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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 | 24.62 | 77 M | -4.3% | 11% | 4% | -12% |
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| Barclays ETN+ S&P VEQTOR ETN | VQT | NYSEARCA | US Market | Limited Downside Protection | USD | 160.07 | 12 M | -0.6% | 9% | 2% | -8% |
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| Cambria Global Momentum ETF | GMOM | BATS | Multi-ETF Allocation | Conservative | USD | 25.40 | 105 M | 3.7% | 7% | 1% | -4% |
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| Elements Spectrum Large Cap US Sector Momentum Index ETN | EEH | NYSEARCA | US Market | LargeCap Momentum | USD | 22.53 | 4.3 M | 9.5% | 16% | 3% | -13% |
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| Fidelity Momentum Factor ETF | FDMO | NYSEARCA | US Market | LargeCap Momentum | USD | 35.49 | 128 M | 11.4% | 16% | 7% | -16% |
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| iShares Edge MSCI USA Momentum Factor ETF | MTUM | NYSEARCA | US Market | LargeCap Momentum | USD | 122.22 | 9.0 B | 14.9% | 17% | 7% | -16% |
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| Pacer Trendpilot 100 ETF | PTNQ | BATS | US Market | LargeCap Size | USD | 38.55 | 632 M | 18.1% | 14% | 5% | -11% |
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| Pacer Trendpilot 750 ETF | PTLC | BATS | US Market | LargeCap Factors | USD | 32.62 | 2.8 B | 13.5% | 11% | 4% | -7% |
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| PowerShares DWA Healthcare Momentum Portfolio | PTH | NASDAQ | Health Care | Healthcare | USD | 84.16 | 122 M | 4.3% | 26% | 10% | -23% |
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| PowerShares DWA Industrials Momentum Portfolio | PRN | NASDAQ | Industrial Goods | InvestableMkt Momentum | USD | 67.50 | 105 M | 19.5% | 21% | 8% | -15% |
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| PowerShares DWA Momentum Portfolio | PDP | NASDAQ | Factors | Momentum | USD | 62.49 | 1.7 B | 18.5% | 17% | 8% | -16% |
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| PowerShares DWA SmallCap Momentum Portfolio | DWAS | NASDAQ | US Market | SmallCap Momentum | USD | 52.57 | 226 M | 6.8% | 22% | 9% | -20% |
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| PowerShares Dynamic Market Portfolio | PWC | NYSEARCA | Factors | Momentum | USD | 97.17 | 151 M | 1.7% | 16% | 6% | -15% |
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| PowerShares S&P 500 Momentum Portfolio | SPMO | NYSEARCA | US Market | LargeCap Momentum | USD | 40.74 | 67 M | 12.8% | 17% | 7% | -18% |
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| PowerShares S&P Emerging Markets Momentum Portfolio | EEMO | NASDAQ | Emerging Markets | InvestableMkt Momentum | USD | 16.75 | 5.8 M | 7.2% | 18% | 3% | -18% |
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| SPDR Russell 1000 Momentum Focus | ONEO | NYSEARCA | US Market | LargeCap Momentum | USD | 76.64 | 450 M | 10.7% | 15% | 6% | -17% |
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| SPDR® S&P® 1500 Momentum Tilt ETF | MMTM | NYSEARCA | US Market | Broad Market Momentum | USD | 134.14 | 57 M | 15.1% | 15% | 7% | -16% |
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