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 43.84 199 M 48.2% Weak Up 18%   2% -10%
Direxion NASDAQ-100® Equal Weighted Index Shares QQQE NYSEARCA US Market LargeCap EqWeights USD 76.71 232 M 41.3% Neutral 21%   2% -10%
Elements Spectrum Large Cap US Sector Momentum Index ETN EEH NYSEARCA US Market LargeCap Momentum USD 30.80 4.3 M 41.9% Weak Up 21%   1% -11%
Fidelity Momentum Factor ETF FDMO NYSEARCA US Market LargeCap Momentum USD 45.55 86 M 31.0% Neutral 21%   2% -12%
Fidelity Quality Factor ETF FQAL NYSEARCA US Market LargeCap Quality USD 47.31 148 M 37.0% Neutral 17%   2% -9%
Fidelity Value Factor ETF FVAL NYSEARCA US Market LargeCap Value USD 47.35 176 M 51.4% Strong Up 18%   2% -10%
First Trust Large Cap Core AlphaDEX Fund FEX NASDAQ US Market LargeCap Factors USD 83.21 1.2 B 51.9% Neutral 19%   2% -11%
First Trust Large Cap Growth AlphaDEX Fund FTC NASDAQ US Market LargeCap Growth USD 98.72 962 M 39.8% Neutral 23%   2% -13%
First Trust Large Cap Value AlphaDEX Fund FTA NASDAQ US Market LargeCap Value USD 67.28 954 M 62.0% Strong Up 25%   2% -18%
First Trust Nasdaq-100 Equal Weighted Index Fund QQEW NASDAQ US Market LargeCap Size USD 102.98 843 M 41.2% Neutral 21%   2% -10%
FlexShares US Quality Large Cap Index Fund QLC NASDAQ US Market LargeCap Quality USD 45.69 46 M 38.9% Weak Up 17%   2% -10%
Global X Conscious Companies ETF KRMA NASDAQ US Market ESG Commitments USD 30.31 89 M 48.3% Neutral 20%   2% -9%
Global X S&P 500 Catholic Values CATH NASDAQ US Market ESG Commitments USD 51.50 286 M 44.4% Neutral 18%   2% -10%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 81.88 7.5 B 39.2% Neutral 17%   2% -9%
Invesco Dow Jones Industrial Average Dividend ETF DJD NYSEARCA US Market LargeCap USD 44.79 78 M 41.8% Weak Up 19%   2% -11%
Invesco Dynamic Large Cap Growth ETF PWB NYSEARCA US Market LargeCap Growth USD 68.06 659 M 33.9% Neutral 22%   2% -13%
Invesco Dynamic Large Cap Value ETF PWV NYSEARCA US Market LargeCap Value USD 45.24 894 M 42.5% Weak Up 18%   2% -12%
Invesco FTSE RAFI™ US 1000 ETF PRF NYSEARCA US Market LargeCap Factors USD 160.20 4.9 B 58.0% Strong Up 19%   2% -12%
Invesco Russell 1000 Low Beta Equal Weight ETF USLB NASDAQ US Market LargeMidCap LowVolatility USD 38.75 54 M 35.1% Weak Up 16%   1% -9%
Invesco S&P 100® Equal Weight ETF EQWL NYSEARCA US Market LargeCap EqWeights USD 78.71 56 M 50.2% Weak Up 18%   2% -10%
Invesco S&P 500 Revenue ETF RWL NYSEARCA US Market LargeCap Factors USD 73.49 878 M 52.3% Weak Up 18%   2% -10%
Invesco S&P 500® Enhanced Value ETF SPVU NYSEARCA US Market LargeCap Value USD 43.29 81 M 66.8% Strong Up 27%   2% -18%
Invesco S&P 500® Momentum Portfolio SPMO NYSEARCA US Market LargeCap Momentum USD 53.38 58 M 30.4% Neutral 21%   2% -11%
Invesco S&P 500® Pure Growth ETF RPG NYSEARCA US Market LargeCap Growth USD 163.33 2.4 B 35.5% Neutral 23%   2% -14%
Invesco S&P 500® Pure Value ETF RPV NYSEARCA US Market LargeCap Value USD 80.17 795 M 84.0% Strong Up 28%   2% -19%
Invesco S&P 500® Quality ETF SPHQ NYSEARCA US Market LargeCap Quality USD 45.49 1.5 B 35.4% Neutral 17%   2% -9%
Invesco S&P 500® Top 50 ETF XLG NYSEARCA US Market LargeCap USD 307.48 916 M 38.1% Neutral 19%   2% -11%
iShares Edge MSCI USA Size Factor ETF SIZE NYSEARCA US Market LargeMidCap LowVolatility USD 125.06 1.2 B 54.1% Neutral 19%   2% -10%
