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 24.62 77 M -4.3% 11%   4% -12%
Barclays ETN+ S&P VEQTOR ETN VQT NYSEARCA US Market Limited Downside Protection USD 160.07 12 M -0.6% 9%   2% -8%
Cambria Global Momentum ETF GMOM BATS Multi-ETF Allocation Conservative USD 25.40 105 M 3.7% 7%   1% -4%
Elements Spectrum Large Cap US Sector Momentum Index ETN EEH NYSEARCA US Market LargeCap Momentum USD 22.53 4.3 M 9.5% 16%   3% -13%
Fidelity Momentum Factor ETF FDMO NYSEARCA US Market LargeCap Momentum USD 35.49 128 M 11.4% 16%   7% -16%
iShares Edge MSCI USA Momentum Factor ETF MTUM NYSEARCA US Market LargeCap Momentum USD 122.22 9.0 B 14.9% 17%   7% -16%
Pacer Trendpilot 100 ETF PTNQ BATS US Market LargeCap Size USD 38.55 632 M 18.1% 14%   5% -11%
Pacer Trendpilot 750 ETF PTLC BATS US Market LargeCap Factors USD 32.62 2.8 B 13.5% 11%   4% -7%
PowerShares DWA Healthcare Momentum Portfolio PTH NASDAQ Health Care Healthcare USD 84.16 122 M 4.3% 26%   10% -23%
PowerShares DWA Industrials Momentum Portfolio PRN NASDAQ Industrial Goods InvestableMkt Momentum USD 67.50 105 M 19.5% 21%   8% -15%
PowerShares DWA Momentum Portfolio PDP NASDAQ Factors Momentum USD 62.49 1.7 B 18.5% 17%   8% -16%
PowerShares DWA SmallCap Momentum Portfolio DWAS NASDAQ US Market SmallCap Momentum USD 52.57 226 M 6.8% 22%   9% -20%
PowerShares Dynamic Market Portfolio PWC NYSEARCA Factors Momentum USD 97.17 151 M 1.7% 16%   6% -15%
PowerShares S&P 500 Momentum Portfolio SPMO NYSEARCA US Market LargeCap Momentum USD 40.74 67 M 12.8% 17%   7% -18%
PowerShares S&P Emerging Markets Momentum Portfolio EEMO NASDAQ Emerging Markets InvestableMkt Momentum USD 16.75 5.8 M 7.2% 18%   3% -18%
SPDR Russell 1000 Momentum Focus ONEO NYSEARCA US Market LargeCap Momentum USD 76.64 450 M 10.7% 15%   6% -17%
SPDR® S&P® 1500 Momentum Tilt ETF MMTM NYSEARCA US Market Broad Market Momentum USD 134.14 57 M 15.1% 15%   7% -16%