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. Momentum Vol. Risk Contrib. MDD
 
Fidelity Value Factor ETF FVAL NYSEARCA US Market LargeCap Value USD 46.66 176 M 40.7% Neutral 16%   2% -9%
First Trust Large Cap Value AlphaDEX Fund FTA NASDAQ US Market LargeCap Value USD 64.48 954 M 39.8% Neutral 20%   2% -8%
First Trust Mid Cap Value AlphaDEX Fund FNK NASDAQ US Market MidCap Value USD 43.34 44 M 51.2% Neutral 25%   3% -7%
First Trust Multi Cap Value AlphaDEX Fund FAB NASDAQ Factors Value USD 69.39 71 M 48.6% Neutral 23%   3% -10%
First Trust Small Cap Value AlphaDEX Fund FYT NASDAQ US Market SmallCap Value USD 49.99 58 M 63.9% Neutral 29%   3% -13%
Invesco Defensive Equity ETF DEF NYSEARCA Factors Value USD 64.53 286 M 27.2% Neutral 14%   1% -8%
Invesco Dynamic Large Cap Value ETF PWV NYSEARCA US Market LargeCap Value USD 43.31 894 M 28.7% Neutral 15%   2% -8%
Invesco S&P 500® Enhanced Value ETF SPVU NYSEARCA US Market LargeCap Value USD 40.97 81 M 44.0% Neutral 23%   3% -7%
Invesco S&P 500® Pure Value ETF RPV NYSEARCA US Market LargeCap Value USD 75.08 795 M 54.7% Neutral 24%   3% -8%
Invesco S&P MidCap 400® Pure Value ETF RFV NYSEARCA US Market MidCap Value USD 89.64 103 M 74.1% Neutral 26%   3% -9%
Invesco S&P SmallCap 600 Revenue ETF RWJ NYSEARCA US Market SmallCap Factors USD 116.29 273 M 115.5% Neutral 33%   3% -12%
Invesco S&P SmallCap 600® Pure Value ETF RZV NYSEARCA US Market SmallCap Value USD 92.72 143 M 98.7% Neutral 31%   4% -11%
Invesco S&P SmallCap Quality ETF XSHQ BATS US Market SmallCap Factors USD 35.60 3.9 M 44.7% Neutral 24%   3% -9%
iShares Core S&P U.S. Value ETF IUSV NYSEARCA Factors Value USD 70.07 6.0 B 34.2% Neutral 16%   2% -7%
iShares Edge MSCI USA Value Factor ETF VLUE NYSEARCA Factors Value USD 102.28 3.9 B 40.3% Neutral 18%   2% -6%
iShares Morningstar Large Cap Value ETF JKF NYSEARCA US Market LargeCap Value USD 122.19 490 M 25.8% Weak Up 15%   2% -8%
iShares Morningstar Small-Cap Value ETF JKL NYSEARCA US Market SmallCap Value USD 172.73 356 M 65.3% Strong Up 24%   3% -10%
iShares Russell 1000 Value ETF IWD NYSEARCA US Market LargeCap/ MidCap USD 154.30 37 B 36.4% Neutral 16%   2% -7%
iShares Russell 2000 Value ETF IWN NYSEARCA US Market SmallCap Value USD 162.05 8.3 B 69.7% Neutral 26%   3% -10%
iShares Russell Mid-Cap Value ETF IWS NYSEARCA US Market MidCap Value USD 111.56 10 B 45.7% Neutral 18%   2% -5%
iShares Russell Top 200 Value ETF IWX NYSEARCA US Market LargeCap Size USD 64.72 445 M 31.7% Neutral 15%   2% -7%
iShares S&P 500 Value ETF IVE NYSEARCA US Market LargeCap Value USD 143.60 15 B 32.8% Neutral 16%   2% -7%
iShares S&P Mid-Cap 400 Value ETF IJJ NYSEARCA US Market MidCap Value USD 102.45 5.5 B 53.9% Neutral 22%   3% -7%
iShares S&P Small-Cap 600 Value ETF IJS NYSEARCA US Market SmallCap Value USD 102.27 5.6 B 72.6% Neutral 26%   3% -10%
NuShares ESG Large-Cap Value ETF NULV BATS US Market ESG Commitments USD 36.75 137 M 31.3% Neutral 16%   2% -7%
NuShares ESG Mid-Cap Value ETF NUMV BATS US Market ESG Commitments USD 35.13 52 M 46.4% Neutral 19%   2% -6%
Roundhill Acquirers Deep Value ETF DEEP NYSEARCA Factors Value USD 34.18 264 M 57.4% Neutral 26%   3% -8%
Schwab U.S. Large-Cap Value ETF SCHV NYSEARCA US Market LargeCap Value USD 66.67 6.4 B 33.3% Neutral 16%   2% -7%
SPDR S&P 400 Mid Cap Value ETF MDYV NYSEARCA US Market MidCap Value USD 66.04 1.3 B 54.8% Neutral 23%   3% -10%
SPDR S&P 500 Value ETF SPYV NYSEARCA US Market LargeCap Value USD 38.68 3.9 B 33.0% Neutral 16%   2% -7%
SPDR S&P 600 Small Cap Value ETF SLYV NYSEARCA US Market SmallCap Value USD 83.44 2.1 B 72.5% Neutral 26%   3% -10%
VanEck Vectors Morningstar Wide Moat ETF MOAT BATS US Market Broad Market Multi-Factors USD 72.96 3.0 B 37.0% Neutral 16%   2% -9%
Vanguard Mega Cap Value Index Fund MGV NYSEARCA US Market LargeCap Size USD 97.38 2.5 B 32.9% Neutral 15%   2% -7%
Vanguard Mid Cap Value Index Fund VOE NYSEARCA US Market MidCap Value USD 137.62 9.2 B 43.8% Neutral 18%   2% -5%
Vanguard Russell 1000 Value Index Fund VONV NASDAQ US Market LargeCap Value USD 67.97 2.0 B 38.9% Neutral 16%   2% -6%
Vanguard Russell 2000 Value ETF VTWV NASDAQ US Market SmallCap Value USD 142.42 251 M 70.2% Neutral 26%   3% -10%
Vanguard S&P 500 Value Index Fund VOOV NYSEARCA US Market LargeCap Value USD 139.40 1.1 B 33.1% Neutral 15%   2% -7%
Vanguard S&P Mid-Cap 400 Value ETF IVOV NYSEARCA US Market MidCap Value USD 157.38 652 M 55.0% Neutral 22%   3% -10%
Vanguard S&P Small-Cap 600 Value ETF VIOV NYSEARCA US Market SmallCap Value USD 177.24 362 M 73.0% Neutral 26%   3% -10%
Vanguard Small Cap Value Index Fund VBR NYSEARCA US Market SmallCap Value USD 169.13 13 B 59.1% Neutral 22%   3% -7%
Vanguard Value ETF VTV NYSEARCA US Market LargeCap Value USD 134.52 50 B 34.7% Neutral 15%   2% -7%
WBI BullBear Value 3000 ETF WBIF NYSEARCA US Market Broad Market Multi-Factors USD 30.94 48 M 22.2% Neutral 15%   1% -12%