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 Earnings USD 27.69 306 M -11.2% 21%   3% -19%
Fidelity Value Factor ETF FVAL NYSEARCA US Market LargeCap Value USD 34.04 251 M 4.5% 15%   2% -13%
First Trust Large Cap Value AlphaDEX Fund FTA NASDAQ US Market LargeCap Value USD 48.60 1.1 B -4.5% 16%   2% -15%
First Trust Mid Cap Value AlphaDEX Fund FNK NASDAQ US Market MidCap Value USD 30.57 51 M -11.7% 19%   3% -16%
First Trust Multi Cap Value AlphaDEX Fund FAB NASDAQ Factors Value USD 49.38 83 M -7.9% 17%   2% -15%
First Trust Small Cap Value AlphaDEX Fund FYT NASDAQ US Market SmallCap Value USD 31.35 67 M -11.9% 21%   3% -18%
Invesco Defensive Equity ETF DEF NYSEARCA Factors Value USD 53.00 312 M 9.0% 12%   2% -10%
Invesco Dynamic Large Cap Value ETF PWV NYSEARCA US Market LargeCap Value USD 36.46 1.0 B 3.6% 14%   2% -13%
Invesco Russell Top 200 Pure Value Portfolio PXLV NYSEARCA US Market LargeCap Size USD 40.29 93 M 5.1% 6%   0% -6%
Invesco S&P 500 Enhanced Value ETF SPVU NYSEARCA US Market LargeCap Value USD 32.43 90 M -2.7% 18%   3% -17%
Invesco S&P 500 Pure Value ETF RPV NYSEARCA US Market LargeCap Value USD 57.34 955 M -8.6% 17%   2% -18%
Invesco S&P Midcap 400 Pure Value ETF RFV NYSEARCA US Market MidCap Value USD 57.15 119 M -14.6% 21%   3% -19%
Invesco S&P Smallcap 600 Pure Value ETF RZV NYSEARCA US Market SmallCap Value USD 51.22 168 M -25.2% 23%   2% -27%
Invesco S&P SmallCap 600 Revenue ETF RWJ NYSEARCA US Market SmallCap Factors USD 56.22 314 M -17.5% 22%   3% -19%
Invesco S&P SmallCap Quality ETF XSHQ BATS US Market SmallCap Factors USD 26.52 4.2 M -4.0% 16%   2% -11%
iShares Core S&P U.S. Value ETF IUSV NYSEARCA Factors Value USD 56.25 6.9 B 5.4% 14%   2% -12%
iShares Edge MSCI USA Value Factor ETF VLUE NYSEARCA Factors Value USD 78.66 4.6 B -1.7% 16%   2% -14%
iShares Morningstar Large Cap Value ETF JKF NYSEARCA US Market LargeCap Value USD 104.05 556 M 1.6% 13%   2% -12%
iShares Morningstar Small-Cap Value ETF JKL NYSEARCA US Market SmallCap Value USD 124.83 412 M -10.4% 17%   2% -14%
iShares Russell 1000 Value ETF IWD NYSEARCA US Market LargeCap Value USD 122.59 42 B 2.1% 13%   2% -12%
iShares Russell 2000 Value ETF IWN NYSEARCA US Market SmallCap Value USD 111.80 9.4 B -7.8% 17%   2% -14%
iShares Russell Mid-Cap Value ETF IWS NYSEARCA US Market MidCap Value USD 85.16 12 B 0.2% 13%   2% -12%
iShares Russell Top 200 Value ETF IWX NYSEARCA US Market LargeCap Size USD 52.53 502 M 2.9% 13%   2% -11%
iShares S&P 500 Value ETF IVE NYSEARCA US Market LargeCap Value USD 116.29 18 B 6.1% 14%   2% -12%
iShares S&P Mid-Cap 400 Value ETF IJJ NYSEARCA US Market MidCap Value USD 149.32 6.4 B -5.1% 17%   2% -14%
iShares S&P Small-Cap 600 Value ETF IJS NYSEARCA US Market SmallCap Value USD 137.02 6.4 B -9.4% 18%   2% -15%
NuShares ESG Large-Cap Value ETF NULV BATS US Market ESG Commitments USD 29.45 149 M 3.4% 13%   2% -12%
NuShares ESG Mid-Cap Value ETF NUMV BATS US Market ESG Commitments USD 26.64 59 M -0.2% 14%   2% -14%
Schwab U.S. Large-Cap Value ETF SCHV NYSEARCA US Market LargeCap Value USD 53.77 7.2 B 1.7% 13%   2% -12%
SPDR MFS Systematic Value Equity ETF SYV NYSEARCA US Market LargeCap Value USD 63.55 34 M -1.5% 13%   2% -13%
SPDR S&P 400 Mid Cap Value ETF MDYV NYSEARCA US Market MidCap Value USD 47.88 1.5 B -5.1% 17%   2% -14%
SPDR S&P 500 Value ETF SPYV NYSEARCA US Market LargeCap Value USD 31.22 4.4 B 6.3% 14%   2% -12%
SPDR S&P 600 Small Cap Value ETF SLYV NYSEARCA US Market SmallCap Value USD 55.98 2.4 B -9.3% 18%   2% -15%
VanEck Vectors Morningstar Wide Moat ETF MOAT NYSEARCA Factors Value USD 50.60 3.4 B 9.9% 14%   2% -11%
Vanguard Mega Cap Value Index Fund MGV NYSEARCA US Market LargeCap Size USD 77.77 2.8 B 2.5% 13%   2% -12%
Vanguard Mid Cap Value Index Fund VOE NYSEARCA US Market MidCap Value USD 106.85 11 B 0.9% 14%   2% -12%
Vanguard Russell 1000 Value Index Fund VONV NASDAQ US Market LargeCap Value USD 107.52 2.3 B 2.1% 13%   2% -12%
Vanguard Russell 2000 Value ETF VTWV NASDAQ US Market SmallCap Value USD 97.27 287 M -7.7% 17%   2% -14%
Vanguard S&P 500 Value Index Fund VOOV NYSEARCA US Market LargeCap Value USD 112.32 1.3 B 6.2% 14%   2% -12%
Vanguard S&P Mid-Cap 400 Value ETF IVOV NYSEARCA US Market MidCap Value USD 113.97 756 M -4.8% 16%   2% -14%
Vanguard S&P Small-Cap 600 Value ETF VIOV NYSEARCA US Market SmallCap Value USD 118.74 414 M -9.1% 18%   2% -15%
Vanguard Small Cap Value Index Fund VBR NYSEARCA US Market SmallCap Value USD 120.83 15 B -6.2% 15%   2% -13%
Vanguard Value ETF VTV NYSEARCA US Market LargeCap Value USD 107.01 57 B 2.1% 13%   2% -12%
WBI BullBear Value 1000 ETF WBIF NYSEARCA US Market LargeCap Value USD 25.67 54 M -9.7% 12%   1% -11%
WeatherStorm Forensic Accounting Long-Short ETF FLAG NASDAQ US Market LargeCap Factors USD 33.38 7.7 M -13.9% 18%   2% -18%