Validea: ETFs with Most Value Factor Exposure

Cheapest Value ETFs

The value exposure indicates how cheap the holdings of the ETF are relative to all other ETFs using a series of value metrics. Each ETF is evaluated using the PE Ratio, Price/Sales, Price/Book, Price/Cash Flow, EV/EBITDA and Shareholder Yield. The combined score is calculated using a combination of all the metrics.

ETFs with Most Value Factor Exposure

Ticker	ETF Name	Total Assets	Expense Ratio	Total Holdings	Active Share vs. S&P 500	Active Fee	Active Share vs. Russell 2000	Size Exposure	Value Exposure	Quality Exposure	Momentum Exposure	Low Volatility Exposure
FYT	First Trust Small Cap Value AlphaDEX Fund	$3,524,022	0.72%	263	100.00%	0.72%	85.24%	93	99	28	3	13
FOVL	iShares Focused Value Factor ETF	$20,519,260	0.25%	42	96.52%	0.26%	99.89%	62	99	29	18	32
SPVU	Invesco S&P 500 Enhanced Value Portfolio	$69,001,340	0.13%	101	91.20%	0.14%	99.78%	42	99	27	16	43
RZV	Invesco - Guggenheim (Rydex) S&P SmallCap 600 Pure Value ETF	$108,053,000	0.35%	142	100.00%	0.35%	94.64%	99	98	10	11	8
XSVM	Invesco S&P SmallCap Value with Momentum ETF	$79,246,700	0.39%	118	100.00%	0.39%	93.76%	97	98	18	24	10
CSB	VictoryShares US SmCp Hi Div Vol Wtd ETF	$59,548,210	0.35%	102	100.00%	0.35%	94.58%	94	98	43	6	40
FNK	First Trust Mid Cap Value AlphaDEX Fund	$1,077,288	0.70%	226	98.57%	0.71%	93.94%	74	98	38	6	21
FAB	First Trust Multi Cap Value AlphaDEX Fund	$1,652,015	0.71%	675	85.13%	0.83%	84.24%	70	97	32	9	28
CALF	Pacer US Small Cap Cash Cows 100 ETF	$36,715,180	0.59%	101	100.00%	0.59%	94.90%	97	97	29	24	10
RDIV	Invesco S&P Ultra Dividend Revenue ETF	$603,835,000	0.39%	60	97.19%	0.40%	99.32%	59	97	14	7	20
XMVM	Invesco S&P MidCap Value with Momentum ETF	$42,411,770	0.39%	78	100.00%	0.39%	95.24%	81	97	22	35	16
ZIG	The Acquirer's ETF	$21,980,950	0.94%	30	95.57%	0.98%	99.83%	42	96	60	78	40
RPV	Invesco - Guggenheim (Rydex) S&P 500 Pure Value ETF	$600,871,100	0.35%	103	89.61%	0.39%	99.97%	46	96	13	18	33
RFV	Invesco - Guggenheim (Rydex) S&P MidCap 400 Pure Value ETF	$57,155,980	0.35%	82	100.00%	0.35%	95.90%	84	95	7	13	7
FTA	First Trust Large Cap Value AlphaDEX Fund	$14,587,360	0.60%	188	80.55%	0.74%	99.69%	36	94	30	28	47
QVAL	Alpha Architect ValueShares U.S. Quantitative Value ETF	$113,650,000	0.49%	59	95.54%	0.51%	98.22%	60	94	66	60	36
SYLD	Cambria Shareholder Yield ETF	$68,665,620	0.59%	101	92.06%	0.64%	98.29%	51	94	25	28	15
SPVM	Invesco S&P 500 Value with Momentum ETF	$33,095,720	0.39%	102	85.47%	0.46%	99.68%	37	93	45	40	50
XSHD	Invesco S & P SmCp Hi Div Low Volatil ETF	$20,212,600	0.30%	60	100.00%	0.30%	96.85%	97	93	32	3	49
VFVA	Vanguard U.S. Value Factor ETF	$120,180,000	0.14%	3,029	77.94%	0.18%	81.19%	70	93	31	18	37
RDVY	First Trust Rising Dividend Achievers ETF	$24,751,190	0.50%	51	88.72%	0.56%	99.83%	25	92	52	52	42
OMFL	Invesco Russell 1000 Dynamic Multifactor ETF	$983,646,300	0.29%	346	96.55%	0.30%	99.66%	69	90	28	20	26
JKL	iShares Morningstar Small Value Index Fund ETF	$265,636,600	0.30%	240	99.66%	0.30%	89.02%	82	90	18	7	12
PEY	Invesco Dividend Achievers ETF	$616,504,800	0.52%	51	93.90%	0.55%	99.54%	52	90	33	3	62
VLUE	iShares MSCI USA Value Factor ETF	$7,091,890,000	0.15%	154	87.14%	0.17%	99.52%	41	90	42	43	52
SDVY	First Trust SMID Cp Rising Div Achv ETF	$297,381	0.60%	101	99.40%	0.60%	96.22%	79	90	36	32	14
RWJ	Invesco S&P SmallCap 600 Revenue ETF	$204,841,500	0.39%	593	100.00%	0.39%	71.85%	96	89	11	11	9
SPYD	SPDR Portfolio S&P 500 High Dividend ETF	$1,969,347,000	0.07%	81	90.16%	0.08%	99.86%	45	89	41	8	43