iShares Russell 1000 Growth ETF IWF NYSEARCA US Market LargeCap Growth USD 248.85 46 B 40.4% Neutral 21%   2% -11%
iShares Russell 1000 Value ETF IWD NYSEARCA US Market LargeCap/ MidCap USD 159.11 37 B 49.2% Weak Up 19%   2% -12%
iShares Russell Top 200 Growth ETF IWY NYSEARCA US Market LargeCap Size USD 138.49 1.7 B 40.6% Neutral 22%   2% -12%
iShares Russell Top 200 Value ETF IWX NYSEARCA US Market LargeCap Size USD 66.69 445 M 42.4% Weak Up 18%   2% -12%
iShares S&P 500 Growth ETF IVW NYSEARCA US Market LargeCap Growth USD 67.00 23 B 39.4% Neutral 20%   2% -11%
iShares S&P 500 Value ETF IVE NYSEARCA US Market LargeCap Value USD 148.44 15 B 44.4% Weak Up 18%   2% -12%
John Hancock Multifactor Large Cap ETF JHML NYSEARCA US Market LargeCap Factors USD 52.93 850 M 48.0% Neutral 17%   2% -8%
JPMorgan Diversified Return U.S. Equity ETF JPUS NYSEARCA US Market LargeCap Earnings USD 95.87 761 M 46.9% Weak Up 17%   2% -10%
Principal Quality ETF PSET NASDAQ US Market LargeCap/ MidCap USD 51.04 19 M 39.1% Weak Up 17%   1% -8%
Schwab Fundamental US Large Company Index ETF FNDX NYSEARCA US Market LargeCap USD 54.57 5.6 B 58.4% Strong Up 19%   2% -11%
SPDR MFS Systematic Core Equity ETF SYE NYSEARCA US Market LargeCap Factors USD 104.26 32 M 33.8% Neutral 16%   2% -10%
SPDR MFS Systematic Growth Equity ETF SYG NYSEARCA US Market LargeCap Growth USD 119.26 33 M 31.4% Neutral 19%   1% -10%
SPDR MFS Systematic Value Equity ETF SYV NYSEARCA US Market LargeCap Value USD 78.52 30 M 38.9% Weak Up 17%   2% -12%
SPDR Russell 1000 Momentum Focus ONEO NYSEARCA US Market LargeCap Momentum USD 97.47 313 M 54.9% Weak Up 18%   2% -10%
SPDR Russell 1000 Yield Focus ONEY NYSEARCA US Market LargeCap Dividend Yield USD 96.10 398 M 80.7% Strong Up 27%   2% -15%
SPDR S&P 500 Growth ETF SPYG NYSEARCA US Market LargeCap Growth USD 58.07 6.2 B 39.6% Neutral 20%   2% -11%
SPDR S&P 500 Value ETF SPYV NYSEARCA US Market LargeCap Value USD 39.84 3.9 B 44.4% Weak Up 18%   2% -12%
SPDR SSGA Gender Diversity Index ETF SHE NYSEARCA US Market 21st Century Focus USD 97.52 134 M 45.8% Neutral 17%   2% -8%
Vanguard Growth ETF VUG NYSEARCA US Market LargeCap Growth USD 261.74 46 B 41.0% Neutral 21%   2% -11%
Vanguard Mega Cap Growth Index Fund MGK NYSEARCA US Market LargeCap Size USD 211.81 5.3 B 40.9% Neutral 22%   2% -12%
Vanguard Mega Cap Value Index Fund MGV NYSEARCA US Market LargeCap Size USD 100.40 2.5 B 43.6% Weak Up 17%   2% -11%
Vanguard Russell 1000 Growth ETF VONG NASDAQ US Market LargeCap Growth USD 63.98 3.3 B 42.7% Neutral 21%   2% -11%
Vanguard Russell 1000 Value Index Fund VONV NASDAQ US Market LargeCap Value USD 69.79 2.0 B 51.3% Weak Up 18%   2% -12%
Vanguard S&P 500 Growth Index Fund VOOG NYSEARCA US Market LargeCap Growth USD 241.77 3.1 B 39.7% Neutral 20%   2% -11%
Vanguard S&P 500 Value Index Fund VOOV NYSEARCA US Market LargeCap Value USD 143.59 1.1 B 44.6% Weak Up 18%   2% -12%
Vanguard Value ETF VTV NYSEARCA US Market LargeCap Value USD 138.94 50 B 46.6% Weak Up 18%   2% -11%
VictoryShares U.S. Large Cap High Div Volatility Wtd Index ETF CDL NASDAQ US Market MultiFactor LowVolatility USD 58.32 305 M 60.0% Strong Up 21%   2% -14%
Vident Core US Equity Fund VUSE NASDAQ Factors Multi Factor USD 44.25 416 M 74.2% Strong Up 23%   2% -12%