Markets, Size & Weighted Volatility ETFs

Markets, Size & Weighted Volatility ETFs
  • Pininvest Analysis

The list of low volatility ETFs is extensive - a testimony of the popularity of a strategy combining lower risk exposure and sustained returns

But reality did not quite make good on these promises over the past years, essentially because the top performing industries – healthcare and technology – also turned out to be the most volatile … and the less favored in volatility weighing by the funds

Basing our selection on a volatility reference  in the fund denomination, the theme remains far from complete : all the numerous multi-factor ETFs account for volatility targets in the weighting of their constituents as well...

The funds have mostly fulfilled their mandate of lowering volatility but for investors, the multiple factors filtering the securities data base before volatility rescaling matter foremost and we initiate our series with assets defined by region (US, developed or emerging) and market cap

Multi-factor and high-beta selections are discussed separately 

 

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

Markets, Size & Weighted Volatility ETFs • Updated:

Name Ticker Exchange Category SubCategory Currency Cur.Price AUM Perf. Momentum Vol. Risk Contrib. MDD
 
Fidelity® Low Volatility Factor ETF FDLO NYSEARCA US Market LargeCap LowVolatility USD 46.85 398 M 31.4% Neutral 14%   4% -7%
iShares Edge MSCI Min Vol USA Small-Cap ETF SMMV BATS US Market SmallCap LowVolatility USD 38.54 538 M 35.0% Neutral 14%   5% -8%
First Trust Horizon Managed Volatility Developed International ETF HDMV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 32.68 154 M 17.2% Neutral 12%   3% -6%
First Trust Horizon Managed Volatility Domestic ETF HUSV NYSEARCA US Market LargeCap LowVolatility USD 32.07 256 M 30.8% Weak Up 12%   3% -7%
Hartford Multifactor US Equity ETF ROUS NYSEARCA US Market LargeCap LowVolatility USD 40.23 319 M 36.6% Weak Up 14%   5% -7%
Invesco S&P 500® High Dividend Low Volatility ETF SPHD NYSEARCA US Market Dividend Yield USD 46.11 3.3 B 39.8% Strong Up 19%   5% -9%
Invesco S&P 500® Low Volatility ETF SPLV NYSEARCA US Market LargeCap LowVolatility USD 61.48 12 B 27.7% Weak Up 12%   3% -7%
Invesco S&P International Developed Low Volatility ETF IDLV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 31.64 978 M 15.7% Neutral 11%   3% -5%
Invesco S&P MidCap Low Volatility XMLV NYSEARCA US Market MidCap LowVolatility USD 54.93 3.5 B 34.2% Neutral 14%   4% -8%
Invesco S&P SmallCap High Dividend Low Volatility ETF XSHD BATS US Market SmallCap Factors USD 24.52 17 M 48.6% Weak Up 23%   6% -13%
Invesco S&P SmallCap Low Volatility XSLV NYSEARCA US Market SmallCap LowVolatility USD 47.82 2.3 B 45.9% Neutral 20%   6% -11%
iShares Edge MSCI Min Vol Global ETF ACWV NYSEARCA Global Markets InvestableMkt LargeCap USD 103.59 5.3 B 17.8% Weak Up 10%   3% -6%
iShares Edge MSCI USA Size Factor ETF SIZE NYSEARCA US Market LargeMidCap LowVolatility USD 128.96 1.2 B 49.5% Neutral 16%   5% -8%
iShares MSCI EAFE Minimum Volatility ETF EFAV NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 76.37 12 B 14.0% Neutral 11%   3% -6%
iShares MSCI Emerging Markets Minimum Volatility ETF EEMV NYSEARCA Emerging Markets InvestableMkt LowVolatility USD 64.73 4.8 B 23.0% Neutral 12%   3% -5%
iShares MSCI USA Minimum Volatility ETF USMV NYSEARCA US Market InvestableMkt LowVolatility USD 73.23 36 B 21.5% Weak Up 13%   4% -7%
Nationwide Risk-Based International Equity ETF RBIN NYSEARCA Developed Markets (ex-US) InvestableMkt LowVolatility USD 28.61 115 M 23.3% Neutral 13%   3% -6%
Nationwide Risk-Based U.S. Equity ETF RBUS NYSEARCA US Market LargeCap LowVolatility USD 38.21 113 M 34.4% Neutral 14%   3% -7%
SPDR Russell 1000 Low Volatility ETF LGLV NYSEARCA US Market LargeCap LowVolatility USD 134.36 992 M 33.5% Weak Up 14%   5% -7%
SPDR Russell 2000 Low Volatility ETF SMLV NYSEARCA US Market SmallCap LowVolatility USD 116.40 296 M 55.6% Neutral 23%   7% -10%
VictoryShares US 500 Volatility Wtd ETF CFA NASDAQ US Market LargeCap LowVolatility USD 71.27 808 M 43.5% Neutral 15%   5% -7%
VictoryShares US Discovery Enhanced Volatility Weighted ETF CSF NASDAQ US Market SmallCap LowVolatility USD 61.88 42 M 63.0% Neutral 20%   6% -8%
VictoryShares US Small Cap Volatility Wtd ETF CSA NASDAQ US Market SmallCap LowVolatility USD 66.38 - 71.4% Neutral 23%   6% -8%