Validea: ETFs with Most Momentum Factor Exposure

Highest Momentum ETFs

Momentum exposure measures how well a fund's holdings have performed. We measure both price momentum (how much the stocks have gone up relative to their peers) and fundamental momentum (how fast their underlying businesses have been growing). To measure price momentum, we use the 12-1 return, which is a stock's return in the past 12 months, excluding the most recent month. The most recent month is excluded because short-term momentum often tends to reverse, so excluding it provides a better momentum signal.

ETFs with Most Momentum 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	Price Momentum Exposure	Low Volatility Exposure
FFTY	Innovator IBD 50 ETF	$205,344,100	0.80%	50	88.60%	0.90%	98.92%	25	15	91	99	40
DWEQ	AdvisorShares DWA Alpha Equal Wght ETF	$55,235,560	0.99%	42	82.96%	1.19%	98.60%	16	6	51	99	32
BUYZ	Franklin Disruptive Commerce ETF	$20,664,200	0.50%	58	88.11%	0.57%	98.87%	17	1	13	99	9
QMOM	Alpha Architect MomentumShares U.S. Quantitative Momentum ETF	$73,310,000	0.49%	83	92.54%	0.53%	96.24%	40	4	27	99	23
VFMO	Vanguard U.S. Momentum Factor ETF	$61,650,000	0.13%	2,661	79.06%	0.16%	77.19%	54	9	22	98	13
SPMO	Invesco S&P 500 Momentum Portfolio	$73,865,570	0.13%	100	60.27%	0.22%	99.85%	8	11	96	98	72
MTUM	iShares MSCI USA Momentum Factor ETF	$12,046,320,000	0.15%	129	61.31%	0.24%	99.60%	11	11	79	97	62
ARKK	ARK Innovation ETF	$3,780,168,000	0.75%	35	99.52%	0.75%	98.60%	59	2	6	97	4
PDP	Invesco DWA Technical Leaders Portfolio ETF	$2,029,861,000	0.62%	102	79.16%	0.78%	95.77%	19	5	73	97	50
XMMO	Invesco S&P MidCap Momentum ETF	$692,485,900	0.34%	79	100.00%	0.34%	94.09%	67	15	59	96	41
ARKW	ARK Web x.0 ETF	$3,704,896,000	0.76%	35	99.52%	0.76%	98.60%	59	2	6	96	3
AIEQ	ETFMG AI Powered Equity ETF	$95,663,570	0.87%	156	67.45%	1.29%	96.93%	19	12	44	96	32
DWMC	AdvisorShares Dorsey Wright Micro-Cap ETF	$1,378,087	1.25%	99	100.00%	1.25%	96.79%	98	18	14	96	11
IWY	iShares Russell Top 200 Growth Index Fund ETF	$3,123,954,000	0.20%	111	46.15%	0.43%	99.55%	2	10	97	95	72
PWB	Invesco Dynamic LargeCap Growth ETF	$745,748,000	0.56%	51	72.36%	0.77%	99.67%	12	12	98	95	81
SYG	SPDR MFS Systematic Growth Equity ETF	$36,223,420	0.60%	51	63.81%	0.94%	99.65%	5	15	87	94	63
HELX	Franklin Genomic Advancements ETF	$4,490,747	0.50%	53	97.43%	0.51%	97.67%	58	2	10	94	12
MGK	Vanguard Mega Cap 300 Growth ETF	$9,479,999,000	0.07%	107	50.26%	0.14%	99.56%	3	8	94	94	70
IWF	iShares Russell 1000 Growth ETF	$58,018,680,000	0.19%	450	41.71%	0.46%	99.53%	18	10	93	93	62
HIPR	Direxion Hyper Growth ETF	$8,059,882	0.40%	91	55.42%	0.72%	99.67%	3	20	88	93	71
QQQ	Invesco QQQ Trust ETF	$135,748,700,000	0.20%	103	59.36%	0.34%	99.83%	5	12	92	93	59
VONG	Vanguard Russell 1000 Growth ETF	$8,070,000,000	0.08%	456	41.72%	0.19%	99.56%	19	10	93	93	63
VUG	Vanguard Growth ETF	$130,280,000,000	0.04%	264	44.56%	0.09%	99.41%	10	9	89	92	64
TECB	iShares US Tech Breakthrough Mltsctr ETF	$336,778,300	0.40%	158	67.59%	0.59%	96.44%	33	8	72	92	48
IQM	Franklin Intelligent Machines ETF	$2,697,602	0.50%	62	95.17%	0.53%	98.46%	36	5	51	92	31
JKE	iShares Morningstar Large Growth Index Fund ETF	$1,756,229,000	0.25%	45	71.07%	0.35%	99.58%	7	5	90	92	67
NULG	NuShares ESG Large-Cap Growth ETF	$347,695,000	0.35%	85	82.54%	0.42%	99.68%	17	8	90	91	68
