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 22.38 62 M -7.2% 15%   2% -22%
Barclays ETN+ S&P VEQTOR ETN VQT NYSEARCA US Market Limited Downside Protection USD 182.00 10 M 8.5% 25%   0% -19%
Cambria Global Momentum ETF GMOM BATS Multi-ETF Allocation Conservative USD 23.37 91 M -6.4% 12%   2% -20%
Elements Spectrum Large Cap US Sector Momentum Index ETN EEH NYSEARCA US Market LargeCap Momentum USD 23.29 4.3 M 8.2% 36%   2% -39%
Fidelity Momentum Factor ETF FDMO NYSEARCA US Market LargeCap Momentum USD 37.29 86 M 4.0% 31%   7% -34%
Invesco DWA Healthcare Momentum ETF PTH NASDAQ Health Care Momentum USD 122.47 168 M 37.8% 35%   9% -28%
Invesco DWA Industrials Momentum ETF PRN NASDAQ Industrial Goods InvestableMkt Momentum USD 68.89 81 M 2.0% 36%   8% -36%
Invesco DWA Momentum ETF PDP NASDAQ US Market Momentum USD 68.45 1.7 B 11.2% 34%   8% -35%
Invesco DWA SmallCap Momentum ETF DWAS NASDAQ US Market SmallCap Momentum USD 53.88 230 M -1.3% 42%   8% -46%
Invesco Dynamic Market ETF PWC NYSEARCA US Market LargeCap Growth USD 88.81 128 M -9.9% 37%   7% -38%
Invesco S&P 500 Momentum Portfolio SPMO NYSEARCA US Market LargeCap Momentum USD 44.37 58 M 8.7% 34%   8% -31%
Invesco S&P Emerging Markets Momentum Portfolio EEMO NASDAQ Emerging Markets InvestableMkt Momentum USD 14.54 6.2 M -10.3% 37%   6% -44%
iShares Edge MSCI USA Momentum Factor ETF MTUM NYSEARCA US Market LargeCap Momentum USD 133.74 10 B 10.1% 34%   8% -34%
Pacer Trendpilot 100 ETF PTNQ BATS US Market LargeCap Size USD 43.53 744 M 19.5% 30%   8% -28%
Pacer Trendpilot 750 ETF PTLC BATS US Market LargeCap Factors USD 27.44 3.0 B -12.0% 22%   3% -27%
SPDR Russell 1000 Momentum Focus ONEO NYSEARCA US Market LargeCap Momentum USD 69.20 313 M -4.9% 36%   7% -41%
SPDR® S&P® 1500 Momentum Tilt ETF MMTM NYSEARCA US Market Broad Market Momentum USD 136.25 57 M 6.0% 31%   7% -34%