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 SmallCap Factors USD 29.85 172 M -0.4% 40%   3% -43%
AdvisorShares Cornerstone Small Cap ETF SCAP NYSEARCA US Market SmallCap Factors USD 27.09 4.5 M -22.5% 32%   2% -43%
DeltaShares S&P 400 Managed Risk ETF DMRM NYSEARCA US Market MidCap LowVolatility USD 48.62 87 M -4.9% 13%   1% -21%
Deutsche X-trackers Russell 2000 Comprehensive Factor ETF DESC NYSEARCA US Market SmallCap Factors USD 34.71 10 M 6.0% 8%   0% -5%
First Trust Small Cap Core AlphaDEX Fund FYX NASDAQ US Market SmallCap Factors USD 59.70 484 M 1.0% 46%   3% -46%
First Trust Small Cap Growth AlphaDEX Fund FYC NASDAQ US Market SmallCap Growth USD 47.21 195 M 3.7% 42%   3% -43%
First Trust Small Cap Value AlphaDEX Fund FYT NASDAQ US Market SmallCap Value USD 32.95 58 M 1.0% 52%   3% -49%
FlexShares Morningstar U.S. Market Factor Tilt Index ETF TILT NYSEARCA US Market SmallCap Value USD 122.35 1.4 B 6.6% 35%   2% -39%
Invesco DWA SmallCap Momentum ETF DWAS NASDAQ US Market SmallCap Momentum USD 59.93 230 M 11.0% 43%   3% -46%
Invesco Russell Midcap Equal Weight Portfolio EQWM NYSEARCA US Market MidCap USD 49.75 25 M 0.0% 0%   0% 0%
Invesco S&P MidCap Low Volatility XMLV NYSEARCA US Market MidCap LowVolatility USD 43.82 3.5 B -13.2% 37%   2% -41%
Invesco S&P SmallCap 600 Equal Weight ETF EWSC NYSEARCA US Market SmallCap USD 50.74 27 M -1.1% 46%   3% -47%
Invesco S&P SmallCap 600 Revenue ETF RWJ NYSEARCA US Market SmallCap Factors USD 62.35 273 M 4.3% 46%   3% -45%
Invesco S&P SmallCap Low Volatility XSLV NYSEARCA US Market SmallCap LowVolatility USD 36.09 2.3 B -22.3% 43%   3% -45%
iShares Core S&P Small-Cap ETF IJR NYSEARCA US Market SmallCap USD 75.03 42 B -1.7% 42%   3% -43%
iShares Morningstar Small-Cap ETF JKJ NYSEARCA US Market SmallCap USD 163.75 214 M -3.6% 44%   3% -44%
iShares Russell 2000 ETF IWM NYSEARCA US Market SmallCap USD 156.17 40 B 3.7% 40%   3% -41%
iShares S&P Small-Cap 600 Growth ETF IJT NASDAQ US Market SmallCap Growth USD 187.45 4.9 B 4.2% 43%   3% -40%
PACER US Small Cap Cash Cows 100 ETF CALF BATS US Market SmallCap Factors USD 25.76 38 M 10.8% 45%   3% -44%
Principal U.S. Small-Cap Multi-Factor Index ETF PSC NASDAQ US Market SmallCap Factors USD 29.36 353 M -2.8% 43%   3% -44%
ProShares Russell 2000 Dividend Growers ETF SMDV BATS US Market SmallCap Factors USD 51.25 748 M -11.5% 40%   3% -34%
ProShares S&P MidCap 400 Dividend Aristocrats ETF REGL BATS US Market MidCap Factors USD 56.23 720 M -2.1% 37%   2% -36%
Schwab Fundamental US Small Company ETF FNDA NYSEARCA US Market SmallCap Factors USD 34.78 3.4 B -5.2% 42%   3% -45%
Schwab U.S. Small-Cap ETF SCHA NYSEARCA US Market SmallCap USD 71.40 8.1 B 2.3% 41%   3% -42%
SPDR Portfolio Small Cap ETF SPSM NYSEARCA US Market SmallCap USD 29.19 1.6 B -1.5% 43%   3% -43%
SPDR Russell 2000 Low Volatility ETF SMLV NYSEARCA US Market SmallCap LowVolatility USD 80.59 296 M -11.3% 43%   3% -43%
SPDR S&P 600 Small Cap ETF SLY NYSEARCA US Market SmallCap USD 64.81 1.1 B -1.7% 42%   3% -43%
SPDR S&P 600 Small Cap Growth ETF SLYG NYSEARCA US Market SmallCap Growth USD 62.61 1.7 B 4.3% 41%   3% -40%
SPDR S&P 600 Small Cap Value ETF SLYV NYSEARCA US Market SmallCap Value USD 53.62 2.1 B -8.4% 45%   3% -46%
USAA MSCI USA Small Cap Value Momentum Blend Index ETF USVM NYSEARCA US Market SmallCap Factors USD 50.39 213 M 0.8% 39%   3% -42%
Vanguard Russell 2000 ETF VTWO NASDAQ US Market SmallCap USD 125.88 1.4 B 3.9% 40%   3% -41%
Vanguard S&P Small Cap 600 Index Fund ETF VIOO NYSEARCA US Market SmallCap USD 137.47 945 M -1.4% 42%   3% -42%
Vanguard Small Cap Value Index Fund VBR NYSEARCA US Market SmallCap Value USD 115.99 13 B -7.2% 42%   3% -45%
Vanguard Small-Cap Growth Index Fund VBK NYSEARCA US Market SmallCap Growth USD 216.14 9.2 B 15.8% 37%   2% -39%
Vanguard Small-Cap Index Fund VB NYSEARCA US Market SmallCap USD 158.04 26 B 3.1% 38%   3% -42%
WisdomTree U.S. MidCap Dividend Fund DON NYSEARCA US Market MidCap Factors USD 30.41 3.6 B -12.0% 42%   3% -47%
WisdomTree U.S. SmallCap Earnings Fund EES NYSEARCA US Market SmallCap Factors USD 31.24 650 M -8.2% 45%   3% -49%
WisdomTree U.S. Smallcap Quality Dividend Growth Fund DGRS NASDAQ US Market SmallCap Factors USD 32.11 112 M -4.6% 49%   3% -45%
WisdomTree US SmallCap Dividend Fund DES NYSEARCA US Market SmallCap Factors USD 22.76 1.8 B -10.9% 43%   3% -45%