DWAS	Invesco DWA SmCp Technical Ldrs ETF	$234,370,000	0.60%	202	100.00%	0.60%	84.50%	90	17	7	91	5
SCHG	Schwab U.S. Large-Cap Growth ETF	$11,751,540,000	0.04%	365	41.87%	0.10%	99.59%	18	13	84	90	70
GVIP	Goldman Sachs Hedge Industry VIP ETF	$120,864,900	0.45%	51	73.97%	0.61%	99.24%	10	11	41	90	38
NUMG	NuShares ESG Mid-Cap Growth ETF	$203,383,500	0.40%	59	97.93%	0.41%	99.60%	51	6	54	90	45
MMTM	SPDR S&P 1500 Momentum Tilt ETF	$66,058,850	0.12%	1,374	25.10%	0.48%	97.15%	36	17	93	90	73
JKH	iShares Morningstar Mid Growth Index Fund ETF	$1,204,915,000	0.30%	166	95.78%	0.31%	99.65%	49	4	50	90	33
IVW	iShares S&P 500 Growth Index Fund ETF	$29,434,160,000	0.18%	286	28.41%	0.63%	99.44%	9	14	97	89	76
EDOC	Global X Telemedicine & Digital Hlth ETF	$334,198,100	0.68%	41	99.31%	0.68%	97.84%	69	5	10	89	23
VOOG	Vanguard S&P 500 Growth ETF	$4,290,000,000	0.10%	286	28.18%	0.35%	99.59%	9	14	96	89	76
XSMO	Invesco S&P SmallCap Momentum ETF	$105,146,900	0.39%	119	100.00%	0.39%	90.48%	88	39	33	88	22
SPYG	SPDR Portfolio S&P 500 Growth ETF	$8,844,881,000	0.04%	284	28.32%	0.14%	99.55%	9	14	96	88	75
AADR	AdvisorShares WCM/BNY Mellon Focused Growth ADR ETF	$64,863,640	1.10%	36	100.00%	1.10%	99.79%	29	24	46	88	59
IWP	iShares Russell Midcap Growth Index ETF	$13,673,140,000	0.24%	347	92.97%	0.26%	99.85%	55	6	49	87	35
IUSG	iShares Core US Growth ETF	$9,255,603,000	0.04%	531	29.47%	0.14%	98.34%	23	15	95	87	73
ADME	Aptus Drawdown-Managed Equity ETF	$170,264,800	0.81%	66	53.09%	1.53%	99.56%	4	16	94	86	82
JMOM	JPMorgan US Momentum Factor ETF	$132,343,000	0.12%	269	61.26%	0.20%	99.66%	25	13	72	86	66
RPG	Invesco - Guggenheim (Rydex) S&P 500 Pure Growth ETF	$2,464,029,000	0.35%	114	73.54%	0.48%	99.49%	20	16	87	86	50
XLG	Invesco - Guggenheim (Rydex) Russell Top 50 ETF	$1,561,378,000	0.20%	52	44.37%	0.45%	99.68%	2	22	97	86	87
TTAC	TrimTabs Float Shrink ETF	$178,597,700	0.59%	1,000	67.60%	0.87%	99.21%	13	17	90	85	58
LEAD	Reality Shares DIVCON LEADERS DIVIDEND ETF	$36,182,080	0.43%	56	84.21%	0.51%	99.56%	23	18	99	85	91
FNY	First Trust Mid Cap Growth AlphaDEX- ETF	$8,960,237	0.70%	227	99.76%	0.70%	83.31%	73	16	7	85	7
GARD	Reality Shares DIVCON DIVIDEND GUARD ETF	$10,118,090	1.58%	56	84.25%	1.88%	99.56%	22	19	99	84	92
VOT	Vanguard Mid-Cap Growth ETF	$17,440,000,000	0.07%	163	93.49%	0.07%	99.66%	47	7	50	83	44
IQSU	IQ Candriam ESG U.S. Equity ETF	$234,087,300	0.09%	305	27.42%	0.33%	99.50%	10	21	91	83	79
FAD	First Trust Multi Cap Growth AlphaDEX Fund	$3,515,206	0.66%	675	92.73%	0.71%	74.51%	68	18	7	82	7
JKD	iShares Morningstar Large Core Index Fund ETF	$772,594,000	0.20%	83	69.61%	0.29%	99.78%	7	26	93	81	91
OEF	iShares S&P 100 Index Fund ETF	$6,741,640,000	0.20%	105	34.63%	0.58%	99.58%	3	28	95	81	84
USXF	iShares- ESG Advanced MSCI USA ETF	$45,800,690	0.10%	304	54.73%	0.18%	99.22%	20	19	91	81	73
SPHQ	Invesco S&P 500 High Quality Portfolio ETF	$2,244,847,000	0.15%	102	67.85%	0.22%	99.74%	14	26	98	80	85
RFFC	RiverFront Dynamic US Flex-Cap ETF	$72,639,470	0.52%	117	64.46%	0.81%	97.72%	26	36	83	80	58
RESP	WisdomTree U.S. ESG ETF	$78,183,000	0.28%	297	44.30%	0.63%	98.30%	22	39	82	80	69
QQQE	Direxion NASDAQ-100 Equal Wtd Idx Shrs	$282,349,700	0.35%	104	76.95%	0.45%	99.80%	19	17	72	80	53
IWL	iShares Russell Top 200 Index Fund ETF	$847,054,700	0.15%	198	18.65%	0.80%	99.59%	5	24	88	80	81