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	$8,199,918,000	0.25%	102	74.47%	0.34%	100.00%	24	52	95	52	99
HUSV	First Trust Hrzn MgdVolatil Domestic ETF	$180,895,200	0.70%	76	80.00%	0.87%	99.90%	24	52	96	62	99
DURA	Market Vectors Morningstar Durable Dividend ETF	$40,908,940	0.29%	55	88.61%	0.33%	99.66%	23	69	91	28	98
FTCS	First Trust Capital Strength ETF	$7,027,571,000	0.58%	51	81.83%	0.71%	99.94%	19	50	99	81	97
USMV	iShares MSCI USA Minimum Volatility Index Fund ETF	$32,123,090,000	0.15%	190	63.23%	0.24%	99.75%	20	46	90	60	97
SPMV	Invesco S&P 500 Minimum Variance Portfolio	$4,410,529	0.10%	95	66.50%	0.15%	100.00%	12	52	90	56	96
XRLV	Invesco S&P 500ex-Rate SnsvLwVtl ETF	$52,188,810	0.25%	101	74.78%	0.33%	100.00%	24	50	93	60	96
DEF	Invesco - Guggenheim Defensive Equity ETF	$255,983,000	0.53%	102	71.53%	0.74%	99.96%	20	44	91	67	96
FLLV	Franklin Liberty US Low Volatility ETF	$95	0.29%	85	65.96%	0.44%	99.87%	13	48	97	71	95
DVOL	First TrustDorseyWrightMomt&LwVolatil ETF	$125,038,200	0.60%	51	87.99%	0.68%	99.79%	27	23	96	75	95
FVL	First Trust Value Line 100 Exchange-Traded Fund	$10,115,250,000	0.70%	186	75.06%	0.93%	98.36%	30	77	73	18	95
FVD	First Trust Value Line Dividend Index Fund	$10,115,250,000	0.70%	186	75.06%	0.93%	98.36%	30	77	73	18	95
LGLV	SPDR SSGA US Large Cap Low Volatility Index ETF	$601,896,600	0.12%	136	74.93%	0.16%	99.14%	36	44	79	55	95
XMLV	Invesco S&P 400 Low Volatility ETF	$1,750,980,000	0.25%	81	100.00%	0.25%	98.33%	74	62	68	34	95
PFM	Invesco Dividend Achievers ETF	$512,183,000	0.53%	286	64.18%	0.83%	98.49%	35	56	94	53	94
VIG	Vanguard Dividend Appreciation ETF	$64,460,000,000	0.06%	219	69.89%	0.09%	98.67%	35	44	97	69	94
HDV	iShares High Dividend Equity ETF	$5,908,895,000	0.08%	79	85.66%	0.09%	99.42%	25	82	76	30	94
DGRW	WisdomTree U.S. Quality Dividend Growth ETF	$5,114,300,000	0.28%	300	59.02%	0.47%	98.72%	29	55	98	79	94
DIVO	Amplify YieldShares CWP Dividend & Option Income ETF	$197,926,600	0.49%	27	76.85%	0.64%	99.96%	8	65	93	91	94
DLN	WisdomTree U.S. LargeCap Dividend ETF	$2,593,818,000	0.28%	297	43.75%	0.64%	99.87%	16	62	93	61	93
USLB	Invesco Russell 1000 Low Beta Eq Wgt	$8,724,866	0.35%	394	66.89%	0.52%	100.00%	42	49	75	51	92
HSMV	First Trust Horizon Managed Vol S/M ETF	$14,594,250	0.80%	152	99.95%	0.80%	92.86%	82	68	61	29	92
FLQL	Franklin LibertyQ US Equity ETF	$97	0.15%	255	59.61%	0.25%	99.65%	29	48	99	73	92
