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
MTUM	iShares MSCI USA Momentum Factor ETF	$10,291,310,000	0.15%	129	61.75%	0.24%	99.60%	12	11	81	99	67
QMOM	Alpha Architect MomentumShares U.S. Quantitative Momentum ETF	$73,342,080	0.49%	51	92.45%	0.53%	98.65%	36	3	42	99	45
PTNQ	Pacer Trendpilot 100 ETF	$807,714,500	0.65%	104	60.10%	1.08%	99.77%	5	12	94	98	63
VFMO	Vanguard U.S. Momentum Factor ETF	$53,660,000	0.13%	676	77.04%	0.17%	78.17%	54	9	25	98	25
QQQ	Invesco QQQ Trust ETF	$110,830,500,000	0.20%	103	60.10%	0.33%	99.80%	5	12	93	97	63
SYG	SPDR MFS Systematic Growth Equity ETF	$37,521,430	0.60%	51	63.29%	0.95%	99.59%	5	19	97	97	75
PWB	Invesco Dynamic LargeCap Growth ETF	$727,723,100	0.63%	52	73.94%	0.85%	99.60%	13	8	97	97	75
JKE	iShares Morningstar Large Growth Index Fund ETF	$1,772,754,000	0.25%	45	71.73%	0.35%	99.56%	7	4	90	96	65
IWY	iShares Russell Top 200 Growth Index Fund ETF	$2,743,654,000	0.20%	110	47.48%	0.42%	99.50%	3	10	98	96	76
TECB	iShares US Tech Breakthrough Mltsctr ETF	$343,168,000	0.25%	159	68.22%	0.37%	96.41%	30	7	70	95	52
IWF	iShares Russell 1000 Growth ETF	$55,182,280,000	0.19%	438	42.94%	0.44%	99.49%	17	9	92	95	65
ARKW	ARK Web x.0 ETF	$3,704,896,000	0.76%	35	99.49%	0.76%	98.77%	64	2	6	95	4
ARKK	ARK Innovation ETF	$3,780,168,000	0.75%	35	99.49%	0.75%	98.77%	63	2	6	95	4
MGK	Vanguard Mega Cap 300 Growth ETF	$7,970,000,000	0.07%	118	50.56%	0.14%	99.60%	4	9	95	94	74
PDP	Invesco DWA Technical Leaders Portfolio ETF	$1,566,973,000	0.60%	102	80.41%	0.75%	98.52%	19	4	74	93	55
FDMO	Fidelity Momentum Factor ETF	$86,099,080	0.29%	131	51.76%	0.56%	98.74%	10	16	73	93	78
AIEQ	ETFMG AI Powered Equity ETF	$92,042,180	0.86%	152	64.11%	1.34%	97.33%	18	15	45	92	46
DWAS	Invesco DWA SmCp Technical Ldrs ETF	$250,541,900	0.60%	202	100.00%	0.60%	84.19%	88	7	5	92	3
FTC	First Trust Large Cap Growth AlphaDEX Fund	$929,284,400	0.61%	188	71.52%	0.85%	99.51%	26	7	67	92	48
NULG	NuShares ESG Large-Cap Growth ETF	$318,701,400	0.35%	78	82.41%	0.42%	99.55%	17	8	95	92	68
VUG	Vanguard Growth ETF	$117,740,000,000	0.04%	274	44.31%	0.09%	99.52%	11	8	90	91	67
MMTM	SPDR S&P 1500 Momentum Tilt ETF	$65,839,940	0.12%	1,377	25.72%	0.47%	97.15%	35	18	91	91	77
IVW	iShares S&P 500 Growth Index Fund ETF	$28,077,360,000	0.20%	283	29.81%	0.67%	99.35%	10	14	96	90	76
NUMG	NuShares ESG Mid-Cap Growth ETF	$155,305,300	0.40%	58	97.83%	0.41%	99.57%	52	7	53	90	42
ONEQ	Fidelity Nasdaq Composite Index Tracking Stock ETF	$2,726,042,000	0.21%	1,025	57.35%	0.37%	92.50%	40	14	76	90	53
SCHG	Schwab U.S. Large-Cap Growth ETF	$11,352,200,000	0.03%	364	43.50%	0.07%	99.42%	18	11	86	90	70
SPYG	SPDR Portfolio S&P 500 Growth ETF	$7,668,006,000	0.04%	281	29.74%	0.13%	99.45%	9	13	96	89	75
SPMO	Invesco S&P 500 Momentum Portfolio	$63,221,510	0.13%	101	67.41%	0.19%	99.55%	9	15	91	89	87
