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. Momentum Vol. Risk Contrib. MDD
 
Deutsche X-trackers Russell 1000 Comprehensive Factor ETF DEUS NYSEARCA US Market MultiFactor LowVolatility USD 43.87 199 M 37.4% Neutral 15%   2% -8%
Direxion NASDAQ-100® Equal Weighted Index Shares QQQE NYSEARCA US Market LargeCap EqWeights USD 81.17 232 M 36.8% Neutral 20%   2% -10%
Elements Spectrum Large Cap US Sector Momentum Index ETN EEH NYSEARCA US Market LargeCap Momentum USD 30.23 4.3 M 29.2% Neutral 21%   1% -11%
Fidelity Momentum Factor ETF FDMO NYSEARCA US Market LargeCap Momentum USD 47.38 86 M 29.3% Neutral 20%   2% -12%
Fidelity Quality Factor ETF FQAL NYSEARCA US Market LargeCap Quality USD 48.48 148 M 32.9% Neutral 15%   2% -9%
Fidelity Value Factor ETF FVAL NYSEARCA US Market LargeCap Value USD 47.41 176 M 41.5% Neutral 16%   2% -9%
First Trust Large Cap Core AlphaDEX Fund FEX NASDAQ US Market LargeCap Factors USD 84.39 1.2 B 40.9% Neutral 16%   2% -8%
First Trust Large Cap Growth AlphaDEX Fund FTC NASDAQ US Market LargeCap Growth USD 106.02 962 M 37.8% Weak Up 22%   2% -13%
First Trust Large Cap Value AlphaDEX Fund FTA NASDAQ US Market LargeCap Value USD 65.50 954 M 42.6% Neutral 20%   2% -8%
First Trust Nasdaq-100 Equal Weighted Index Fund QQEW NASDAQ US Market LargeCap Size USD 108.91 843 M 36.5% Neutral 20%   2% -10%
FlexShares US Quality Large Cap Index Fund QLC NASDAQ US Market LargeCap Quality USD 46.45 46 M 34.7% Neutral 16%   2% -10%
Global X Conscious Companies ETF KRMA NASDAQ US Market ESG Commitments USD 31.02 89 M 41.0% Neutral 18%   2% -9%
Global X S&P 500 Catholic Values CATH NASDAQ US Market ESG Commitments USD 52.67 286 M 38.0% Neutral 16%   2% -10%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 84.48 7.5 B 34.9% Neutral 16%   2% -9%
Invesco Dow Jones Industrial Average Dividend ETF DJD NYSEARCA US Market LargeCap USD 43.58 78 M 32.0% Neutral 17%   2% -8%
Invesco Dynamic Large Cap Growth ETF PWB NYSEARCA US Market LargeCap Growth USD 71.79 659 M 31.5% Neutral 21%   2% -13%
Invesco Dynamic Large Cap Value ETF PWV NYSEARCA US Market LargeCap Value USD 43.92 894 M 31.8% Neutral 16%   2% -8%
Invesco FTSE RAFI™ US 1000 ETF PRF NYSEARCA US Market LargeCap Factors USD 158.96 4.9 B 47.0% Neutral 16%   2% -8%
Invesco Russell 1000 Low Beta Equal Weight ETF USLB NASDAQ US Market LargeMidCap LowVolatility USD 38.90 54 M 28.5% Neutral 14%   1% -6%
Invesco S&P 100® Equal Weight ETF EQWL NYSEARCA US Market LargeCap EqWeights USD 79.44 56 M 41.9% Neutral 16%   2% -8%
Invesco S&P 500 Revenue ETF RWL NYSEARCA US Market LargeCap Factors USD 72.79 878 M 42.4% Neutral 16%   2% -8%
Invesco S&P 500® Enhanced Value ETF SPVU NYSEARCA US Market LargeCap Value USD 41.54 81 M 47.7% Neutral 23%   2% -7%
Invesco S&P 500® Momentum Portfolio SPMO NYSEARCA US Market LargeCap Momentum USD 56.88 58 M 31.2% Neutral 20%   2% -11%
Invesco S&P 500® Pure Growth ETF RPG NYSEARCA US Market LargeCap Growth USD 177.17 2.4 B 35.5% Neutral 21%   2% -14%
Invesco S&P 500® Pure Value ETF RPV NYSEARCA US Market LargeCap Value USD 76.66 795 M 59.5% Neutral 24%   2% -8%
Invesco S&P 500® Quality ETF SPHQ NYSEARCA US Market LargeCap Quality USD 47.59 1.5 B 35.7% Neutral 16%   2% -9%
