US Total Market Value Factors ETFs

US Total Market Value Factors ETFs
  • Pininvest Analysis

A fundamental approach to investing, the selection of ‘value’ stocks is a style favoring companies whose fundamental value is not reflected in the stock price – with the investor benefiting from dividend payments and potential share appreciation, even though the company may not grow

As our extensive theme attests, the strategy is popular with investors but the original assumption of lower risk exposure – because the companies rely less on growth – may need to be questioned as a comparison with our Total US Market Growth theme demonstrates

The fund providers have complemented the basic selection by market capitalization – from mega-cap to small-cap – with models combining, in some cases, a range of fundamental factors, based on book value, revenue, cash flow and earnings, with volatility scaling – contributing to sharply differentiated risk exposure

Putting outliers aside, the performance range of the funds  still turns out to be wide… Choose wisely !

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

US Total Market Value Factors ETFs • Updated:

Name Ticker Exchange Category SubCategory Currency Cur.Price AUM Perf. Vol. Risk Contrib. MDD
 
Deep Value ETF DVP NYSEARCA US Market LargeCap Div-Ret-Yield USD 29.72 252 M -13.3% 19%   2% -23%
Fidelity Value Factor ETF FVAL NYSEARCA US Market LargeCap Value USD 33.02 129 M 2.3% 15%   2% -20%
First Trust Large Cap Value AlphaDEX Fund FTA NASDAQ US Market LargeCap Value USD 50.14 1.1 B -3.4% 14%   2% -21%
First Trust Mid Cap Value AlphaDEX Fund FNK NASDAQ US Market MidCap Value USD 33.16 51 M -6.2% 16%   2% -23%
First Trust Multi Cap Value AlphaDEX Fund FAB NASDAQ Factors Value USD 52.06 83 M -5.2% 15%   2% -22%
First Trust Small Cap Value AlphaDEX Fund FYT NASDAQ US Market Small Cap Value USD 33.60 57 M -9.2% 18%   2% -26%
iShares Core S&P U.S. Value ETF IUSV NYSEARCA Factors Value USD 54.39 5.4 B 3.0% 14%   2% -20%
iShares Edge MSCI USA Value Factor ETF VLUE NYSEARCA Factors Value USD 77.85 3.4 B -5.5% 16%   2% -23%
iShares Morningstar Large Cap Value ETF JKF NYSEARCA US Market LargeCap Value USD 105.12 478 M 5.1% 13%   2% -17%
iShares Morningstar Small-Cap Value ETF JKL NYSEARCA US Market Small Cap Value USD 134.17 403 M -8.9% 16%   2% -26%
iShares Russell 1000 Value ETF IWD NYSEARCA US Market LargeCap Value USD 123.36 38 B 3.6% 13%   2% -19%
iShares Russell 2000 Value ETF IWN NYSEARCA US Market Small Cap Value USD 118.18 8.6 B -8.0% 16%   2% -26%
iShares Russell Mid-Cap Value ETF IWS NYSEARCA US Market MidCap Value USD 86.17 11 B -0.2% 14%   2% -22%
iShares Russell Top 200 Value ETF IWX NYSEARCA US Market LargeCap Size USD 52.71 448 M 5.7% 13%   2% -18%
iShares S&P 500 Value ETF IVE NYSEARCA US Market LargeCap Value USD 111.94 15 B 3.3% 14%   2% -20%
iShares S&P Mid-Cap 400 Value ETF IJJ NYSEARCA US Market MidCap Value USD 153.75 6.2 B -3.0% 16%   2% -24%
iShares S&P Small-Cap 600 Value ETF IJS NYSEARCA US Market Small Cap Value USD 143.76 6.0 B -9.9% 18%   2% -28%
