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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 |
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| Alpha Architect Value Momentum Trend ETF | VMOT | BATS | Factors | Momentum | USD | 24.27 | 87 M | -16.0% | 11% | 3% | -21% |
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| Barclays ETN+ S&P VEQTOR ETN | VQT | NYSEARCA | US Market | Downside Protection | USD | 167.95 | 17 M | 0.4% | 9% | 2% | -12% |
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| Cambria Global Momentum ETF | GMOM | NYSEARCA | Factors | Momentum | USD | 25.27 | 124 M | -3.5% | 9% | 2% | -11% |
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| Elements Spectrum Large Cap US Sector Momentum Index ETN | EEH | NYSEARCA | US Market | LargeCap Momentum | USD | 21.59 | 4.3 M | 4.8% | 30% | 4% | -25% |
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| Fidelity Momentum Factor ETF | FDMO | NYSEARCA | US Market | LargeCap Momentum | USD | 36.33 | 121 M | 8.7% | 17% | 7% | -22% |
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| iShares Edge MSCI USA Momentum Factor ETF | MTUM | NYSEARCA | US Market | LargeCap Momentum | USD | 122.28 | 10 B | 8.9% | 18% | 8% | -22% |
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| Pacer Trendpilot 100 ETF | PTNQ | BATS | US Market | LargeCap Size | USD | 36.69 | 560 M | 5.3% | 15% | 5% | -12% |
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| Pacer Trendpilot 750 ETF | PTLC | BATS | US Market | LargeCap Factors | USD | 31.29 | 2.5 B | 3.9% | 10% | 3% | -10% |
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| PowerShares DWA Healthcare Momentum Portfolio | PTH | NASDAQ | Health Care | Healthcare | USD | 88.53 | 142 M | -3.1% | 28% | 10% | -34% |
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| PowerShares DWA Industrials Momentum Portfolio | PRN | NASDAQ | Industrial Goods | InvestableMkt Momentum | USD | 68.52 | 116 M | 12.1% | 19% | 8% | -28% |
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| PowerShares DWA Momentum Portfolio | PDP | NASDAQ | Factors | Momentum | USD | 62.11 | 1.6 B | 9.0% | 18% | 8% | -25% |
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| PowerShares DWA SmallCap Momentum Portfolio | DWAS | NASDAQ | US Market | SmallCap Momentum | USD | 54.24 | 264 M | -2.8% | 24% | 9% | -33% |
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| PowerShares Dynamic Market Portfolio | PWC | NYSEARCA | Factors | Momentum | USD | 99.71 | 154 M | -2.1% | 16% | 6% | -22% |
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| PowerShares S&P 500 Momentum Portfolio | SPMO | NYSEARCA | US Market | LargeCap Momentum | USD | 41.33 | 66 M | 6.8% | 20% | 8% | -24% |
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| PowerShares S&P Emerging Markets Momentum Portfolio | EEMO | NASDAQ | Emerging Markets | InvestableMkt Momentum | USD | 16.95 | 7.7 M | -2.4% | 19% | 3% | -25% |
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| SPDR Russell 1000 Momentum Focus | ONEO | NYSEARCA | US Market | LargeCap Momentum | USD | 74.24 | 440 M | 1.4% | 15% | 6% | -23% |
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| SPDR® S&P® 1500 Momentum Tilt ETF | MMTM | NYSEARCA | US Market | Broad Market Momentum | USD | 130.64 | 52 M | 7.0% | 16% | 7% | -22% |
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