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 23.98 62 M -2.3% 15%   3% -22%
Barclays ETN+ S&P VEQTOR ETN VQT NYSEARCA US Market Limited Downside Protection USD 199.50 10 M 23.8% 25%   0% -19%
Cambria Global Momentum ETF GMOM BATS Multi-ETF Allocation Conservative USD 24.78 91 M -1.1% 14%   2% -20%
Elements Spectrum Large Cap US Sector Momentum Index ETN EEH NYSEARCA US Market LargeCap Momentum USD 25.33 4.3 M 12.4% 36%   2% -36%
Fidelity Momentum Factor ETF FDMO NYSEARCA US Market LargeCap Momentum USD 41.67 86 M 18.8% 33%   7% -34%
Invesco DWA Healthcare Momentum ETF PTH NASDAQ Health Care Momentum USD 147.00 168 M 70.2% 39%   7% -28%
Invesco DWA Industrials Momentum ETF PRN NASDAQ Industrial Goods InvestableMkt Momentum USD 84.53 81 M 26.0% 36%   8% -36%
Invesco DWA Momentum ETF PDP NASDAQ US Market Momentum USD 81.87 1.7 B 31.4% 36%   8% -35%
Invesco DWA SmallCap Momentum ETF DWAS NASDAQ US Market SmallCap Momentum USD 68.33 230 M 29.8% 44%   9% -46%
Invesco Dynamic Market ETF PWC NYSEARCA US Market LargeCap Growth USD 98.84 128 M 3.1% 37%   8% -38%
Invesco S&P 500 Momentum Portfolio SPMO NYSEARCA US Market LargeCap Momentum USD 50.43 58 M 25.7% 36%   8% -31%
Invesco S&P Emerging Markets Momentum Portfolio EEMO NASDAQ Emerging Markets InvestableMkt Momentum USD 17.82 6.2 M 8.7% 38%   7% -42%
iShares Edge MSCI USA Momentum Factor ETF MTUM NYSEARCA US Market LargeCap Momentum USD 151.22 10 B 24.1% 36%   8% -34%
Pacer Trendpilot 100 ETF PTNQ BATS US Market LargeCap Size USD 49.94 744 M 30.0% 32%   7% -28%
Pacer Trendpilot 750 ETF PTLC BATS US Market LargeCap Factors USD 31.29 3.0 B -3.8% 23%   4% -27%
SPDR Russell 1000 Momentum Focus ONEO NYSEARCA US Market LargeCap Momentum USD 80.49 313 M 7.2% 37%   8% -41%
SPDR® S&P® 1500 Momentum Tilt ETF MMTM NYSEARCA US Market Broad Market Momentum USD 153.86 57 M 16.8% 33%   7% -34%