NuShares ESG Large-Cap Value ETF NULV BATS US Market ESG Commitments USD 29.23 60 M 5.4% 12%   2% -17%
NuShares ESG Mid-Cap Value ETF NUMV BATS US Market ESG Commitments USD 27.29 55 M 1.5% 13%   2% -19%
Oppenheimer Small Cap Revenue ETF RWJ NYSEARCA US Market Small Cap Value USD 61.65 404 M -13.5% 19%   2% -31%
PowerShares Defensive Equity ETF DEF NYSEARCA Factors Value USD 50.80 215 M 10.5% 13%   2% -17%
PowerShares Dynamic Large Cap Value PWV NYSEARCA US Market LargeCap Value USD 35.62 964 M 0.1% 14%   2% -20%
PowerShares Russell Top 200 Pure Value Portfolio PXLV NYSEARCA US Market LargeCap Size USD 38.95 62 M 4.9% 13%   2% -19%
PowerShares S&P 500 Pure Value ETF RPV NYSEARCA US Market LargeCap Value USD 62.71 888 M -3.3% 16%   2% -23%
PowerShares S&P Enhanced 500 Value Portfolio SPVU NYSEARCA US Market LargeCap Value USD 33.54 55 M -0.3% 15%   2% -20%
PowerShares S&P Midcap 400 Pure Value ETF RFV NYSEARCA US Market MidCap Value USD 62.95 139 M -7.0% 20%   3% -27%
PowerShares S&P Smallcap 600 Pure Value ETF RZV NYSEARCA US Market Small Cap Value USD 60.71 173 M -18.8% 19%   2% -32%
PowerShares S&P SmallCap Quality Portfolio XSHQ BATS US Market Small Cap Value USD 26.47 4.0 M -10.8% 18%   2% -26%
Schwab U.S. Large-Cap Value ETF SCHV NYSEARCA US Market LargeCap Value USD 54.60 5.7 B 4.4% 13%   2% -19%
SPDR MFS Systematic Value Equity ETF SYV NYSEARCA US Market LargeCap Value USD 65.52 33 M -1.3% 14%   2% -20%
SPDR S&P 400 Mid Cap Value ETF MDYV NYSEARCA US Market MidCap Value USD 49.33 1.4 B -3.0% 16%   2% -24%
SPDR S&P 500 Value ETF SPYV NYSEARCA US Market LargeCap Value USD 30.05 2.7 B 3.4% 14%   2% -20%
SPDR S&P 600 Small Cap Value ETF SLYV NYSEARCA US Market Small Cap Value USD 58.75 2.0 B -9.8% 18%   2% -28%
VanEck Vectors Morningstar Wide Moat ETF MOAT NYSEARCA Factors Value USD 46.46 2.2 B 10.3% 15%   2% -18%
Vanguard Mega Cap Value Index Fund MGV NYSEARCA US Market LargeCap Size USD 78.26 2.4 B 6.3% 14%   2% -18%
Vanguard Mid Cap Value Index Fund VOE NYSEARCA US Market MidCap Value USD 106.96 8.9 B -1.4% 14%   2% -22%
Vanguard Russell 1000 Value Index Fund VONV NASDAQ US Market LargeCap Value USD 107.95 1.8 B 3.6% 13%   2% -19%
Vanguard Russell 2000 Value ETF VTWV NASDAQ US Market Small Cap Value USD 102.95 247 M -7.8% 16%   2% -26%
Vanguard S&P 500 Value Index Fund VOOV NYSEARCA US Market LargeCap Value USD 108.04 947 M 3.4% 14%   2% -20%
Vanguard S&P Mid-Cap 400 Value ETF IVOV NYSEARCA US Market MidCap Value USD 117.46 690 M -3.0% 16%   2% -24%
Vanguard S&P Small-Cap 600 Value ETF VIOV NYSEARCA US Market Small Cap Value USD 124.30 360 M -9.7% 17%   2% -28%
Vanguard Small Cap Value Index Fund VBR NYSEARCA US Market Small Cap Value USD 126.95 13 B -4.5% 15%   2% -24%
Vanguard Value ETF VTV NYSEARCA US Market LargeCap Value USD 107.67 47 B 5.1% 13%   2% -19%
WBI BullBear Value 1000 ETF WBIF NYSEARCA US Market LargeCap Value USD 27.22 37 M -2.7% 10%   1% -13%
WeatherStorm Forensic Accounting Long-Short ETF FLAG NASDAQ US Market LargeCap Factors USD 36.62 9.2 M -11.5% 15%   2% -21%