US Large Cap Factors ETFs

US Large Cap Factors ETFs
  • Pininvest Analysis

A review of ETFs, based on large cap selections of the S&P 500 and of the Russell 1000 indices, is a testimony of strong investor interest and a palette of variations on a theme

With a common focus on the largest listed companies, the funds reflect the diversification engineered by asset managers in an effort to focus on the strengths of their investment pool

Because the relative importance of the factors driving selections varies through the economic cycle, fund performance and risk exposure will necessarily be marked by profound changes

Future results of the funds will almost certainly not resemble past performance, lending little value to one-time comparisons over a single time period – analysis of the key drivers over extended and varying time frames is warranted …

We do not receive any commission or other form of compensation from the providers included in our 'Funds' presentation

US Large Cap Factors ETFs • Updated:

Name Ticker Exchange Category SubCategory Currency Cur.Price AUM Perf. Vol. Risk Contrib. MDD
 
Deutsche X-trackers Russell 1000 Comprehensive Factor ETF DEUS NYSEARCA US Market MultiFactor LowVolatility USD 33.92 199 M -1.5% 38%   2% -40%
Direxion NASDAQ-100 Equal Weighted Index Shares QQQE NYSEARCA US Market LargeCap EqWeights USD 64.25 232 M 25.3% 34%   2% -31%
Elements Spectrum Large Cap US Sector Momentum Index ETN EEH NYSEARCA US Market LargeCap Momentum USD 24.36 4.3 M 9.7% 35%   0% -36%
Fidelity Momentum Factor ETF FDMO NYSEARCA US Market LargeCap Momentum USD 40.02 86 M 14.8% 32%   2% -34%
Fidelity Quality Factor ETF FQAL NYSEARCA US Market LargeCap Quality USD 38.26 148 M 8.6% 34%   2% -34%
Fidelity Value Factor ETF FVAL NYSEARCA US Market LargeCap Value USD 35.01 176 M 0.1% 34%   2% -37%
First Trust Large Cap Core AlphaDEX Fund FEX NASDAQ US Market LargeCap Factors USD 63.74 1.2 B 4.5% 37%   2% -39%
First Trust Large Cap Growth AlphaDEX Fund FTC NASDAQ US Market LargeCap Growth USD 84.71 962 M 20.9% 34%   2% -35%
First Trust Large Cap Value AlphaDEX Fund FTA NASDAQ US Market LargeCap Value USD 46.95 954 M -8.8% 43%   2% -45%
First Trust Mega Cap AlphaDEX Fund FMK NASDAQ US Market LargeCap Size USD 37.73 23 M 3.8% 34%   2% -36%
First Trust Nasdaq-100 Equal Weighted Index Fund QQEW NASDAQ US Market LargeCap Size USD 86.19 843 M 25.0% 34%   2% -31%
First Trust Value Line 100 ETF FVL NYSEARCA Factors Multi Factor USD 21.51 36 M -2.1% 32%   2% -36%
FlexShares US Quality Large Cap Index Fund QLC NASDAQ US Market LargeCap Quality USD 35.91 46 M 3.3% 32%   1% -35%
Global X Conscious Companies ETF KRMA NASDAQ US Market ESG Commitments USD 24.15 89 M 8.2% 35%   2% -36%
Global X S&P 500 Catholic Values CATH NASDAQ US Market Faith based USD 40.99 286 M 11.1% 34%   2% -34%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 67.08 7.5 B 11.1% 33%   2% -34%
Invesco Dow Jones Industrial Average Dividend ETF DJD NYSEARCA US Market LargeCap USD 33.22 78 M -8.5% 34%   2% -34%
Invesco Dynamic Large Cap Growth ETF PWB NYSEARCA US Market LargeCap Growth USD 60.86 659 M 25.3% 34%   2% -32%
Invesco Dynamic Large Cap Value ETF PWV NYSEARCA US Market LargeCap Value USD 32.98 894 M -13.9% 36%   2% -37%
Invesco FTSE RAFI US 1000 ETF PRF NYSEARCA US Market LargeCap Factors USD 113.13 4.9 B -3.6% 36%   2% -38%
Invesco Russell 1000 Low Beta Equal Weight ETF USLB NASDAQ US Market LargeMidCap LowVolatility USD 31.69 54 M -2.8% 33%   2% -37%
Invesco Russell Top 200 Pure Growth Portfolio PXLG NYSEARCA US Market LargeCap Size USD 55.87 441 M 0.0% 0%   0% 0%
Invesco Russell Top 200 Pure Value Portfolio PXLV NYSEARCA US Market LargeCap Size USD 40.29 93 M 0.0% 0%   0% 0%
Invesco S&P 100 Equal Weight ETF EQWL NYSEARCA US Market LargeCap EqWeights USD 58.76 56 M 2.9% 33%   2% -34%