DTD	WisdomTree U.S. Total Dividend ETF	$811,567,000	0.28%	670	45.25%	0.62%	96.43%	36	64	90	56	92
DHS	WisdomTree U.S. High Dividend ETF	$753,136,100	0.38%	319	89.13%	0.43%	94.28%	60	85	71	10	91
DGRO	iShares Core Dividend Growth ETF	$15,080,640,000	0.08%	396	52.40%	0.15%	98.07%	32	65	91	70	91
XLG	Invesco - Guggenheim (Rydex) Russell Top 50 ETF	$1,696,782,000	0.20%	52	45.93%	0.44%	99.86%	1	30	98	93	90
MGV	Vanguard Mega Cap 300 Value ETF	$3,630,000,000	0.07%	151	59.88%	0.12%	99.85%	16	74	74	52	90
QUS	SPDR MSCI USA StrategicFactorsSM ETF	$817,999,900	0.15%	623	32.77%	0.46%	99.64%	23	51	88	75	90
QUAL	iShares MSCI USA Quality Factor ETF	$21,317,100,000	0.15%	129	62.21%	0.24%	99.69%	15	37	99	92	90
JKD	iShares Morningstar Large Core Index Fund ETF	$836,436,200	0.20%	73	75.06%	0.27%	99.90%	7	27	92	80	90
DIA	SPDR Dow Jones Industrial Average ETF Trust	$24,244,230,000	0.16%	31	75.16%	0.21%	99.99%	9	54	86	69	89
JKF	iShares Morningstar Large Value Index Fund ETF	$560,682,600	0.25%	87	72.25%	0.35%	99.77%	15	77	76	53	89
ROUS	Hartford Multifactor US Equity ETF	$310,284,600	0.19%	368	56.15%	0.34%	97.40%	30	63	85	73	89
SPHQ	Invesco S&P 500 High Quality Portfolio ETF	$2,406,288,000	0.15%	101	69.21%	0.22%	99.79%	14	29	99	96	88
FMK	First Trust Mega Cap AlphaDEX Fund	$74,777,540	0.70%	31	75.90%	0.92%	99.89%	9	62	82	58	88
EDOW	First Trust Dow 30 Equal Weight ETF	$74,777,540	0.50%	31	75.90%	0.66%	99.89%	9	62	82	58	88
IWX	iShares Russell Top 200 Value Index Fund ETF	$903,042,800	0.20%	157	57.28%	0.35%	99.88%	15	68	65	42	87
FDL	First Trust Morningstar Dividend Leaders Index Fund	$1,423,677,000	0.45%	96	91.55%	0.49%	98.19%	45	91	67	6	87
VYM	Vanguard High Dividend Yield ETF	$39,920,000,000	0.06%	421	66.23%	0.09%	97.75%	46	78	72	41	87
NOBL	ProShares S&P 500 Aristocrats ETF	$6,401,250,000	0.35%	66	84.50%	0.41%	99.89%	27	59	78	27	87
SMMV	iShares Edge MSCI Min Vol USA Small-Cap	$884,353,100	0.20%	334	99.05%	0.20%	84.64%	83	46	40	16	86
SMDV	ProShares Russell 2000 Dividend Growers ETF	$564,475,200	0.41%	75	100.00%	0.41%	93.64%	90	83	56	13	86
EPS	WisdomTree U.S. LargeCap ETF	$456,812,600	0.08%	500	28.01%	0.29%	99.76%	21	59	90	78	85
VOOV	Vanguard S&P 500 Value ETF	$1,730,000,000	0.10%	392	43.71%	0.23%	99.77%	29	75	61	37	85
PWV	Invesco Dynamic LargeCap Value ETF	$667,406,500	0.56%	51	83.88%	0.67%	99.99%	18	86	81	77	85
REGL	ProShares S&P MidCap 400 Dividend Arst ETF	$726,250,200	0.41%	51	100.00%	0.41%	98.61%	75	74	67	11	85
