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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 | 23.84 | 82 M | -17.4% | 12% | 4% | -21% |
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| Barclays ETN+ S&P VEQTOR ETN | VQT | NYSEARCA | US Market | Limited Downside Protection | USD | 163.72 | 14 M | -5.3% | 10% | 2% | -12% |
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| Cambria Global Momentum ETF | GMOM | BATS | Multi-ETF Allocation | Conservative | USD | 25.20 | 118 M | -4.1% | 9% | 2% | -10% |
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| Elements Spectrum Large Cap US Sector Momentum Index ETN | EEH | NYSEARCA | US Market | LargeCap Momentum | USD | 21.94 | 4.3 M | 3.6% | 25% | 4% | -16% |
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| Fidelity Momentum Factor ETF | FDMO | NYSEARCA | US Market | LargeCap Momentum | USD | 35.27 | 141 M | 1.0% | 18% | 7% | -22% |
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| iShares Edge MSCI USA Momentum Factor ETF | MTUM | NYSEARCA | US Market | LargeCap Momentum | USD | 120.14 | 10 B | 2.9% | 19% | 8% | -22% |
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| Pacer Trendpilot 100 ETF | PTNQ | BATS | US Market | LargeCap Size | USD | 36.72 | 571 M | 3.2% | 17% | 6% | -12% |
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| Pacer Trendpilot 750 ETF | PTLC | BATS | US Market | LargeCap Factors | USD | 31.38 | 2.6 B | 1.0% | 12% | 4% | -10% |
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| PowerShares DWA Healthcare Momentum Portfolio | PTH | NASDAQ | Health Care | Healthcare | USD | 81.73 | 127 M | -16.1% | 29% | 9% | -34% |
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| PowerShares DWA Industrials Momentum Portfolio | PRN | NASDAQ | Industrial Goods | InvestableMkt Momentum | USD | 66.97 | 107 M | 1.1% | 20% | 8% | -28% |
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| PowerShares DWA Momentum Portfolio | PDP | NASDAQ | Factors | Momentum | USD | 61.07 | 1.6 B | 1.8% | 19% | 8% | -25% |
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| PowerShares DWA SmallCap Momentum Portfolio | DWAS | NASDAQ | US Market | SmallCap Momentum | USD | 52.68 | 234 M | -10.5% | 24% | 8% | -32% |
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| PowerShares Dynamic Market Portfolio | PWC | NYSEARCA | Factors | Momentum | USD | 95.78 | 148 M | -9.3% | 17% | 6% | -22% |
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| PowerShares S&P 500 Momentum Portfolio | SPMO | NYSEARCA | US Market | LargeCap Momentum | USD | 40.52 | 73 M | 2.0% | 21% | 8% | -24% |
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| PowerShares S&P Emerging Markets Momentum Portfolio | EEMO | NASDAQ | Emerging Markets | InvestableMkt Momentum | USD | 16.47 | 7.4 M | 1.4% | 19% | 4% | -21% |
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| SPDR Russell 1000 Momentum Focus | ONEO | NYSEARCA | US Market | LargeCap Momentum | USD | 74.30 | 436 M | -1.9% | 16% | 6% | -23% |
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| SPDR® S&P® 1500 Momentum Tilt ETF | MMTM | NYSEARCA | US Market | Broad Market Momentum | USD | 130.96 | 52 M | 3.5% | 17% | 7% | -22% |
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