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 39.64 199 M 24.2% Neutral 38%   2% -35%
Direxion NASDAQ-100 Equal Weighted Index Shares QQQE NYSEARCA US Market LargeCap EqWeights USD 76.15 232 M 46.9% Neutral 34%   2% -25%
Elements Spectrum Large Cap US Sector Momentum Index ETN EEH NYSEARCA US Market LargeCap Momentum USD 27.41 4.3 M 18.1% Neutral 35%   0% -31%
Fidelity Momentum Factor ETF FDMO NYSEARCA US Market LargeCap Momentum USD 44.86 86 M 31.0% Neutral 33%   2% -29%
Fidelity Quality Factor ETF FQAL NYSEARCA US Market LargeCap Quality USD 43.49 148 M 25.4% Neutral 34%   2% -29%
Fidelity Value Factor ETF FVAL NYSEARCA US Market LargeCap Value USD 42.13 176 M 26.2% Strong Up 35%   2% -30%
First Trust Large Cap Core AlphaDEX Fund FEX NASDAQ US Market LargeCap Factors USD 77.15 1.2 B 33.4% Neutral 37%   2% -33%
First Trust Large Cap Growth AlphaDEX Fund FTC NASDAQ US Market LargeCap Growth USD 98.86 962 M 43.1% Neutral 36%   2% -29%
First Trust Large Cap Value AlphaDEX Fund FTA NASDAQ US Market LargeCap Value USD 58.85 954 M 25.0% Weak Up 44%   2% -37%
First Trust Nasdaq-100 Equal Weighted Index Fund QQEW NASDAQ US Market LargeCap Size USD 101.93 843 M 46.6% Neutral 34%   2% -25%
FlexShares US Quality Large Cap Index Fund QLC NASDAQ US Market LargeCap Quality USD 41.87 46 M 11.2% Neutral 33%   1% -35%
Global X Conscious Companies ETF KRMA NASDAQ US Market ESG Commitments USD 27.76 89 M 31.6% Neutral 36%   2% -32%
Global X S&P 500 Catholic Values CATH NASDAQ US Market Faith based USD 47.26 286 M 32.5% Neutral 34%   2% -29%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 76.32 7.5 B 28.9% Neutral 33%   2% -29%
Invesco Dow Jones Industrial Average Dividend ETF DJD NYSEARCA US Market LargeCap USD 40.28 78 M 21.5% Neutral 35%   2% -28%
Invesco Dynamic Large Cap Growth ETF PWB NYSEARCA US Market LargeCap Growth USD 67.61 659 M 40.0% Neutral 34%   2% -27%
Invesco Dynamic Large Cap Value ETF PWV NYSEARCA US Market LargeCap Value USD 40.16 894 M 14.5% Neutral 36%   2% -30%
Invesco FTSE RAFI US 1000 ETF PRF NYSEARCA US Market LargeCap Factors USD 142.10 4.9 B 28.9% Strong Up 37%   2% -32%
Invesco Russell 1000 Low Beta Equal Weight ETF USLB NASDAQ US Market LargeMidCap LowVolatility USD 36.20 54 M 16.6% Neutral 34%   2% -33%
Invesco S&P 100 Equal Weight ETF EQWL NYSEARCA US Market LargeCap EqWeights USD 71.25 56 M 31.5% Neutral 33%   2% -29%
Invesco S&P 500 Enhanced Value ETF SPVU NYSEARCA US Market LargeCap Value USD 37.28 81 M 20.0% Weak Up 46%   2% -39%
Invesco S&P 500 Momentum Portfolio SPMO NYSEARCA US Market LargeCap Momentum USD 52.24 58 M 33.6% Neutral 36%   2% -27%
Invesco S&P 500 Pure Growth ETF RPG NYSEARCA US Market LargeCap Growth USD 164.32 2.4 B 38.6% Neutral 38%   2% -31%
Invesco S&P 500 Pure Value ETF RPV NYSEARCA US Market LargeCap Value USD 69.61 795 M 25.2% Weak Up 48%   2% -41%
Invesco S&P 500 Quality ETF SPHQ NYSEARCA US Market LargeCap Quality USD 42.70 1.5 B 30.5% Neutral 33%   2% -27%
Invesco S&P 500 Revenue ETF RWL NYSEARCA US Market LargeCap Factors USD 65.02 878 M 28.0% Neutral 34%   2% -30%
Invesco S&P 500 Top 50 ETF XLG NYSEARCA US Market LargeCap USD 286.65 916 M 33.7% Neutral 33%   2% -25%
iShares Edge MSCI USA Size Factor ETF SIZE NYSEARCA US Market LargeMidCap LowVolatility USD 115.96 1.2 B 33.8% Neutral 37%   2% -33%
