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 23.89 91 M -18.2% 12%   4% -23%
Barclays ETN+ S&P VEQTOR ETN VQT NYSEARCA US Market Downside Protection USD 164.56 17 M 0.3% 9%   2% -12%
Cambria Global Momentum ETF GMOM NYSEARCA Factors Momentum USD 24.93 126 M -7.7% 10%   2% -13%
Elements Spectrum Large Cap US Sector Momentum Index ETN EEH NYSEARCA US Market LargeCap Momentum USD 20.62 4.3 M 2.1% 30%   4% -25%
Fidelity Momentum Factor ETF FDMO NYSEARCA US Market LargeCap Momentum USD 34.23 110 M 3.6% 17%   7% -22%
iShares Edge MSCI USA Momentum Factor ETF MTUM NYSEARCA US Market LargeCap Momentum USD 113.84 8.5 B 3.7% 19%   8% -22%
Pacer Trendpilot 100 ETF PTNQ BATS US Market LargeCap Size USD 33.83 488 M 3.2% 15%   5% -12%
Pacer Trendpilot 750 ETF PTLC BATS US Market LargeCap Factors USD 29.37 2.2 B 1.3% 10%   3% -10%
PowerShares DWA Healthcare Momentum Portfolio PTH NASDAQ Health Care Healthcare USD 79.45 139 M -8.0% 28%   10% -34%
PowerShares DWA Industrials Momentum Portfolio PRN NASDAQ Industrial Goods InvestableMkt Momentum USD 61.91 99 M 1.8% 19%   7% -28%
PowerShares DWA Momentum Portfolio PDP NASDAQ Factors Momentum USD 57.51 1.4 B 3.7% 18%   8% -25%
PowerShares DWA SmallCap Momentum Portfolio DWAS NASDAQ US Market SmallCap Momentum USD 50.83 244 M -3.9% 24%   9% -33%
PowerShares Dynamic Market Portfolio PWC NYSEARCA Factors Momentum USD 94.70 152 M -5.5% 16%   6% -22%
PowerShares S&P 500 Momentum Portfolio SPMO NYSEARCA US Market LargeCap Momentum USD 39.40 57 M 7.0% 20%   9% -24%
PowerShares S&P Emerging Markets Momentum Portfolio EEMO NASDAQ Emerging Markets InvestableMkt Momentum USD 15.60 7.0 M -12.7% 20%   3% -29%
SPDR Russell 1000 Momentum Focus ONEO NYSEARCA US Market LargeCap Momentum USD 70.09 417 M -3.6% 15%   6% -23%
SPDR® S&P® 1500 Momentum Tilt ETF MMTM NYSEARCA US Market Broad Market Momentum USD 123.22 49 M 4.2% 16%   7% -22%