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 26.69 62 M 22.3% Neutral 16%   5% -13%
Cambria Global Momentum ETF GMOM BATS Multi-ETF Allocation Conservative USD 30.32 91 M 30.5% Weak Up 13%   3% -7%
Elements Spectrum Large Cap US Sector Momentum Index ETN EEH NYSEARCA US Market LargeCap Momentum USD 30.80 4.3 M 41.9% Weak Up 21%   4% -11%
Fidelity Momentum Factor ETF FDMO NYSEARCA US Market LargeCap Momentum USD 45.55 86 M 31.0% Neutral 21%   7% -12%
Invesco DWA Healthcare Momentum ETF PTH NASDAQ Health Care Momentum USD 146.95 168 M 27.2% Weak Down 35%   10% -25%
Invesco DWA Industrials Momentum ETF PRN NASDAQ Industrial Goods InvestableMkt Momentum USD 98.29 81 M 54.1% Neutral 26%   8% -12%
Invesco DWA Momentum ETF PDP NASDAQ US Market Momentum USD 83.74 1.7 B 32.3% Neutral 23%   8% -13%
Invesco DWA SmallCap Momentum ETF DWAS NASDAQ US Market SmallCap Momentum USD 83.75 230 M 71.2% Neutral 32%   10% -17%
Invesco Dynamic Market ETF PWC NYSEARCA US Market LargeCap Growth USD 119.85 128 M 45.8% Neutral 21%   7% -10%
Invesco S&P 500® Momentum Portfolio SPMO NYSEARCA US Market LargeCap Momentum USD 53.38 58 M 30.4% Neutral 21%   7% -11%
iShares Edge MSCI USA Momentum Factor ETF MTUM NYSEARCA US Market LargeCap Momentum USD 162.06 10 B 31.7% Neutral 24%   8% -16%
Pacer Trendpilot 100 ETF PTNQ BATS US Market LargeCap Size USD 52.60 744 M 34.5% Neutral 19%   6% -13%
Pacer Trendpilot 750 ETF PTLC BATS US Market LargeCap Factors USD 36.11 3.0 B 33.8% Neutral 17%   5% -10%
SPDR Russell 1000 Momentum Focus ONEO NYSEARCA US Market LargeCap Momentum USD 97.47 313 M 54.9% Weak Up 18%   5% -10%
SPDR® S&P® 1500 Momentum Tilt ETF MMTM NYSEARCA US Market Broad Market Momentum USD 173.83 57 M 38.1% Neutral 19%   6% -11%