iShares Russell 1000 Growth ETF IWF NYSEARCA US Market LargeCap Growth USD 239.17 46 B 43.3% Neutral 35%   2% -26%
iShares Russell 1000 Value ETF IWD NYSEARCA US Market LargeCap Value USD 143.56 37 B 20.8% Neutral 36%   2% -33%
iShares Russell Top 200 Growth ETF IWY NYSEARCA US Market LargeCap Size USD 131.32 1.7 B 43.0% Neutral 34%   2% -25%
iShares Russell Top 200 Value ETF IWX NYSEARCA US Market LargeCap Size USD 60.05 445 M 18.2% Neutral 35%   2% -30%
iShares S&P 500 Growth ETF IVW NYSEARCA US Market LargeCap Growth USD 63.45 23 B 38.6% Neutral 35%   2% -26%
iShares S&P 500 Value ETF IVE NYSEARCA US Market LargeCap Value USD 133.41 15 B 19.0% Neutral 35%   2% -32%
John Hancock Multifactor Large Cap ETF JHML NYSEARCA US Market LargeCap Factors USD 48.61 850 M 31.6% Neutral 35%   2% -31%
JPMorgan Diversified Return U.S. Equity ETF JPUS NYSEARCA US Market LargeCap Earnings USD 86.17 761 M 23.3% Neutral 35%   2% -34%
Principal Price Setters Index ETF PSET NASDAQ US Market LargeCap Factors USD 46.44 19 M 25.6% Neutral 33%   1% -29%
Schwab Fundamental US Large Company Index ETF FNDX NYSEARCA US Market LargeCap USD 48.47 5.6 B 31.1% Strong Up 36%   2% -32%
SPDR MFS Systematic Core Equity ETF SYE NYSEARCA US Market LargeCap Factors USD 100.55 32 M 26.7% Neutral 33%   2% -29%
SPDR MFS Systematic Growth Equity ETF SYG NYSEARCA US Market LargeCap Growth USD 117.81 33 M 39.2% Neutral 33%   2% -25%
SPDR MFS Systematic Value Equity ETF SYV NYSEARCA US Market LargeCap Value USD 74.57 30 M 22.8% Weak Up 37%   2% -33%
SPDR Russell 1000 Momentum Focus ONEO NYSEARCA US Market LargeCap Momentum USD 89.03 313 M 30.7% Neutral 37%   2% -35%
SPDR Russell 1000 Yield Focus ONEY NYSEARCA US Market LargeCap Dividend Yield USD 85.17 398 M 34.7% Weak Up 43%   2% -38%
SPDR S&P 500 Growth ETF SPYG NYSEARCA US Market LargeCap Growth USD 55.02 6.2 B 39.1% Neutral 35%   2% -26%
SPDR S&P 500 Value ETF SPYV NYSEARCA US Market LargeCap Value USD 35.88 3.9 B 19.2% Neutral 35%   2% -31%
SPDR SSGA Gender Diversity Index ETF SHE NYSEARCA US Market 21st Century Focus USD 93.25 134 M 34.9% Weak Up 34%   2% -30%
Vanguard Growth ETF VUG NYSEARCA US Market LargeCap Growth USD 252.89 46 B 44.9% Neutral 35%   2% -26%
Vanguard Mega Cap Growth Index Fund MGK NYSEARCA US Market LargeCap Size USD 202.16 5.3 B 44.0% Neutral 36%   2% -26%
Vanguard Mega Cap Value Index Fund MGV NYSEARCA US Market LargeCap Size USD 89.75 2.5 B 19.6% Neutral 34%   2% -30%
Vanguard Russell 1000 Growth ETF VONG NASDAQ US Market LargeCap Growth USD 245.98 3.3 B 43.7% Neutral 35%   2% -26%
Vanguard Russell 1000 Value Index Fund VONV NASDAQ US Market LargeCap Value USD 125.98 2.0 B 21.4% Neutral 36%   2% -33%
Vanguard S&P 500 Growth Index Fund VOOG NYSEARCA US Market LargeCap Growth USD 228.78 3.1 B 39.1% Neutral 35%   2% -26%
Vanguard S&P 500 Value Index Fund VOOV NYSEARCA US Market LargeCap Value USD 128.91 1.1 B 19.0% Neutral 35%   2% -32%
Vanguard Value ETF VTV NYSEARCA US Market LargeCap Value USD 123.92 50 B 20.3% Neutral 35%   2% -31%
VictoryShares U.S. Large Cap High Div Volatility Wtd Index ETF CDL NASDAQ US Market MultiFactor LowVolatility USD 50.21 305 M 19.1% Neutral 38%   2% -34%
Vident Core US Equity Fund VUSE NASDAQ Factors Multi Factor USD 38.71 416 M 35.6% Strong Up 41%   2% -35%