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 23.80 62 M 0.0% 15%   3% -22%
Barclays ETN+ S&P VEQTOR ETN VQT NYSEARCA US Market Limited Downside Protection USD 199.50 10 M 22.6% 25%   0% -19%
Cambria Global Momentum ETF GMOM BATS Multi-ETF Allocation Conservative USD 24.46 91 M -1.9% 13%   2% -20%
Elements Spectrum Large Cap US Sector Momentum Index ETN EEH NYSEARCA US Market LargeCap Momentum USD 24.25 4.3 M 10.2% 34%   1% -36%
Fidelity Momentum Factor ETF FDMO NYSEARCA US Market LargeCap Momentum USD 38.93 86 M 10.6% 32%   7% -34%
Invesco DWA Healthcare Momentum ETF PTH NASDAQ Health Care Momentum USD 135.31 168 M 63.8% 38%   7% -28%
Invesco DWA Industrials Momentum ETF PRN NASDAQ Industrial Goods InvestableMkt Momentum USD 75.89 81 M 13.2% 36%   8% -36%
Invesco DWA Momentum ETF PDP NASDAQ US Market Momentum USD 73.93 1.7 B 19.8% 35%   8% -35%
Invesco DWA SmallCap Momentum ETF DWAS NASDAQ US Market SmallCap Momentum USD 59.79 230 M 13.5% 43%   9% -46%
Invesco Dynamic Market ETF PWC NYSEARCA US Market LargeCap Growth USD 93.12 128 M -1.4% 37%   8% -38%
Invesco S&P 500 Momentum Portfolio SPMO NYSEARCA US Market LargeCap Momentum USD 47.91 58 M 19.2% 35%   7% -31%
Invesco S&P Emerging Markets Momentum Portfolio EEMO NASDAQ Emerging Markets InvestableMkt Momentum USD 16.06 6.2 M 2.2% 37%   7% -42%
iShares Edge MSCI USA Momentum Factor ETF MTUM NYSEARCA US Market LargeCap Momentum USD 143.02 10 B 18.7% 35%   8% -34%
Pacer Trendpilot 100 ETF PTNQ BATS US Market LargeCap Size USD 46.07 744 M 25.8% 32%   7% -28%
Pacer Trendpilot 750 ETF PTLC BATS US Market LargeCap Factors USD 29.16 3.0 B -7.1% 22%   4% -27%
SPDR Russell 1000 Momentum Focus ONEO NYSEARCA US Market LargeCap Momentum USD 73.06 313 M 0.1% 36%   8% -41%
SPDR® S&P® 1500 Momentum Tilt ETF MMTM NYSEARCA US Market Broad Market Momentum USD 144.10 57 M 11.4% 32%   7% -34%