PWC	Invesco XTF: Dynamic Market Portfolio ETF	$119,081,700	0.59%	100	86.30%	0.68%	96.36%	43	41	56	88	49
XLG	Invesco - Guggenheim (Rydex) Russell Top 50 ETF	$1,337,731,000	0.20%	52	45.10%	0.44%	99.61%	2	22	95	87	89
RPG	Invesco - Guggenheim (Rydex) S&P 500 Pure Growth ETF	$2,252,663,000	0.35%	111	74.43%	0.47%	99.41%	20	16	89	87	49
LEAD	Reality Shares DIVCON LEADERS DIVIDEND ETF	$33,247,970	0.43%	56	84.22%	0.51%	99.46%	23	19	99	87	90
JKH	iShares Morningstar Mid Growth Index Fund ETF	$922,292,600	0.30%	166	95.91%	0.31%	99.65%	53	3	52	87	39
IUSG	iShares Core US Growth ETF	$9,096,180,000	0.04%	523	30.87%	0.13%	98.41%	23	14	95	87	72
FAD	First Trust Multi Cap Growth AlphaDEX Fund	$158,871,400	0.66%	675	80.09%	0.82%	75.93%	55	10	36	86	27
ADME	Aptus Drawdown-Managed Equity ETF	$152,114,900	0.81%	59	55.61%	1.46%	99.44%	5	15	94	86	80
FLQL	Franklin LibertyQ US Equity ETF	$309,746,000	0.15%	24	79.10%	0.19%	99.82%	10	21	99	86	88
GVIP	Goldman Sachs Hedge Industry VIP ETF	$99,917,260	0.45%	50	73.41%	0.61%	99.62%	11	15	31	86	42
IWP	iShares Russell Midcap Growth Index ETF	$13,007,280,000	0.24%	335	93.05%	0.26%	99.80%	57	5	49	86	35
QQEW	First Trust NASDAQ-100 Equal Weighted Index Fund	$833,324,100	0.59%	104	77.41%	0.76%	99.82%	19	18	73	85	52
PBJ	Invesco Dynamic Food & Beverage ETF	$67,044,070	0.63%	32	97.45%	0.65%	98.90%	50	55	46	85	90
FTCS	First Trust Capital Strength ETF	$5,166,381,000	0.58%	51	73.64%	0.79%	99.78%	12	27	99	85	95
FLQM	Franklin LibertyQ US Mid Cap Eq ETF	$4,999,900	0.30%	24	98.06%	0.31%	99.82%	40	20	99	85	68
ALFA	AlphaClone Alternative Alpha ETF	$20,250,610	0.65%	35	74.56%	0.87%	99.54%	9	12	75	84	78
TTAC	TrimTabs Float Shrink ETF	$107,686,200	0.59%	1,000	67.06%	0.88%	98.74%	13	19	92	83	64
SYE	SPDR MFS Systematic Core Equity ETF	$23,496,620	0.60%	51	67.11%	0.89%	99.59%	6	54	81	82	80
FPX	First Trust US Equity Opportunities ETF	$1,248,390,000	0.58%	101	96.07%	0.60%	95.81%	44	4	9	82	10
OEF	iShares S&P 100 Index Fund ETF	$6,408,304,000	0.20%	106	34.92%	0.57%	99.48%	4	28	93	82	85
JKD	iShares Morningstar Large Core Index Fund ETF	$742,012,200	0.20%	83	70.42%	0.28%	99.72%	6	24	92	82	91
IWL	iShares Russell Top 200 Index Fund ETF	$694,731,700	0.20%	197	18.72%	1.07%	99.50%	5	25	88	81	82
DIVO	Amplify YieldShares CWP Dividend & Option Income ETF	$40,724,530	0.49%	26	75.63%	0.65%	99.67%	8	57	92	81	96
VOT	Vanguard Mid-Cap Growth ETF	$15,980,000,000	0.07%	173	93.25%	0.08%	99.61%	49	8	49	81	45
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	80	85
RFG	Invesco - Guggenheim (Rydex) S&P MidCap 400 Pure Growth ETF	$327,263,700	0.40%	90	100.00%	0.40%	95.09%	69	21	47	80	24
RBUS	Nationwide Risk-Based US Equity ETF	$110,786,100	0.30%	252	68.96%	0.44%	99.73%	32	23	55	80	80
FMK	First Trust Mega Cap AlphaDEX Fund	$20,800,400	0.70%	51	67.73%	1.03%	99.72%	11	48	66	80	59