P 400 funds as well

Although the palette of factors chosen by asset managers is very diverse, the commonality of the underlying securities is reflected by a slightly larger risk exposure on average

Notably, selective factor weighting of the assets has maintained fund volatility within lower bounds in many ETFs

Because the relative importance of the factors driving selections varies through the economic cycle, fund performance and risk exposure will necessarily be marked by profound changes

Future results of the funds will almost certainly not resemble past performance, lending little value to one-time comparisons over a single time period – analysis over extended and varying time frames is warranted …

We do not receive any commission or other form of compensation from the providers included in our 'Funds' presentation

US Small Cap Factors ETFs • Updated:

Name Ticker Exchange Category SubCategory Currency Cur.Price AUM Perf. Vol. Risk Contrib. MDD
 
JPMorgan Diversified Return US Small Cap Equity ETF JPSE NYSEARCA US Market Small Cap Factors USD 30.51 168 M -4.6% 16%   3% -24%
AdvisorShares Cornerstone Small Cap ETF SCAP NYSEARCA US Market Small Cap Factors USD 36.07 4.9 M -9.0% 19%   2% -27%
DeltaShares S&P 400 Managed Risk ETF DMRM NYSEARCA US Market MidCap LowVolatility USD 52.25 97 M -4.1% 11%   1% -17%
Deutsche X-trackers Russell 2000 Comprehensive Factor ETF DESC NYSEARCA US Market Small Cap Factors USD 32.84 10 M -10.4% 15%   2% -25%
First Trust Small Cap Core AlphaDEX Fund FYX NASDAQ US Market Small Cap Factors USD 60.20 592 M -10.8% 19%   3% -28%
First Trust Small Cap Growth AlphaDEX Fund FYC NASDAQ US Market Small Cap Growth USD 46.10 281 M -9.2% 21%   3% -30%
First Trust Small Cap Value AlphaDEX Fund FYT NASDAQ US Market Small Cap Value USD 33.51 59 M -13.2% 18%   2% -26%
FlexShares Morningstar U.S. Market Factor Tilt Index ETF TILT NYSEARCA US Market Small Cap Value USD 117.68 1.4 B 2.4% 15%   3% -22%
iShares Core S&P Small-Cap ETF IJR NYSEARCA US Market Small Cap USD 77.17 44 B -9.8% 18%   3% -28%
iShares Morningstar Small-Cap ETF JKJ NYSEARCA US Market Small Cap USD 173.39 235 M -3.8% 16%   3% -25%
iShares Russell 2000 ETF IWM NYSEARCA US Market Small Cap USD 153.68 43 B -7.8% 18%   3% -27%
iShares S&P Small-Cap 600 Growth ETF IJT NASDAQ US Market Small Cap Growth USD 180.85 5.4 B -7.9% 18%   3% -28%
Oppenheimer Small Cap Revenue ETF RWJ NYSEARCA US Market Small Cap Value USD 60.64 391 M -17.9% 20%   3% -31%
PACER US Small Cap Cash Cows 100 ETF CALF BATS US Market Small Cap Factors USD 23.35 42 M -19.0% 19%   3% -28%
PowerShares DWA SmallCap Momentum Portfolio DWAS NASDAQ US Market SmallCap Momentum USD 54.46 265 M -4.1% 24%   4% -33%
PowerShares Russell Midcap Equal Weight Portfolio EQWM NYSEARCA US Market Mid Cap USD 49.75 25 M 0.6% 15%   2% -22%
PowerShares S&P MidCap Low Volatility XMLV NYSEARCA US Market MidCap LowVolatility USD 51.29 3.0 B 9.8% 12%   2% -14%
PowerShares S&P SmallCap 600 Equal Weight ETF EWSC NYSEARCA US Market Small Cap USD 52.38 34 M -14.1% 18%   3% -28%
PowerShares S&P SmallCap Low Volatility XSLV NYSEARCA US Market SmallCap LowVolatility USD 47.69 1.9 B -1.4% 14%   2% -20%
Principal U.S. Small-Cap Multi-Factor Index ETF PSC NASDAQ US Market Small Cap Factors USD 31.00 354 M -9.4% 17%   2% -27%
ProShares Russell 2000 Dividend Growers ETF SMDV BATS US Market Small Cap Factors USD 58.63 684 M 1.3% 13%   2% -14%
ProShares S&P MidCap 400 Dividend Aristocrats ETF REGL BATS US Market MidCap Factors USD 58.13 684 M 5.9% 12%   2% -15%
Schwab Fundamental US Small Company ETF FNDA NYSEARCA US Market Small Cap Factors USD 37.53 3.4 B -6.4% 16%   3% -26%
Schwab U.S. Small-Cap ETF SCHA NYSEARCA US Market Small Cap USD 71.32 8.3 B -4.8% 18%   3% -27%
SPDR Portfolio Small Cap ETF SPSM NYSEARCA US Market Small Cap USD 30.39 1.4 B -7.0% 18%   3% -27%
SPDR Russell 2000 Low Volatility ETF SMLV NYSEARCA US Market SmallCap LowVolatility USD 92.83 235 M -1.4% 13%   2% -20%
SPDR S&P 600 Small Cap ETF SLY NYSEARCA US Market Small Cap USD 66.64 1.3 B -9.9% 18%   3% -28%
SPDR S&P 600 Small Cap Growth ETF SLYG NYSEARCA US Market Small Cap Growth USD 60.48 2.0 B -7.8% 19%   3% -28%
SPDR S&P 600 Small Cap Value ETF SLYV NYSEARCA US Market Small Cap Value USD 59.42 2.1 B -11.9% 18%   3% -28%
USAA MSCI USA Small Cap Value Momentum Blend Index ETF USVM NYSEARCA US Market Small Cap Factors USD 51.02 107 M -6.7% 16%   2% -25%
Vanguard Russell 2000 ETF VTWO NASDAQ US Market Small Cap USD 123.61 1.5 B -7.7% 18%   3% -27%
Vanguard S&P Small Cap 600 Index Fund ETF VIOO NYSEARCA US Market Small Cap USD 140.74 1.1 B -10.0% 18%   3% -28%
Vanguard Small Cap Value Index Fund VBR NYSEARCA US Market Small Cap Value USD 129.17 13 B -5.1% 16%   2% -24%
Vanguard Small-Cap Growth Index Fund VBK NYSEARCA US Market Small Cap Growth USD 188.30 9.2 B 3.9% 20%   3% -26%
Vanguard Small-Cap Index Fund VB NYSEARCA US Market Small Cap USD 156.64 25 B -1.0% 17%   3% -25%
WisdomTree MidCap Dividend Fund DON NYSEARCA US Market MidCap Factors USD 36.06 3.9 B 1.4% 14%   2% -20%
WisdomTree SmallCap Dividend Fund DES NYSEARCA US Market Small Cap Factors USD 26.68 2.1 B -8.5% 16%   2% -24%
WisdomTree SmallCap Earnings Fund EES NYSEARCA US Market Small Cap Factors USD 34.90 770 M -11.3% 18%   3% -26%
WisdomTree US Smallcap Quality Dividend Growth Fund DGRS NASDAQ US Market Small Cap Factors USD 34.98 118 M -4.7% 17%   3% -24%