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. Momentum Vol. Risk Contrib. MDD
 
JPMorgan Diversified Return US Small Cap Equity ETF JPSE NYSEARCA US Market SmallCap Factors USD 42.78 172 M 53.7 % Neutral 22 %   3 % -8 %
DeltaShares S&P 400 Managed Risk ETF DMRM NYSEARCA US Market MidCap LowVolatility USD 58.28 87 M 21.6 % Neutral 13 %   1 % -7 %
First Trust Small Cap Core AlphaDEX Fund FYX NASDAQ US Market SmallCap Factors USD 89.78 484 M 62.0 % Neutral 24 %   3 % -10 %
First Trust Small Cap Growth AlphaDEX Fund FYC NASDAQ US Market SmallCap Growth USD 70.26 195 M 61.5 % Neutral 25 %   3 % -14 %
First Trust Small Cap Value AlphaDEX Fund FYT NASDAQ US Market SmallCap Value USD 49.22 58 M 58.9 % Weak Down 27 %   3 % -11 %
FlexShares Morningstar U.S. Market Factor Tilt Index ETF TILT NYSEARCA US Market SmallCap Value USD 171.36 1.4 B 45.9 % Neutral 16 %   2 % -9 %
Invesco DWA SmallCap Momentum ETF DWAS NASDAQ US Market SmallCap Momentum USD 84.62 230 M 52.6 % Neutral 32 %   3 % -17 %
Invesco S&P MidCap Low Volatility XMLV NYSEARCA US Market MidCap LowVolatility USD 54.07 3.5 B 27.8 % Neutral 14 %   2 % -8 %
Invesco S&P SmallCap 600 Revenue ETF RWJ NYSEARCA US Market SmallCap Factors USD 113.96 273 M 97.3 % Weak Down 32 %   3 % -13 %
Invesco S&P SmallCap 600® Equal Weight ETF EWSC NYSEARCA US Market SmallCap USD 80.42 27 M 71.4 % Neutral 26 %   3 % -11 %
Invesco S&P SmallCap Low Volatility XSLV NYSEARCA US Market SmallCap LowVolatility USD 46.54 2.3 B 38.9 % Neutral 18 %   2 % -11 %
iShares Core S&P Small-Cap ETF IJR NYSEARCA US Market SmallCap USD 108.40 42 B 55.9 % Neutral 23 %   3 % -10 %
iShares Morningstar Small-Cap ETF JKJ NYSEARCA US Market SmallCap USD 231.19 214 M 49.6 % Strong Up 17 %   2 % -8 %
iShares Russell 2000 ETF IWM NYSEARCA US Market SmallCap USD 219.55 40 B 51.3 % Neutral 23 %   3 % -10 %
iShares S&P Small-Cap 600 Growth ETF IJT NASDAQ US Market SmallCap Growth USD 129.50 4.9 B 49.2 % Neutral 22 %   3 % -9 %
PACER US Small Cap Cash Cows 100 ETF CALF BATS US Market SmallCap Factors USD 42.58 38 M 73.2 % Neutral 27 %   3 % -9 %
Principal U.S. Small-Cap Multi-Factor Index ETF PSC NASDAQ US Market SmallCap Factors USD 44.99 353 M 61.5 % Neutral 24 %   3 % -9 %
ProShares Russell 2000 Dividend Growers ETF SMDV BATS US Market SmallCap Factors USD 61.81 748 M 27.2 % Weak Down 22 %   3 % -11 %
ProShares S&P MidCap 400 Dividend Aristocrats ETF REGL BATS US Market MidCap Factors USD 70.81 720 M 31.2 % Neutral 18 %   2 % -10 %
Schwab Fundamental US Small Company ETF FNDA NYSEARCA US Market SmallCap Factors USD 52.41 3.4 B 61.8 % Neutral 23 %   3 % -10 %
Schwab U.S. Small-Cap ETF SCHA NYSEARCA US Market SmallCap USD 100.47 8.1 B 50.9 % Neutral 22 %   3 % -9 %
SPDR Portfolio Small Cap ETF SPSM NYSEARCA US Market SmallCap USD 42.14 1.6 B 55.9 % Neutral 23 %   3 % -10 %
SPDR Russell 2000 Low Volatility ETF SMLV NYSEARCA US Market SmallCap LowVolatility USD 110.72 296 M 48.5 % Neutral 22 %   3 % -10 %
SPDR S&P 600 Small Cap ETF SLY NYSEARCA US Market SmallCap USD 93.68 1.1 B 56.1 % Neutral 23 %   3 % -10 %
SPDR S&P 600 Small Cap Growth ETF SLYG NYSEARCA US Market SmallCap Growth USD 86.67 1.7 B 49.4 % Neutral 22 %   3 % -9 %
SPDR S&P 600 Small Cap Value ETF SLYV NYSEARCA US Market SmallCap Value USD 80.92 2.1 B 62.3 % Weak Down 26 %   3 % -13 %
USAA MSCI USA Small Cap Value Momentum Blend Index ETF USVM NYSEARCA US Market SmallCap Factors USD 69.41 213 M 49.0 % Neutral 21 %   3 % -8 %
Vanguard Russell 2000 ETF VTWO NASDAQ US Market SmallCap USD 88.63 1.4 B 52.6 % Neutral 23 %   3 % -10 %
Vanguard S&P Small Cap 600 Index Fund ETF VIOO NYSEARCA US Market SmallCap USD 198.80 945 M 56.4 % Neutral 23 %   3 % -10 %
Vanguard Small Cap Value Index Fund VBR NYSEARCA US Market SmallCap Value USD 168.83 13 B 55.5 % Weak Down 22 %   3 % -10 %
Vanguard Small-Cap Growth Index Fund VBK NYSEARCA US Market SmallCap Growth USD 284.84 9.2 B 38.6 % Neutral 21 %   2 % -14 %
Vanguard Small-Cap Index Fund VB NYSEARCA US Market SmallCap USD 220.18 26 B 47.9 % Neutral 20 %   3 % -7 %
WisdomTree U.S. MidCap Dividend Fund DON NYSEARCA US Market MidCap Factors USD 41.49 3.6 B 43.7 % Neutral 20 %   2 % -8 %
WisdomTree U.S. SmallCap Earnings Fund EES NYSEARCA US Market SmallCap Factors USD 47.64 650 M 64.5 % Weak Down 24 %   3 % -10 %
WisdomTree U.S. Smallcap Quality Dividend Growth Fund DGRS NASDAQ US Market SmallCap Factors USD 44.79 112 M 47.7 % Weak Down 22 %   3 % -10 %
WisdomTree US SmallCap Dividend Fund DES NYSEARCA US Market SmallCap Factors USD 31.11 1.8 B 47.7 % Weak Down 22 %   3 % -9 %