Validea: ETFs with Most Low Volatility Factor Exposure

Low Volatility ETFs

It can seem counterintuitive to many investors, but stocks that are less volatile than their counterparts have historically produced comparable or better returns. This means that on a riskadjusted basis, low volatility stocks have been superior investments. We measure low volatility in two ways. The standard deviation measures the volatility of each of the fund's holdings on a standalone basis. Beta also accounts for a stock's correlation with other stocks. The combined score uses both metrics. Since we are measuring low volatility, funds with high scores for this factor will be the least volatile.

ETFs with Most Low Volatility 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
SPLV	Invesco S&P 500 Low Volatility ETF	$8,827,009,000	0.15%	102	73.01%	0.21%	99.79%	23	40	90	55	97
USMV	iShares MSCI USA Minimum Volatility Index Fund ETF	$34,128,520,000	0.15%	199	60.81%	0.25%	99.51%	22	38	86	64	97
VFMV	Vanguard U.S. Minimum Volatility ETF	$75,140,000	0.13%	141	77.63%	0.17%	96.89%	40	38	85	57	96
LGLV	SPDR SSGA US Large Cap Low Volatility Index ETF	$662,588,200	0.12%	134	74.50%	0.16%	98.78%	35	36	74	59	96
DIVO	Amplify YieldShares CWP Dividend & Option Income ETF	$40,724,530	0.49%	26	75.63%	0.65%	99.67%	8	57	92	91	96
DEF	Invesco - Guggenheim Defensive Equity ETF	$267,862,800	0.55%	102	66.99%	0.82%	99.57%	17	28	90	72	95
FTCS	First Trust Capital Strength ETF	$5,166,381,000	0.58%	51	73.64%	0.79%	99.78%	12	27	99	93	95
FDLO	Fidelity Low Volatility Factor ETF	$344,642,300	0.29%	130	53.36%	0.54%	98.86%	12	33	96	71	95
VSDA	VictoryShares Dividend Accelerator ETF	$224,071,300	0.35%	77	80.39%	0.44%	99.11%	22	41	97	79	95
XMLV	Invesco S&P 400 Low Volatility ETF	$2,220,133,000	0.25%	78	100.00%	0.25%	97.65%	72	57	71	42	95
SPMV	Invesco S&P 500 Minimum Variance Portfolio	$4,428,228	0.10%	105	66.22%	0.15%	99.80%	14	41	80	61	94
PFM	Invesco Dividend Achievers ETF	$331,120,300	0.54%	290	63.14%	0.86%	98.41%	33	47	89	61	94
USMC	Principal US Mega-Cap Multi-Factor ETF	$1,566,249,000	0.12%	43	54.11%	0.22%	99.45%	4	32	95	89	94
XRLV	Invesco S&P 500ex-Rate SnsvLwVtl ETF	$68,910,570	0.25%	101	72.47%	0.34%	99.82%	19	40	87	60	94
VSMV	VictoryShares US Mult-Fctr Mnmm Vltl ETF	$155,159,400	0.35%	62	83.25%	0.42%	99.45%	25	72	97	66	94
VIG	Vanguard Dividend Appreciation ETF	$51,640,000,000	0.06%	222	69.61%	0.09%	98.41%	32	35	94	72	93
HDV	iShares High Dividend Equity ETF	$5,630,907,000	0.08%	79	85.66%	0.09%	99.24%	23	79	75	31	93
FVL	First Trust Value Line 100 Exchange-Traded Fund	$33,263,820	0.70%	100	75.47%	0.93%	99.14%	23	38	89	70	93