MGC	Vanguard Mega Cap 300 ETF	$3,490,000,000	0.07%	238	15.48%	0.45%	99.82%	6	34	88	87	84
NULV	NuShares ESG Large-Cap Value ETF	$709,120,200	0.35%	152	79.92%	0.44%	99.78%	31	68	64	32	84
SNPE	XtrackersS&P 500 ESG ETF	$408,281,300	0.10%	297	26.84%	0.37%	99.66%	10	40	92	89	84
VTV	Vanguard Value ETF	$96,870,000,000	0.04%	335	52.95%	0.08%	99.91%	28	76	66	48	84
EFIV	SPDR- S&P 500- ESG ETF	$91,044,960	0.10%	298	25.63%	0.39%	99.68%	11	40	92	90	84
DJD	Invesco - Guggenheim Dow Jones Indl Avg Div ETF	$126,380,100	0.07%	28	83.08%	0.08%	99.96%	12	84	66	41	84
IVV	iShares Core S&P 500 Index Fund ETF	$233,884,200,000	0.03%	510	0.00%	0.00%	99.71%	16	41	86	80	83
SUSL	iShares ESG MSCI USA Leaders ETF	$2,881,965,000	0.10%	269	51.16%	0.20%	99.46%	19	30	91	81	83
SPYX	SPDR S&P 500 Fossil Fuel Reserves Free ETF	$877,406,100	0.20%	492	3.88%	5.16%	99.73%	15	41	87	83	83
SPY	SPDR S&P 500 ETF Trust	$323,528,300,000	0.09%	506	0.00%	0.00%	99.76%	16	41	86	80	83
USSG	XtrackersMSCI USA ESG Leaders Equity ETF	$3,091,309,000	0.10%	269	51.31%	0.19%	99.66%	20	30	90	79	83
VOO	Vanguard S&P 500 ETF	$637,050,000,000	0.03%	516	0.00%	0.00%	99.79%	16	41	86	80	83
RBUS	Nationwide Risk-Based US Equity ETF	$112,664,100	0.30%	250	68.91%	0.44%	99.76%	31	32	62	55	83
OEF	iShares S&P 100 Index Fund ETF	$6,920,050,000	0.20%	105	35.58%	0.56%	99.78%	3	32	92	92	82
XSLV	Invesco S&P 600 Low Volatility ETF	$1,500,060,000	0.25%	121	100.00%	0.25%	91.38%	92	64	41	25	82
VOOG	Vanguard S&P 500 Growth ETF	$4,880,000,000	0.10%	287	28.86%	0.35%	99.87%	9	21	97	95	82
JOET	Virtus Terranova U.S. Quality Momentum ETF	$89,539,980	0.29%	127	72.48%	0.40%	99.75%	22	24	98	89	82
JUST	Goldman Sachs JUST US Large Cap Eq ETF	$190,434,800	0.20%	458	15.14%	1.32%	99.87%	18	41	85	84	81
IWL	iShares Russell Top 200 Index Fund ETF	$867,728,100	0.15%	198	19.59%	0.77%	99.77%	5	30	87	88	81
AFLG	First Trust Active Factor Large Cap ETF	$4,532,777	0.55%	269	48.36%	1.14%	99.89%	18	51	87	79	81
SPMO	Invesco S&P 500 Momentum Portfolio	$70,963,480	0.13%	100	62.14%	0.21%	100.00%	8	17	98	99	81
XVV	iShares- ESG Screened S&P 500 ETF	$6,961,154	0.08%	458	10.45%	0.77%	99.66%	15	35	90	87	80
SDY	SPDR S&P Dividend ETF	$17,107,120,000	0.35%	119	84.70%	0.41%	98.20%	43	74	59	13	80
ONEV	SPDR Russell 1000 Low Volatility Focus ETF	$461,255,600	0.20%	457	86.13%	0.23%	100.00%	63	72	68	54	80
MMTM	SPDR S&P 1500 Momentum Tilt ETF	$83,781,190	0.12%	1,357	26.45%	0.45%	96.90%	36	24	95	93	80