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 34.62 205 M 3.9% 15%   2% -20%
Direxion NASDAQ-100 Equal Weighted Index Shares QQQE NYSEARCA US Market LargeCap EqWeights USD 50.54 216 M 9.0% 21%   2% -20%
Elements Spectrum Large Cap US Sector Momentum Index ETN EEH NYSEARCA US Market LargeCap Momentum USD 21.85 4.3 M 3.2% 25%   1% -16%
Fidelity Momentum Factor ETF FDMO NYSEARCA US Market LargeCap Momentum USD 35.17 141 M 1.9% 18%   2% -22%
Fidelity Quality Factor ETF FQAL NYSEARCA US Market LargeCap Quality USD 35.26 148 M 3.7% 16%   2% -19%
Fidelity Value Factor ETF FVAL NYSEARCA US Market LargeCap Value USD 34.91 154 M 2.0% 17%   2% -20%
First Trust Large Cap Core AlphaDEX Fund FEX NASDAQ US Market LargeCap Factors USD 62.04 - 0.4% 17%   2% -22%
First Trust Large Cap Growth AlphaDEX Fund FTC NASDAQ US Market LargeCap Growth USD 70.37 - 1.3% 19%   2% -25%
First Trust Large Cap Value AlphaDEX Fund FTA NASDAQ US Market LargeCap Value USD 53.22 - -1.3% 17%   2% -21%
First Trust Mega Cap AlphaDEX Fund FMK NASDAQ US Market LargeCap Size USD 36.70 - 0.8% 16%   1% -19%
First Trust Nasdaq-100 Equal Weighted Index Fund QQEW NASDAQ US Market LargeCap Size USD 67.88 - 8.8% 20%   2% -20%
First Trust Value Line 100 ETF FVL NYSEARCA Factors Multi Factor USD 22.24 - -4.3% 15%   1% -25%
FlexShares US Quality Large Cap Index Fund QLC NASDAQ US Market LargeCap Quality USD 34.46 52 M -1.3% 16%   1% -21%
Global X Conscious Companies ETF KRMA NASDAQ US Market ESG Commitments USD 22.28 69 M 8.0% 16%   2% -17%
Global X S&P 500 Catholic Values CATH NASDAQ US Market Faith based USD 36.69 271 M 4.7% 17%   2% -20%
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC NYSEARCA US Market MultiFactor LowVolatility USD 60.40 6.9 B 4.9% 17%   2% -20%
iShares Edge MSCI USA Size Factor ETF SIZE NYSEARCA US Market LargeMidCap LowVolatility USD 92.37 396 M 5.6% 16%   2% -20%
iShares Russell 1000 Growth ETF IWF NYSEARCA US Market LargeCap Growth USD 161.27 46 B 6.0% 20%   2% -22%
iShares Russell 1000 Value ETF IWD NYSEARCA US Market LargeCap Value USD 130.12 40 B 4.3% 15%   1% -19%
iShares Russell Top 200 Growth ETF IWY NYSEARCA US Market LargeCap Size USD 87.90 1.5 B 6.0% 20%   2% -22%
iShares Russell Top 200 Value ETF IWX NYSEARCA US Market LargeCap Size USD 55.50 468 M 5.6% 14%   1% -18%
iShares S&P 500 Growth ETF IVW NYSEARCA US Market LargeCap Growth USD 181.81 24 B 5.6% 18%   2% -21%
iShares S&P 500 Value ETF IVE NYSEARCA US Market LargeCap Value USD 120.64 16 B 5.6% 16%   2% -20%
John Hancock Multifactor Large Cap ETF JHML NYSEARCA US Market LargeCap Factors USD 38.70 920 M 5.1% 16%   2% -21%
JPMorgan Diversified Return U.S. Equity ETF JPUS NYSEARCA US Market LargeCap Div-Ret-Yield USD 76.53 819 M 4.1% 14%   1% -19%
Oppenheimer Large Cap Revenue ETF RWL NYSEARCA US Market LargeCap Div-Ret-Yield USD 54.86 964 M 3.0% 16%   2% -20%
PowerShares FTSE RAFI US 1000 PRF NYSEARCA US Market LargeCap Factors USD 119.50 5.4 B 2.3% 16%   2% -21%
PowerShares Dow Jones Industrial Average Dividend ETF DJD NYSEARCA US Market LargeCap Dividend Yield USD 37.77 83 M 7.8% 15%   1% -15%
PowerShares Dynamic Large Cap Growth PWB NYSEARCA US Market LargeCap Growth USD 48.51 764 M 2.6% 18%   2% -21%
PowerShares Dynamic Large Cap Value PWV NYSEARCA US Market LargeCap Value USD 38.91 976 M 5.5% 15%   2% -20%
PowerShares Russell 1000 Low Beta Equal Weight Portfolio USLB NASDAQ US Market LargeCap EqWeights USD 33.65 113 M 2.6% 14%   1% -19%