FVD	First Trust Value Line Dividend Index Fund	$8,504,492,000	0.70%	189	74.23%	0.94%	97.81%	31	75	69	32	93
DURA	Market Vectors Morningstar Durable Dividend ETF	$32,929,580	0.29%	57	86.27%	0.34%	99.61%	21	66	75	44	93
USLB	Invesco Russell 1000 Low Beta Eq Wgt	$9,044,578	0.35%	360	64.89%	0.54%	99.62%	38	42	68	56	93
QDEF	FlexShares Quality Dividend Defensive	$368,090,500	0.37%	148	74.43%	0.50%	98.12%	27	66	83	60	92
DGRW	WisdomTree U.S. Quality Dividend Growth ETF	$3,286,499,000	0.28%	267	59.70%	0.47%	99.20%	26	43	95	73	91
JKD	iShares Morningstar Large Core Index Fund ETF	$742,012,200	0.20%	83	70.42%	0.28%	99.72%	6	24	92	86	91
LVUS	Hartford Multifactor Low Volatility US Equity ETF	$5,719,136	0.19%	262	66.48%	0.29%	95.65%	35	54	72	41	91
LEAD	Reality Shares DIVCON LEADERS DIVIDEND ETF	$33,247,970	0.43%	56	84.22%	0.51%	99.46%	23	19	99	97	90
MGV	Vanguard Mega Cap 300 Value ETF	$2,810,000,000	0.07%	159	60.15%	0.12%	99.58%	17	74	66	54	90
FLLV	Franklin Liberty US Low Volatility ETF	$37,655,690	0.29%	24	81.58%	0.36%	99.62%	11	20	96	71	90
PBJ	Invesco Dynamic Food & Beverage ETF	$67,044,070	0.63%	32	97.45%	0.65%	98.90%	50	55	46	59	90
PSET	Principal Price Setters Index ETF	$20,756,470	0.29%	150	73.18%	0.40%	99.41%	26	21	98	90	90
XLG	Invesco - Guggenheim (Rydex) Russell Top 50 ETF	$1,337,731,000	0.20%	52	45.10%	0.44%	99.61%	2	22	95	95	89
QUS	SPDR MSCI USA StrategicFactorsSM ETF	$761,003,500	0.15%	599	32.45%	0.46%	99.42%	23	45	88	75	89
DHS	WisdomTree U.S. High Dividend ETF	$698,854,300	0.38%	300	83.99%	0.45%	96.65%	54	77	66	23	89
FLQL	Franklin LibertyQ US Equity ETF	$309,746,000	0.15%	24	79.10%	0.19%	99.82%	10	21	99	90	88
IWX	iShares Russell Top 200 Value Index Fund ETF	$617,083,200	0.20%	156	56.20%	0.36%	99.75%	16	64	63	48	88
DLN	WisdomTree U.S. LargeCap Dividend ETF	$2,171,166,000	0.28%	281	39.74%	0.70%	99.47%	15	58	80	64	88
SPMO	Invesco S&P 500 Momentum Portfolio	$63,221,510	0.13%	101	67.41%	0.19%	99.55%	9	15	91	95	87
FQAL	Fidelity Quality Factor ETF	$145,623,600	0.29%	130	51.86%	0.56%	99.24%	13	34	98	91	87
DIA	SPDR Dow Jones Industrial Average ETF Trust	$23,031,230,000	0.50%	31	70.55%	0.71%	99.80%	4	49	86	69	86
DGRO	iShares Core Dividend Growth ETF	$11,160,280,000	0.08%	424	49.71%	0.16%	98.05%	32	61	82	68	86
FTLB	First Trust Hedged BuyWrite Income ETF	$3,404,621	0.85%	26	77.36%	1.10%	99.82%	13	79	59	56	86
RFDA	RiverFront Dynamic US Dividend Advantage ETF	$131,389,900	0.52%	82	62.57%	0.83%	98.63%	9	36	98	88	86
OEF	iShares S&P 100 Index Fund ETF	$6,408,304,000	0.20%	106	34.92%	0.57%	99.48%	4	28	93	92	85
