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. Vol. Contrib. MDD
 
Alpha Architect Value Momentum Trend ETF VMOT BATS Factors Momentum USD 25.06 87 M -15.5% 13%   4% -23%
Barclays ETN+ S&P VEQTOR ETN VQT NYSEARCA US Market Downside Protection USD 164.77 38 M -4.2% 11%   1% -12%
Cambria Global Momentum ETF GMOM NYSEARCA Factors Momentum USD 25.09 96 M -9.2% 11%   3% -13%
Elements Spectrum Large Cap US Sector Momentum Index ETN EEH NYSEARCA US Market LargeCap Momentum USD 20.44 4.2 M -1.8% 30%   3% -25%
Fidelity Momentum Factor ETF FDMO NYSEARCA US Market LargeCap Momentum USD 33.71 78 M 3.6% 18%   8% -22%
iShares Edge MSCI USA Momentum Factor ETF MTUM NYSEARCA US Market LargeCap Momentum USD 110.98 7.9 B 1.3% 20%   8% -22%
Pacer Trendpilot 100 ETF PTNQ BATS US Market LargeCap Size USD 32.71 224 M 1.2% 16%   5% -12%
Pacer Trendpilot 750 ETF PTLC BATS US Market LargeCap Factors USD 28.82 930 M 0.0% 11%   3% -10%
PowerShares DWA Healthcare Momentum Portfolio PTH NASDAQ Health Care Healthcare USD 81.16 160 M 1.3% 29%   11% -34%
PowerShares DWA Industrials Momentum Portfolio PRN NASDAQ Industrial Goods InvestableMkt Momentum USD 60.23 110 M -3.2% 20%   7% -28%
PowerShares DWA Momentum Portfolio PDP NASDAQ Factors Momentum USD 55.59 1.6 B 2.5% 18%   8% -25%
PowerShares DWA SmallCap Momentum Portfolio DWAS NASDAQ US Market SmallCap Momentum USD 50.89 273 M -2.0% 23%   9% -33%
PowerShares Dynamic Market Portfolio PWC NYSEARCA Factors Momentum USD 96.49 153 M -1.4% 16%   6% -22%
PowerShares S&P 500 Momentum Portfolio SPMO NYSEARCA US Market LargeCap Momentum USD 38.99 34 M 6.9% 22%   9% -24%
PowerShares S&P Emerging Markets Momentum Portfolio EEMO NASDAQ Emerging Markets InvestableMkt Momentum USD 16.41 - -15.3% 21%   4% -32%
SPDR Russell 1000 Momentum Focus ONEO NYSEARCA US Market LargeCap Momentum USD 70.48 559 M -3.8% 15%   6% -23%
SPDR® S&P® 1500 Momentum Tilt ETF MMTM NYSEARCA US Market Broad Market Momentum USD 122.00 30 M 2.1% 17%   7% -22%