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 20.74 62 M -16.3% 14%   3% -22%
Barclays ETN+ S&P VEQTOR ETN VQT NYSEARCA US Market Limited Downside Protection USD 173.50 10 M 6.1% 22%   0% -17%
Cambria Global Momentum ETF GMOM BATS Multi-ETF Allocation Conservative USD 22.82 91 M -6.5% 12%   2% -20%
Elements Spectrum Large Cap US Sector Momentum Index ETN EEH NYSEARCA US Market LargeCap Momentum USD 19.66 4.3 M -3.5% 22%   1% -25%
Fidelity Momentum Factor ETF FDMO NYSEARCA US Market LargeCap Momentum USD 30.97 86 M -7.0% 28%   7% -34%
Invesco DWA Healthcare Momentum ETF PTH NASDAQ Health Care Momentum USD 86.86 168 M 9.1% 32%   9% -28%
Invesco DWA Industrials Momentum ETF PRN NASDAQ Industrial Goods InvestableMkt Momentum USD 56.53 81 M -7.0% 32%   8% -36%
Invesco DWA Momentum ETF PDP NASDAQ US Market Momentum USD 55.50 1.7 B -1.7% 32%   8% -35%
Invesco DWA SmallCap Momentum ETF DWAS NASDAQ US Market SmallCap Momentum USD 40.89 230 M -18.8% 39%   8% -46%
Invesco Dynamic Market ETF PWC NYSEARCA US Market LargeCap Growth USD 74.92 128 M -21.0% 33%   7% -38%
Invesco S&P 500 Momentum Portfolio SPMO NYSEARCA US Market LargeCap Momentum USD 36.99 58 M -4.2% 31%   8% -31%
Invesco S&P Emerging Markets Momentum Portfolio EEMO NASDAQ Emerging Markets InvestableMkt Momentum USD 11.41 6.2 M -24.9% 34%   6% -44%
iShares Edge MSCI USA Momentum Factor ETF MTUM NYSEARCA US Market LargeCap Momentum USD 109.83 10 B -1.3% 30%   8% -34%
Pacer Trendpilot 100 ETF PTNQ BATS US Market LargeCap Size USD 34.86 744 M 2.2% 29%   8% -28%
Pacer Trendpilot 750 ETF PTLC BATS US Market LargeCap Factors USD 27.03 3.0 B -8.0% 21%   4% -27%
SPDR Russell 1000 Momentum Focus ONEO NYSEARCA US Market LargeCap Momentum USD 56.19 313 M -19.3% 30%   6% -41%
SPDR® S&P® 1500 Momentum Tilt ETF MMTM NYSEARCA US Market Broad Market Momentum USD 113.59 57 M -6.2% 28%   7% -34%