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 32.06 307 M -1.6% 22%   2% -20%
Fidelity Value Factor ETF FVAL NYSEARCA US Market LargeCap Value USD 36.67 173 M 16.0% 16%   2% -16%
First Trust Large Cap Value AlphaDEX Fund FTA NASDAQ US Market LargeCap Value USD 54.13 1.1 B 8.4% 16%   2% -16%
First Trust Mid Cap Value AlphaDEX Fund FNK NASDAQ US Market MidCap Value USD 34.88 56 M 4.9% 19%   3% -17%
First Trust Multi Cap Value AlphaDEX Fund FAB NASDAQ Factors Value USD 55.57 87 M 5.9% 18%   2% -16%
First Trust Small Cap Value AlphaDEX Fund FYT NASDAQ US Market SmallCap Value USD 35.76 63 M 3.0% 21%   3% -17%
iShares Core S&P U.S. Value ETF IUSV NYSEARCA Factors Value USD 60.92 6.6 B 17.1% 15%   2% -16%
iShares Edge MSCI USA Value Factor ETF VLUE NYSEARCA Factors Value USD 86.64 4.3 B 11.1% 17%   2% -17%
iShares Morningstar Large Cap Value ETF JKF NYSEARCA US Market LargeCap Value USD 114.47 534 M 14.5% 13%   2% -15%
iShares Morningstar Small-Cap Value ETF JKL NYSEARCA US Market SmallCap Value USD 138.03 403 M 1.9% 18%   2% -18%
iShares Russell 1000 Value ETF IWD NYSEARCA US Market LargeCap Value USD 132.88 41 B 13.3% 14%   2% -15%
iShares Russell 2000 Value ETF IWN NYSEARCA US Market SmallCap Value USD 123.57 9.4 B 4.4% 17%   2% -18%
iShares Russell Mid-Cap Value ETF IWS NYSEARCA US Market MidCap Value USD 91.89 12 B 11.9% 14%   2% -16%
iShares Russell Top 200 Value ETF IWX NYSEARCA US Market LargeCap Size USD 57.03 503 M 14.0% 14%   2% -16%
iShares S&P 500 Value ETF IVE NYSEARCA US Market LargeCap Value USD 125.76 17 B 17.6% 15%   2% -16%
iShares S&P Mid-Cap 400 Value ETF IJJ NYSEARCA US Market MidCap Value USD 165.13 6.5 B 9.3% 18%   3% -17%
iShares S&P Small-Cap 600 Value ETF IJS NYSEARCA US Market SmallCap Value USD 154.97 6.5 B 5.9% 19%   3% -19%
NuShares ESG Large-Cap Value ETF NULV BATS US Market ESG Commitments USD 32.29 118 M 14.6% 12%   2% -14%
NuShares ESG Mid-Cap Value ETF NUMV BATS US Market ESG Commitments USD 30.13 57 M 14.3% 14%   2% -16%
Oppenheimer Small Cap Revenue ETF RWJ NYSEARCA US Market SmallCap Value USD 64.61 356 M -0.7% 22%   3% -20%
PowerShares Defensive Equity ETF DEF NYSEARCA Factors Value USD 55.10 270 M 17.7% 13%   2% -15%
PowerShares Dynamic Large Cap Value PWV NYSEARCA US Market LargeCap Value USD 40.33 1.0 B 16.4% 15%   2% -16%
PowerShares Russell Top 200 Pure Value Portfolio PXLV NYSEARCA US Market LargeCap Size USD 40.29 93 M 9.6% 10%   1% -15%
PowerShares S&P 500 Pure Value ETF RPV NYSEARCA US Market LargeCap Value USD 67.56 1.0 B 9.2% 17%   2% -18%
PowerShares S&P Enhanced 500 Value Portfolio SPVU NYSEARCA US Market LargeCap Value USD 37.47 70 M 13.7% 17%   3% -17%
PowerShares S&P Midcap 400 Pure Value ETF RFV NYSEARCA US Market MidCap Value USD 67.08 159 M 3.7% 22%   3% -19%
PowerShares S&P Smallcap 600 Pure Value ETF RZV NYSEARCA US Market SmallCap Value USD 65.94 197 M -0.1% 23%   3% -22%
PowerShares S&P SmallCap Quality Portfolio XSHQ BATS US Market SmallCap Value USD 28.09 4.3 M 2.9% 18%   2% -17%
Schwab U.S. Large-Cap Value ETF SCHV NYSEARCA US Market LargeCap Value USD 58.52 6.9 B 13.3% 14%   2% -16%
SPDR MFS Systematic Value Equity ETF SYV NYSEARCA US Market LargeCap Value USD 70.81 35 M 11.8% 14%   2% -16%
SPDR S&P 400 Mid Cap Value ETF MDYV NYSEARCA US Market MidCap Value USD 53.00 1.8 B 9.4% 18%   3% -18%
SPDR S&P 500 Value ETF SPYV NYSEARCA US Market LargeCap Value USD 33.77 4.5 B 17.6% 15%   2% -16%
SPDR S&P 600 Small Cap Value ETF SLYV NYSEARCA US Market SmallCap Value USD 63.22 2.3 B 6.0% 19%   3% -19%
VanEck Vectors Morningstar Wide Moat ETF MOAT NYSEARCA Factors Value USD 53.69 3.1 B 22.6% 15%   2% -16%
Vanguard Mega Cap Value Index Fund MGV NYSEARCA US Market LargeCap Size USD 84.61 2.7 B 14.2% 14%   2% -15%
Vanguard Mid Cap Value Index Fund VOE NYSEARCA US Market MidCap Value USD 115.90 10 B 12.4% 15%   2% -17%
Vanguard Russell 1000 Value Index Fund VONV NASDAQ US Market LargeCap Value USD 116.36 2.1 B 13.4% 14%   2% -16%
Vanguard Russell 2000 Value ETF VTWV NASDAQ US Market SmallCap Value USD 107.64 278 M 4.5% 17%   2% -17%
Vanguard S&P 500 Value Index Fund VOOV NYSEARCA US Market LargeCap Value USD 121.37 1.1 B 17.6% 15%   2% -16%
Vanguard S&P Mid-Cap 400 Value ETF IVOV NYSEARCA US Market MidCap Value USD 127.36 745 M 9.3% 17%   2% -18%
Vanguard S&P Small-Cap 600 Value ETF VIOV NYSEARCA US Market SmallCap Value USD 133.76 407 M 6.0% 19%   3% -18%
Vanguard Small Cap Value Index Fund VBR NYSEARCA US Market SmallCap Value USD 133.03 14 B 6.9% 16%   2% -17%
Vanguard Value ETF VTV NYSEARCA US Market LargeCap Value USD 116.43 54 B 13.7% 14%   2% -16%
WBI BullBear Value 1000 ETF WBIF NYSEARCA US Market LargeCap Value USD 27.36 61 M -3.4% 11%   1% -11%
WeatherStorm Forensic Accounting Long-Short ETF FLAG NASDAQ US Market LargeCap Factors USD 38.46 7.9 M -1.4% 18%   2% -18%