PowerShares Russell Top 200 Equal Weight Portfolio EQWL NYSEARCA US Market LargeCap Size USD 58.03 61 M 5.4% 15%   1% -19%
PowerShares Russell Top 200 Pure Growth Portfolio PXLG NYSEARCA US Market LargeCap Size USD 55.87 441 M 4.9% 20%   2% -23%
PowerShares Russell Top 200 Pure Value Portfolio PXLV NYSEARCA US Market LargeCap Size USD 40.29 93 M 3.8% 12%   1% -19%
PowerShares S&P 500 Momentum Portfolio SPMO NYSEARCA US Market LargeCap Momentum USD 40.39 73 M 2.8% 21%   2% -24%
PowerShares S&P 500 Pure Growth ETF RPG NYSEARCA US Market LargeCap Growth USD 120.26 2.7 B 1.8% 19%   2% -23%
PowerShares S&P 500 Pure Value ETF RPV NYSEARCA US Market LargeCap Value USD 66.09 932 M -2.4% 18%   2% -23%
PowerShares S&P 500 Quality Portfolio SPHQ NYSEARCA US Market LargeCap Quality USD 33.79 1.5 B 6.0% 18%   2% -21%
PowerShares S&P 500 Top 50 ETF XLG NYSEARCA US Market LargeCap Size USD 214.47 842 M 5.5% 18%   2% -20%
PowerShares S&P Enhanced 500 Value Portfolio SPVU NYSEARCA US Market LargeCap Value USD 35.99 67 M 2.5% 18%   2% -20%
Principal Price Setters Index ETF PSET NASDAQ US Market LargeCap Factors USD 38.45 27 M 10.1% 17%   1% -14%
Schwab Fundamental US Large Company Index ETF FNDX NYSEARCA US Market LargeCap USD 40.06 5.5 B 3.0% 16%   2% -21%
SPDR MFS Systematic Core Equity ETF SYE NYSEARCA US Market LargeCap Factors USD 82.63 35 M 3.9% 17%   2% -19%
SPDR MFS Systematic Growth Equity ETF SYG NYSEARCA US Market LargeCap Growth USD 82.44 38 M -2.4% 19%   2% -24%
SPDR MFS Systematic Value Equity ETF SYV NYSEARCA US Market LargeCap Value USD 67.97 35 M 0.3% 15%   1% -20%
SPDR Russell 1000 Momentum Focus ONEO NYSEARCA US Market LargeCap Momentum USD 74.30 436 M -1.3% 16%   2% -23%
SPDR Russell 1000 Yield Focus ONEY NYSEARCA US Market LargeCap Dividend Yield USD 72.17 437 M 1.1% 16%   1% -20%
SPDR S&P 500 Buyback ETF SPYB NYSEARCA US Market LargeCap Div-Ret-Yield USD 68.61 21 M 4.2% 18%   2% -21%
SPDR S&P 500 Growth ETF SPYG NYSEARCA US Market LargeCap Growth USD 39.27 5.5 B 5.7% 18%   2% -21%
SPDR S&P 500 Value ETF SPYV NYSEARCA US Market LargeCap Value USD 32.39 3.3 B 5.8% 16%   2% -20%
SPDR SSGA Gender Diversity Index ETF SHE NYSEARCA US Market 21st Century Focus USD 74.30 322 M -1.3% 17%   2% -23%
Vanguard Growth ETF VUG NYSEARCA US Market LargeCap Growth USD 167.81 42 B 7.3% 20%   2% -23%
Vanguard Mega Cap Growth Index Fund MGK NYSEARCA US Market LargeCap Size USD 133.78 4.5 B 7.2% 20%   2% -23%
Vanguard Mega Cap Value Index Fund MGV NYSEARCA US Market LargeCap Size USD 81.79 2.5 B 4.3% 15%   1% -18%
Vanguard Russell 1000 Growth ETF VONG NASDAQ US Market LargeCap Growth USD 165.73 2.9 B 6.1% 20%   2% -22%
Vanguard Russell 1000 Value Index Fund VONV NASDAQ US Market LargeCap Value USD 113.97 2.0 B 4.4% 15%   1% -19%
Vanguard S&P 500 Growth Index Fund VOOG NYSEARCA US Market LargeCap Growth USD 163.33 2.8 B 5.6% 19%   2% -21%
Vanguard S&P 500 Value Index Fund VOOV NYSEARCA US Market LargeCap Value USD 116.40 1.0 B 5.7% 15%   2% -20%
Vanguard Value ETF VTV NYSEARCA US Market LargeCap Value USD 112.20 50 B 3.8% 15%   1% -19%
VictoryShares U.S. Large Cap High Div Volatility Wtd Index ETF CDL NASDAQ US Market MultiFactor LowVolatility USD 48.03 344 M 5.1% 13%   1% -16%
Vident Core US Equity Fund VUSE NASDAQ Factors Multi Factor USD 31.42 506 M -7.6% 18%   2% -24%
WeatherStorm Forensic Accounting Long-Short ETF FLAG NASDAQ US Market LargeCap Factors USD 38.24 10 M -8.6% 17%   1% -21%