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