Invesco S&P 500® Top 50 ETF XLG NYSEARCA US Market LargeCap USD 318.49 916 M 34.6% Neutral 17%   2% -11%
iShares Edge MSCI USA Size Factor ETF SIZE NYSEARCA US Market LargeMidCap LowVolatility USD 127.44 1.2 B 44.9% Neutral 16%   2% -8%
iShares Russell 1000 Growth ETF IWF NYSEARCA US Market LargeCap Growth USD 264.61 46 B 38.0% Neutral 20%   2% -11%
iShares Russell 1000 Value ETF IWD NYSEARCA US Market LargeCap/ MidCap USD 157.32 37 B 39.1% Neutral 16%   2% -7%
iShares Russell Top 200 Growth ETF IWY NYSEARCA US Market LargeCap Size USD 146.71 1.7 B 38.0% Neutral 21%   2% -12%
iShares Russell Top 200 Value ETF IWX NYSEARCA US Market LargeCap Size USD 65.85 445 M 34.2% Neutral 15%   2% -7%
iShares S&P 500 Growth ETF IVW NYSEARCA US Market LargeCap Growth USD 70.87 23 B 36.6% Neutral 19%   2% -11%
iShares S&P 500 Value ETF IVE NYSEARCA US Market LargeCap Value USD 146.40 15 B 35.5% Neutral 16%   2% -7%
John Hancock Multifactor Large Cap ETF JHML NYSEARCA US Market LargeCap Factors USD 53.79 850 M 40.0% Neutral 15%   2% -8%
JPMorgan Diversified Return U.S. Equity ETF JPUS NYSEARCA US Market LargeCap Earnings USD 95.99 761 M 38.4% Neutral 15%   2% -7%
Principal Quality ETF PSET NASDAQ US Market LargeCap/ MidCap USD 52.26 19 M 35.1% Neutral 15%   1% -8%
Schwab Fundamental US Large Company Index ETF FNDX NYSEARCA US Market LargeCap USD 54.27 5.6 B 47.2% Neutral 17%   2% -8%
SPDR Russell 1000 Momentum Focus ONEO NYSEARCA US Market LargeCap Momentum USD 97.52 313 M 43.1% Neutral 16%   2% -8%
SPDR Russell 1000 Yield Focus ONEY NYSEARCA US Market LargeCap Dividend Yield USD 94.08 398 M 62.8% Neutral 24%   2% -7%
SPDR S&P 500 Growth ETF SPYG NYSEARCA US Market LargeCap Growth USD 61.37 6.2 B 37.0% Neutral 19%   2% -11%
SPDR S&P 500 Value ETF SPYV NYSEARCA US Market LargeCap Value USD 39.21 3.9 B 35.9% Neutral 16%   2% -7%
SPDR SSGA Gender Diversity Index ETF SHE NYSEARCA US Market 21st Century Focus USD 99.46 134 M 39.8% Neutral 16%   2% -8%
Vanguard Growth ETF VUG NYSEARCA US Market LargeCap Growth USD 279.42 46 B 38.5% Neutral 20%   2% -11%
Vanguard Mega Cap Growth Index Fund MGK NYSEARCA US Market LargeCap Size USD 225.58 5.3 B 38.3% Neutral 21%   2% -12%
Vanguard Mega Cap Value Index Fund MGV NYSEARCA US Market LargeCap Size USD 99.17 2.5 B 35.5% Neutral 15%   2% -7%
Vanguard Russell 1000 Growth ETF VONG NASDAQ US Market LargeCap Growth USD 68.13 3.3 B 40.3% Neutral 20%   2% -11%
Vanguard Russell 1000 Value Index Fund VONV NASDAQ US Market LargeCap Value USD 69.27 2.0 B 41.4% Neutral 16%   2% -6%
Vanguard S&P 500 Growth Index Fund VOOG NYSEARCA US Market LargeCap Growth USD 255.99 3.1 B 36.8% Neutral 19%   2% -11%
Vanguard S&P 500 Value Index Fund VOOV NYSEARCA US Market LargeCap Value USD 142.09 1.1 B 35.8% Neutral 15%   2% -7%
Vanguard Value ETF VTV NYSEARCA US Market LargeCap Value USD 137.08 50 B 37.4% Neutral 15%   2% -7%
VictoryShares U.S. Large Cap High Div Volatility Wtd Index ETF CDL NASDAQ US Market MultiFactor LowVolatility USD 56.46 305 M 43.6% Neutral 18%   2% -7%
Vident Core US Equity Fund VUSE NASDAQ Factors Multi Factor USD 43.55 416 M 59.5% Neutral 20%   2% -7%