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. Momentum Vol. Risk Contrib. MDD
 
Alpha Architect Value Momentum Trend ETF VMOT BATS Factors Momentum USD 26.83 62 M 21.3% Neutral 14%   2% -12%
Cambria Global Momentum ETF GMOM BATS Multi-ETF Allocation Conservative USD 27.85 91 M 15.5% Strong Up 15%   2% -15%
Elements Spectrum Large Cap US Sector Momentum Index ETN EEH NYSEARCA US Market LargeCap Momentum USD 27.41 4.3 M 18.1% Neutral 35%   2% -31%
Fidelity Momentum Factor ETF FDMO NYSEARCA US Market LargeCap Momentum USD 44.86 86 M 31.0% Neutral 33%   7% -29%
Invesco DWA Healthcare Momentum ETF PTH NASDAQ Health Care Momentum USD 163.14 168 M 79.2% Neutral 41%   8% -14%
Invesco DWA Industrials Momentum ETF PRN NASDAQ Industrial Goods InvestableMkt Momentum USD 100.69 81 M 57.8% Neutral 38%   8% -30%
Invesco DWA Momentum ETF PDP NASDAQ US Market Momentum USD 86.96 1.7 B 41.6% Neutral 37%   8% -29%
Invesco DWA SmallCap Momentum ETF DWAS NASDAQ US Market SmallCap Momentum USD 85.91 230 M 64.7% Neutral 46%   9% -42%
Invesco Dynamic Market ETF PWC NYSEARCA US Market LargeCap Growth USD 113.61 128 M 28.4% Neutral 38%   8% -33%
Invesco S&P 500 Momentum Portfolio SPMO NYSEARCA US Market LargeCap Momentum USD 52.24 58 M 33.6% Neutral 36%   7% -27%
Invesco S&P Emerging Markets Momentum Portfolio EEMO NASDAQ Emerging Markets InvestableMkt Momentum USD 20.15 6.2 M 32.2% Neutral 39%   7% -35%
iShares Edge MSCI USA Momentum Factor ETF MTUM NYSEARCA US Market LargeCap Momentum USD 162.90 10 B 35.1% Neutral 36%   8% -30%
Pacer Trendpilot 100 ETF PTNQ BATS US Market LargeCap Size USD 51.97 744 M 32.3% Neutral 31%   6% -22%
Pacer Trendpilot 750 ETF PTLC BATS US Market LargeCap Factors USD 33.25 3.0 B 8.2% Neutral 23%   4% -21%
SPDR Russell 1000 Momentum Focus ONEO NYSEARCA US Market LargeCap Momentum USD 89.03 313 M 30.7% Neutral 36%   7% -35%
SPDR® S&P® 1500 Momentum Tilt ETF MMTM NYSEARCA US Market Broad Market Momentum USD 162.16 57 M 29.6% Neutral 33%   7% -28%