US Momentum & Factors ETFs

US Momentum & Factors ETFs
  • Pininvest Analysis

Momentum – selecting equities on the basis of observed price appreciation (usually over 6- to 12-month periods) – has historically contributed positively in identifying favorable company risk / return profiles

However, global market conditions evolve and segments by market capitalization, by sector or by region may respond differently over time – ultimately, the edge in identifying the ‘winners’ on momentum has to be tested against fundamental factors

 ‘Momentum’ funds offer a diversity of models relying on multifactor filters, applied to various market segments, combined in some cases with scaled volatility weighting

Performance / volatility profiles in our selection  cover a wide range and will change with market conditions

 

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

US Momentum & Factors ETFs • Updated:

Name Ticker Exchange Category SubCategory Currency Cur.Price AUM Perf. Momentum Vol. Risk Contrib. MDD
 
Alpha Architect Value Momentum Trend ETF VMOT BATS Factors Momentum USD 27.73 62 M 26.8% Neutral 16%   5% -13%
Cambria Global Momentum ETF GMOM BATS Multi-ETF Allocation Conservative USD 31.01 91 M 33.5% Weak Up 13%   3% -7%
Elements Spectrum Large Cap US Sector Momentum Index ETN EEH NYSEARCA US Market LargeCap Momentum USD 31.00 4.3 M 32.4% Weak Up 21%   4% -11%
Fidelity Momentum Factor ETF FDMO NYSEARCA US Market LargeCap Momentum USD 47.71 86 M 35.3% Neutral 20%   7% -12%
Invesco DWA Healthcare Momentum ETF PTH NASDAQ Health Care Momentum USD 164.08 168 M 51.7% Weak Up 34%   10% -25%
Invesco DWA Industrials Momentum ETF PRN NASDAQ Industrial Goods InvestableMkt Momentum USD 100.42 81 M 54.1% Neutral 25%   8% -12%
Invesco DWA Momentum ETF PDP NASDAQ US Market Momentum USD 87.71 1.7 B 35.6% Neutral 22%   8% -13%
Invesco DWA SmallCap Momentum ETF DWAS NASDAQ US Market SmallCap Momentum USD 88.55 230 M 78.2% Weak Up 31%   10% -17%
Invesco Dynamic Market ETF PWC NYSEARCA US Market LargeCap Growth USD 123.09 128 M 47.0% Neutral 19%   7% -10%
Invesco S&P 500® Momentum Portfolio SPMO NYSEARCA US Market LargeCap Momentum USD 56.16 58 M 32.9% Neutral 20%   7% -11%
iShares Edge MSCI USA Momentum Factor ETF MTUM NYSEARCA US Market LargeCap Momentum USD 170.84 10 B 37.3% Neutral 23%   8% -16%
Pacer Trendpilot 100 ETF PTNQ BATS US Market LargeCap Size USD 54.24 744 M 33.5% Neutral 18%   5% -13%
Pacer Trendpilot 750 ETF PTLC BATS US Market LargeCap Factors USD 37.15 3.0 B 39.6% Neutral 16%   5% -10%
SPDR Russell 1000 Momentum Focus ONEO NYSEARCA US Market LargeCap Momentum USD 99.46 313 M 48.2% Neutral 16%   5% -8%
SPDR® S&P® 1500 Momentum Tilt ETF MMTM NYSEARCA US Market Broad Market Momentum USD 179.13 57 M 38.9% Neutral 18%   6% -11%