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 24.27 87 M -16.0% 11%   3% -21%
Barclays ETN+ S&P VEQTOR ETN VQT NYSEARCA US Market Downside Protection USD 167.95 17 M 0.4% 9%   2% -12%
Cambria Global Momentum ETF GMOM NYSEARCA Factors Momentum USD 25.27 124 M -3.5% 9%   2% -11%
Elements Spectrum Large Cap US Sector Momentum Index ETN EEH NYSEARCA US Market LargeCap Momentum USD 21.59 4.3 M 4.8% 30%   4% -25%
Fidelity Momentum Factor ETF FDMO NYSEARCA US Market LargeCap Momentum USD 36.33 121 M 8.7% 17%   7% -22%
iShares Edge MSCI USA Momentum Factor ETF MTUM NYSEARCA US Market LargeCap Momentum USD 122.28 10 B 8.9% 18%   8% -22%
Pacer Trendpilot 100 ETF PTNQ BATS US Market LargeCap Size USD 36.69 560 M 5.3% 15%   5% -12%
Pacer Trendpilot 750 ETF PTLC BATS US Market LargeCap Factors USD 31.29 2.5 B 3.9% 10%   3% -10%
PowerShares DWA Healthcare Momentum Portfolio PTH NASDAQ Health Care Healthcare USD 88.53 142 M -3.1% 28%   10% -34%
PowerShares DWA Industrials Momentum Portfolio PRN NASDAQ Industrial Goods InvestableMkt Momentum USD 68.52 116 M 12.1% 19%   8% -28%
PowerShares DWA Momentum Portfolio PDP NASDAQ Factors Momentum USD 62.11 1.6 B 9.0% 18%   8% -25%
PowerShares DWA SmallCap Momentum Portfolio DWAS NASDAQ US Market SmallCap Momentum USD 54.24 264 M -2.8% 24%   9% -33%
PowerShares Dynamic Market Portfolio PWC NYSEARCA Factors Momentum USD 99.71 154 M -2.1% 16%   6% -22%
PowerShares S&P 500 Momentum Portfolio SPMO NYSEARCA US Market LargeCap Momentum USD 41.33 66 M 6.8% 20%   8% -24%
PowerShares S&P Emerging Markets Momentum Portfolio EEMO NASDAQ Emerging Markets InvestableMkt Momentum USD 16.95 7.7 M -2.4% 19%   3% -25%
SPDR Russell 1000 Momentum Focus ONEO NYSEARCA US Market LargeCap Momentum USD 74.24 440 M 1.4% 15%   6% -23%
SPDR® S&P® 1500 Momentum Tilt ETF MMTM NYSEARCA US Market Broad Market Momentum USD 130.64 52 M 7.0% 16%   7% -22%