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. Momentum Vol. Risk Contrib. MDD
 
Alpha Architect Value Momentum Trend ETF VMOT BATS Factors Momentum USD 27.65 62 M 19.7 % Neutral 17 %   6 % -13 %
Cambria Global Momentum ETF GMOM BATS Multi-ETF Allocation Conservative USD 29.38 91 M 20.1 % Weak Down 14 %   4 % -9 %
Elements Spectrum Large Cap US Sector Momentum Index ETN EEH NYSEARCA US Market LargeCap Momentum USD 31.10 4.3 M 32.3 % Neutral 21 %   5 % -11 %
Fidelity Momentum Factor ETF FDMO NYSEARCA US Market LargeCap Momentum USD 49.73 86 M 27.2 % Neutral 20 %   7 % -12 %
Invesco DWA Healthcare Momentum ETF PTH NASDAQ Health Care Momentum USD 165.56 168 M 21.8 % Neutral 34 %   10 % -25 %
Invesco DWA Industrials Momentum ETF PRN NASDAQ Industrial Goods InvestableMkt Momentum USD 101.00 81 M 41.1 % Neutral 25 %   8 % -13 %
Invesco DWA Momentum ETF PDP NASDAQ US Market Momentum USD 91.56 1.7 B 24.7 % Neutral 22 %   8 % -13 %
Invesco DWA SmallCap Momentum ETF DWAS NASDAQ US Market SmallCap Momentum USD 84.65 230 M 49.0 % Neutral 32 %   11 % -17 %
Invesco Dynamic Market ETF PWC NYSEARCA US Market LargeCap Growth USD 122.11 128 M 31.2 % Neutral 19 %   7 % -10 %
Invesco S&P 500® Momentum Portfolio SPMO NYSEARCA US Market LargeCap Momentum USD 60.66 58 M 29.9 % Weak Up 20 %   7 % -11 %
iShares Edge MSCI USA Momentum Factor ETF MTUM NYSEARCA US Market LargeCap Momentum USD 175.03 10 B 24.9 % Neutral 23 %   8 % -16 %
Pacer Trendpilot 100 ETF PTNQ BATS US Market LargeCap Size USD 56.24 744 M 22.7 % Weak Up 16 %   5 % -13 %
Pacer Trendpilot 750 ETF PTLC BATS US Market LargeCap Factors USD 38.47 3.0 B 34.1 % Weak Up 15 %   5 % -10 %
SPDR Russell 1000 Momentum Focus ONEO NYSEARCA US Market LargeCap Momentum USD 99.87 313 M 39.9 % Neutral 15 %   5 % -8 %
SPDR® S&P® 1500 Momentum Tilt ETF MMTM NYSEARCA US Market Broad Market Momentum USD 185.10 57 M 30.3 % Neutral 18 %   6 % -11 %