US Momentum & Factors ETFs

US Momentum & Factors ETFs
  • Pininvest Analysis

Momentum – selecting equities on the basis of observed price appreciation (usually over 6- to 12-month periods) – has historically contributed positively in identifying favorable company risk / return profiles

However, global market conditions evolve and segments by market capitalization, by sector or by region may respond differently over time – ultimately, the edge in identifying the ‘winners’ on momentum has to be tested against fundamental factors

 ‘Momentum’ funds offer a diversity of models relying on multifactor filters, applied to various market segments, combined in some cases with scaled volatility weighting

Performance / volatility profiles in our selection  cover a wide range and will change with market conditions

 

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

US Momentum & Factors ETFs • Updated:

Name Ticker Exchange Category SubCategory Currency Cur.Price AUM Perf. Vol. Risk Contrib. MDD
 
Alpha Architect Value Momentum Trend ETF VMOT BATS Factors Momentum USD 25.08 72 M -0.1% 10%   4% -9%
Barclays ETN+ S&P VEQTOR ETN VQT NYSEARCA US Market Limited Downside Protection USD 168.05 10 M 8.7% 9%   3% -8%
Cambria Global Momentum ETF GMOM BATS Multi-ETF Allocation Conservative USD 25.90 101 M 7.7% 6%   2% -3%
Elements Spectrum Large Cap US Sector Momentum Index ETN EEH NYSEARCA US Market LargeCap Momentum USD 24.04 4.3 M 27.5% 12%   4% -5%
Fidelity Momentum Factor ETF FDMO NYSEARCA US Market LargeCap Momentum USD 38.08 102 M 23.0% 12%   6% -7%
Invesco DWA Healthcare Momentum ETF PTH NASDAQ Health Care Momentum USD 93.22 166 M 20.5% 21%   9% -15%
Invesco DWA Industrials Momentum ETF PRN NASDAQ Industrial Goods InvestableMkt Momentum USD 71.37 106 M 31.3% 18%   8% -15%
Invesco DWA Momentum ETF PDP NASDAQ US Market Momentum USD 67.08 1.8 B 30.9% 13%   7% -6%
Invesco DWA SmallCap Momentum ETF DWAS NASDAQ US Market SmallCap Momentum USD 57.21 250 M 22.6% 17%   8% -13%
Invesco Dynamic Market ETF PWC NYSEARCA US Market LargeCap Growth USD 100.45 144 M 9.6% 13%   6% -10%
Invesco S&P 500 Momentum Portfolio SPMO NYSEARCA US Market LargeCap Momentum USD 43.54 67 M 23.4% 11%   6% -6%
Invesco S&P Emerging Markets Momentum Portfolio EEMO NASDAQ Emerging Markets InvestableMkt Momentum USD 17.41 6.2 M 13.8% 14%   5% -9%
iShares Edge MSCI USA Momentum Factor ETF MTUM NYSEARCA US Market LargeCap Momentum USD 132.01 10 B 28.4% 12%   6% -6%
Pacer Trendpilot 100 ETF PTNQ BATS US Market LargeCap Size USD 42.08 750 M 28.6% 15%   8% -11%
Pacer Trendpilot 750 ETF PTLC BATS US Market LargeCap Factors USD 33.97 3.2 B 17.9% 11%   6% -7%
SPDR Russell 1000 Momentum Focus ONEO NYSEARCA US Market LargeCap Momentum USD 78.34 355 M 17.8% 12%   6% -7%
SPDR® S&P® 1500 Momentum Tilt ETF MMTM NYSEARCA US Market Broad Market Momentum USD 141.29 63 M 25.9% 11%   6% -6%