COWZ	Pacer US Cash Cows 100 ETF	$211,393,500	0.49%	102	93.99%	0.52%	99.77%	58	89	41	29	41
DVLU	First Trust Dorsey Wright Momt & Val ETF	$346,105	0.60%	51	97.66%	0.61%	98.54%	59	89	40	29	10
EES	WisdomTree U.S. SmallCap ETF	$398,919,800	0.38%	834	100.00%	0.38%	71.39%	97	88	30	26	14
DVY	iShares Dow Jones Select Dividend Index Fund ETF	$12,732,630,000	0.39%	104	86.75%	0.45%	98.81%	46	88	46	12	61
CDL	VictoryShares US LgCp Hi Div Vol Wtd ETF	$173,122,500	0.35%	102	84.19%	0.42%	99.93%	35	88	52	19	73
VRAI	Virtus Real Asset Income ETF	$97,147,340	0.55%	91	98.81%	0.56%	98.27%	68	87	53	14	56
SPHD	Invesco S&P 500 High Div Portfolio ETF	$2,450,147,000	0.30%	50	91.68%	0.33%	100.00%	40	87	37	11	73
ONEY	SPDR Russell 1000 Yield Focus ETF	$365,721,900	0.20%	285	94.12%	0.21%	99.96%	66	87	32	21	36
DES	WisdomTree U.S. SmallCap Dividend ETF	$1,342,460,000	0.38%	638	99.92%	0.38%	74.65%	96	86	33	17	37
JKI	iShares Morningstar Mid Value Index Fund ETF	$332,394,900	0.30%	166	93.94%	0.32%	99.62%	57	86	24	17	45
RNDV	First Trust US Equity Dividend Sel ETF	$110,020	0.50%	216	78.28%	0.64%	99.90%	34	86	18	34	48
RWK	Invesco S&P MidCap 400 Revenue ETF	$209,284,200	0.39%	398	100.00%	0.39%	84.65%	77	86	22	15	23
SPHB	Invesco S&P 500 High Beta ETF	$131,233,800	0.25%	97	91.42%	0.27%	99.71%	51	85	20	9	7
SDOG	ALPS Sector Dividend Dogs ETF	$977,920,000	0.40%	51	90.91%	0.44%	99.96%	38	85	40	14	56
PY	Principal Shareholder Yield Index ETF	$14,710,940	0.15%	131	87.13%	0.17%	99.38%	48	85	49	64	39
AFMC	First Trust Active Factor Mid Cap ETF	$41,487	0.65%	286	98.66%	0.66%	89.98%	74	85	36	25	32
FMK	First Trust Mega Cap AlphaDEX Fund	$229,592	0.70%	51	78.15%	0.90%	100.00%	12	85	70	52	71
EQRR	ProShares Equities for Rising Rates ETF	$1,274,546	0.35%	52	94.21%	0.37%	100.00%	42	84	23	42	17
IWN	iShares Russell 2000 Value ETF	$8,112,558,000	0.24%	1,465	99.97%	0.24%	46.05%	95	84	20	10	19
VTWV	Vanguard Russell 2000 Value ETF	$366,720,000	0.15%	1,472	99.97%	0.15%	46.19%	96	84	20	10	20
RNSC	First Trust Small Cap US Equity Sel ETF	$347,400	0.60%	367	100.00%	0.60%	78.38%	91	83	16	3	13
SMDV	ProShares Russell 2000 Dividend Growers ETF	$617,702,100	0.41%	75	100.00%	0.41%	92.90%	88	83	52	14	77
IFRA	iShares U.S. Infrastructure ETF	$31,522,560	0.40%	136	95.47%	0.42%	93.97%	73	83	27	12	57
DGRS	WisdomTree U.S. SmallCap Quality Dividend Growth ETF	$93,020,550	0.38%	223	99.92%	0.38%	87.78%	91	82	37	21	36
CSA	VictoryShares US Small Cap Vol Wtd ETF	$16,262,020	0.35%	501	100.00%	0.35%	69.50%	93	82	44	23	34
IJS	iShares S&P SmallCap 600 Values Index Fund ETF	$5,027,309,000	0.25%	460	100.00%	0.25%	77.15%	97	82	15	9	16
SLYV	SPDR S&P 600 Small Cap Value ETF	$1,949,473,000	0.15%	455	100.00%	0.15%	77.43%	96	82	15	8	15
TPYP	Tortoise North American Pipeline Fund ETF	$264,305,600	0.40%	58	99.73%	0.40%	99.00%	73	82	13	2	44
VIOV	Vanguard S&P Small-Cap 600 Value ETF	$523,530,000	0.15%	459	100.00%	0.15%	77.44%	97	81	15	8	17
TUSA	First Trust Total US Market AlphaDEX ETF	$321,804	0.70%	1,201	82.43%	0.85%	77.82%	65	81	21	23	21
SYV	SPDR MFS Systematic Value Equity ETF	$16,928,790	0.60%	58	83.62%	0.72%	99.80%	19	81	52	65	75
SMLV	SPDR SSGA US Small Cap Low Volatility Index ETF	$240,786,500	0.12%	404	99.77%	0.12%	79.22%	92	81	42	10	52
FYX	First Trust Small Cap Core AlphaDEX Fund	$21,801,310	0.63%	526	100.00%	0.63%	71.09%	92	81	12	10	8
PWV	Invesco Dynamic LargeCap Value ETF	$635,133,400	0.56%	51	83.47%	0.67%	100.00%	18	80	85	61	92
PFF	iShares S&P US Preferred Stock Fund ETF	$5,733,485,000	0.46%	523	90.73%	0.51%	95.77%	63	80	26	12	44
AFSM	First Trust Active Factor Small Cap ETF	$55,785	0.75%	357	99.91%	0.75%	76.04%	88	80	21	13	18