QUAL	iShares MSCI USA Quality Factor ETF	$18,304,060,000	0.15%	129	64.56%	0.23%	99.23%	18	27	99	91	85
SPHQ	Invesco S&P 500 High Quality Portfolio ETF	$1,975,129,000	0.15%	102	68.31%	0.22%	99.69%	15	26	96	96	85
VYM	Vanguard High Dividend Yield ETF	$33,330,000,000	0.06%	435	64.75%	0.09%	97.59%	46	75	65	48	85
JKF	iShares Morningstar Large Value Index Fund ETF	$445,650,900	0.25%	79	76.35%	0.33%	99.65%	16	82	62	41	84
FTHI	First Trust BuyWrite Income ETF	$59,028,890	0.85%	148	60.19%	1.41%	99.13%	17	65	55	61	84
EDOW	First Trust Dow 30 Equal Weight ETF	$39,476,920	0.50%	31	74.50%	0.67%	99.71%	10	63	76	53	84
SUSL	iShares ESG MSCI USA Leaders ETF	$2,298,278,000	0.10%	294	48.07%	0.21%	99.23%	20	27	91	80	84
SPYV	SPDR Portfolio S&P 500 Value ETF	$4,759,435,000	0.04%	393	43.04%	0.09%	99.59%	29	71	55	41	83
VOOV	Vanguard S&P 500 Value ETF	$1,250,000,000	0.10%	396	42.91%	0.23%	99.67%	29	72	53	40	83
USSG	Deutsche X-Trackers MSCI USA ESG Leaders Eq ETF	$2,309,476,000	0.45%	292	48.11%	0.94%	99.36%	20	27	90	78	83
DTD	WisdomTree U.S. Total Dividend ETF	$689,841,400	0.28%	695	40.02%	0.70%	96.65%	34	61	74	60	83
IWL	iShares Russell Top 200 Index Fund ETF	$694,731,700	0.20%	197	18.72%	1.07%	99.50%	5	25	88	88	82
IVE	iShares S&P 500 Value Index Fund ETF	$15,066,870,000	0.18%	395	44.06%	0.41%	99.55%	30	71	58	40	82
MGC	Vanguard Mega Cap 300 ETF	$2,760,000,000	0.07%	266	13.90%	0.50%	99.41%	6	31	87	86	82
VTV	Vanguard Value ETF	$77,140,000,000	0.04%	355	53.31%	0.08%	99.67%	29	74	59	51	82
SNPE	Deutsche X-Trackers S&P 500 ESG ETF	$128,052,200	0.11%	311	24.54%	0.45%	99.42%	12	37	88	87	82
ROUS	Hartford Multifactor US Equity ETF	$253,094,000	0.19%	377	56.27%	0.34%	97.36%	32	69	76	64	82
PWV	Invesco Dynamic LargeCap Value ETF	$661,742,500	0.55%	51	84.86%	0.65%	99.82%	22	85	61	52	81
NULV	NuShares ESG Large-Cap Value ETF	$482,912,500	0.35%	149	80.38%	0.44%	99.67%	33	63	60	24	81
SPYX	SPDR S&P 500 Fossil Fuel Reserves Free ETF	$600,213,400	0.09%	488	3.75%	2.40%	99.37%	14	32	87	83	81
SYE	SPDR MFS Systematic Core Equity ETF	$23,496,620	0.60%	51	67.11%	0.89%	99.59%	6	54	81	89	80
RBUS	Nationwide Risk-Based US Equity ETF	$110,786,100	0.30%	252	68.96%	0.44%	99.73%	32	23	55	61	80
GSLC	Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF	$8,746,787,000	0.25%	438	26.28%	0.95%	99.26%	15	34	86	83	80
FDRR	Fidelity Dividend ETF	$272,493,400	0.29%	132	57.77%	0.50%	99.62%	9	58	82	72	80
DSI	iShares KLD 400 Social Index Fund ETF	$1,991,977,000	0.25%	407	45.97%	0.54%	98.58%	24	23	91	84	80
ADME	Aptus Drawdown-Managed Equity ETF	$152,114,900	0.81%	59	55.61%	1.46%	99.44%	5	15	94	94	80