Invesco S&P 500 Enhanced Value ETF SPVU NYSEARCA US Market LargeCap Value USD 27.03 81 M -23.2% 45%   2% -48%
Invesco S&P 500 Momentum Portfolio SPMO NYSEARCA US Market LargeCap Momentum USD 49.36 58 M 23.3% 35%   2% -31%
Invesco S&P 500 Pure Growth ETF RPG NYSEARCA US Market LargeCap Growth USD 141.33 2.4 B 18.5% 37%   2% -37%
Invesco S&P 500 Pure Value ETF RPV NYSEARCA US Market LargeCap Value USD 49.71 795 M -22.4% 47%   2% -50%
Invesco S&P 500 Quality ETF SPHQ NYSEARCA US Market LargeCap Quality USD 37.52 1.5 B 10.7% 33%   2% -31%
Invesco S&P 500 Revenue ETF RWL NYSEARCA US Market LargeCap Factors USD 53.27 878 M -1.8% 34%   2% -36%
Invesco S&P 500 Top 50 ETF XLG NYSEARCA US Market LargeCap USD 256.52 916 M 18.8% 33%   2% -30%
iShares Edge MSCI USA Size Factor ETF SIZE NYSEARCA US Market LargeMidCap LowVolatility USD 94.36 1.2 B 3.7% 37%   2% -39%
iShares Russell 1000 Growth ETF IWF NYSEARCA US Market LargeCap Growth USD 214.50 46 B 31.4% 35%   2% -31%
iShares Russell 1000 Value ETF IWD NYSEARCA US Market LargeCap Value USD 116.73 37 B -8.1% 36%   2% -38%
iShares Russell Top 200 Growth ETF IWY NYSEARCA US Market LargeCap Size USD 119.22 1.7 B 33.8% 34%   2% -31%
iShares Russell Top 200 Value ETF IWX NYSEARCA US Market LargeCap Size USD 49.79 445 M -8.5% 34%   2% -35%
iShares S&P 500 Growth ETF IVW NYSEARCA US Market LargeCap Growth USD 57.07 23 B 25.7% 34%   2% -31%
iShares S&P 500 Value ETF IVE NYSEARCA US Market LargeCap Value USD 110.45 15 B -7.5% 35%   2% -37%
John Hancock Multifactor Large Cap ETF JHML NYSEARCA US Market LargeCap Factors USD 41.42 850 M 7.4% 35%   2% -36%
JPMorgan Diversified Return U.S. Equity ETF JPUS NYSEARCA US Market LargeCap Earnings USD 73.94 761 M -1.5% 35%   2% -38%
Principal Price Setters Index ETF PSET NASDAQ US Market LargeCap Factors USD 41.85 19 M 9.0% 33%   1% -35%
Schwab Fundamental US Large Company Index ETF FNDX NYSEARCA US Market LargeCap USD 38.38 5.6 B -2.4% 36%   2% -37%
SPDR MFS Systematic Core Equity ETF SYE NYSEARCA US Market LargeCap Factors USD 86.01 32 M 2.5% 33%   2% -35%
SPDR MFS Systematic Growth Equity ETF SYG NYSEARCA US Market LargeCap Growth USD 105.63 33 M 26.5% 32%   2% -30%
SPDR MFS Systematic Value Equity ETF SYV NYSEARCA US Market LargeCap Value USD 59.57 30 M -11.5% 37%   2% -40%
SPDR Russell 1000 Momentum Focus ONEO NYSEARCA US Market LargeCap Momentum USD 73.59 313 M -0.3% 36%   2% -41%
SPDR Russell 1000 Yield Focus ONEY NYSEARCA US Market LargeCap Dividend Yield USD 61.34 398 M -12.7% 41%   2% -46%
SPDR S&P 500 Growth ETF SPYG NYSEARCA US Market LargeCap Growth USD 49.46 6.2 B 26.0% 34%   2% -31%
SPDR S&P 500 Value ETF SPYV NYSEARCA US Market LargeCap Value USD 29.65 3.9 B -7.4% 35%   2% -37%
SPDR SSGA Gender Diversity Index ETF SHE NYSEARCA US Market 21st Century Focus USD 75.71 134 M 3.1% 34%   2% -36%
Vanguard Growth ETF VUG NYSEARCA US Market LargeCap Growth USD 225.51 46 B 33.0% 35%   2% -32%
Vanguard Mega Cap Growth Index Fund MGK NYSEARCA US Market LargeCap Size USD 182.93 5.3 B 35.4% 36%   2% -31%
Vanguard Mega Cap Value Index Fund MGV NYSEARCA US Market LargeCap Size USD 74.66 2.5 B -7.5% 34%   2% -35%
Vanguard Russell 1000 Growth ETF VONG NASDAQ US Market LargeCap Growth USD 220.83 3.3 B 31.6% 34%   2% -32%
Vanguard Russell 1000 Value Index Fund VONV NASDAQ US Market LargeCap Value USD 102.50 2.0 B -8.1% 35%   2% -38%
Vanguard S&P 500 Growth Index Fund VOOG NYSEARCA US Market LargeCap Growth USD 205.81 3.1 B 26.0% 35%   2% -31%
Vanguard S&P 500 Value Index Fund VOOV NYSEARCA US Market LargeCap Value USD 106.92 1.1 B -7.2% 34%   2% -37%
Vanguard Value ETF VTV NYSEARCA US Market LargeCap Value USD 102.38 50 B -7.6% 34%   2% -37%
VictoryShares U.S. Large Cap High Div Volatility Wtd Index ETF CDL NASDAQ US Market MultiFactor LowVolatility USD 40.65 305 M -13.0% 37%   2% -41%
Vident Core US Equity Fund VUSE NASDAQ Factors Multi Factor USD 28.91 416 M -8.0% 40%   2% -42%