Validea: ETFs with Most Multi-Factor Exposure

ETFs with Most Multi-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	Multi-Factor Exposure	Low Volatility Exposure
SYE	SPDR MFS Systematic Core Equity ETF	$23,187,340	0.60%	50	70.19%	0.85%	99.79%	7	55	77	99	78
DIVO	Amplify YieldShares CWP Dividend & Option Income ETF	$23,360,000	0.49%	27	75.43%	0.65%	100.00%	7	64	94	99	95
CFO	VictoryShares US 500 Enh Vol Wtd ETF	$731,911,000	0.35%	502	70.39%	0.50%	99.35%	45	92	98	99	95
DFND	Reality Shares DIVCON DIVIDEND DEFENDER ETF	$22,037,180	1.21%	71	85.42%	1.42%	99.78%	31	76	97	99	93
PWC	Invesco XTF: Dynamic Market Portfolio ETF	$115,363,100	0.59%	100	87.78%	0.67%	96.38%	48	77	73	98	50
LRGF	iShares FactorSelect MSCI USA ETF	$811,220,400	0.20%	163	81.82%	0.24%	99.44%	33	61	79	98	65
USMF	WisdomTree U.S. Multifactor	$199,780,000	0.28%	201	78.36%	0.36%	96.54%	42	52	67	98	65
ROUS	Hartford Multifactor US Equity ETF	$342,390,000	0.19%	354	55.21%	0.34%	96.70%	32	67	72	98	79
VSMV	VictoryShares US Mult-Fctr Mnmm Vltl ETF	$163,480,000	0.35%	67	82.71%	0.42%	99.48%	21	67	97	98	94
VFMF	Vanguard U.S. Multifactor ETF	$91,460,000	0.18%	563	74.65%	0.24%	80.81%	57	74	60	97	48
CLRG	IQ Chaikin U.S. Large Cap ETF (CLRG)	$310,830,000	0.25%	68	67.75%	0.37%	99.81%	18	48	67	97	74
IUS	Invesco RAFI Strategic US ETF	$134,520,000	0.19%	539	32.96%	0.58%	98.44%	25	56	62	97	69
FVAL	Fidelity Value Factor ETF	$187,910,000	0.29%	124	52.40%	0.55%	99.34%	13	68	66	97	61
QLC	FlexShares US Quality Large Cap ETF	$51,070,000	0.32%	140	68.94%	0.46%	99.81%	20	58	76	97	73
MIDF	iShares Edge MSCI Multifactor USA Mid-Cap ETF	$2,840,000	0.25%	90	97.56%	0.26%	99.76%	61	62	78	96	50
MFUS	PIMCO RAFI Dyn Multi-Factor US Eq ETF	$128,570,000	0.29%	21	45.97%	0.63%	94.31%	38	53	68	96	75
EPS	WisdomTree Earnings 500 Fund ETF	$372,953,400	0.08%	499	23.26%	0.34%	99.73%	17	54	81	96	71
DYNF	BlackRock U.S. Equity Factor Rotation ETF	$63,950,000	0.30%	637	41.69%	0.72%	99.57%	26	51	73	96	72
CDC	VictoryShares US EQ Inc Enh Vol Wtd ETF	$670,890,000	0.35%	102	84.57%	0.41%	99.82%	41	95	69	96	85
CSF	VictoryShares US Discv Enh Vol Wtd ETF	$55,396,840	0.35%	465	99.77%	0.35%	72.21%	92	91	64	95	50
DEUS	Deutsche X-Trackers Russell 1000 Cmprhsv Fac ETF	$119,665,900	0.17%	842	67.23%	0.25%	99.74%	51	57	67	95	55
QDF	FlexShares Quality Dividend	$1,802,447,000	0.37%	127	76.22%	0.49%	99.41%	29	75	76	95	71
FNDX	Schwab Fundamental U.S. Large Company Index ETF	$5,676,417,000	0.25%	708	29.87%	0.84%	98.17%	28	68	60	95	64
SCHD	Schwab U.S. Dividend Equity ETF	$11,313,790,000	0.06%	110	85.60%	0.07%	99.29%	35	60	91	95	85
XSHQ	Invesco S & P SmallCap Quality ETF	$4,370,000	0.29%	120	100.00%	0.29%	91.32%	91	57	50	94	43
FMK	First Trust Mega Cap AlphaDEX Fund	$24,940,000	0.70%	51	67.42%	1.04%	99.83%	10	55	52	94	77
FTHI	First Trust BuyWrite Income ETF	$86,100,000	0.85%	173	65.35%	1.30%	98.74%	19	65	54	94	61
ESG	FlexShares STOXX US ESG Impact ETF	$63,440,000	0.32%	260	52.09%	0.61%	99.60%	19	50	72	94	79
FDRR	Fidelity Dividend ETF	$373,670,000	0.29%	130	57.39%	0.51%	99.85%	9	57	83	94	77
DGRO	iShares Core Dividend Growth ETF	$10,143,400,000	0.08%	482	46.07%	0.17%	98.07%	33	59	80	93	80
EXT	WisdomTree Total Earnings Fund ETF	$99,326,100	0.28%	997	42.66%	0.66%	98.18%	22	45	88	93	69
DBLV	AdvisorShares DoubleLine Value Eq ETF	$60,060,000	0.91%	49	77.53%	1.17%	99.79%	11	65	48	93	63
CFA	VictoryShares US 500 Volatility Wtd ETF	$901,778,200	0.35%	502	58.38%	0.60%	98.84%	37	49	74	93	63
ONEV	SPDR Russell 1000 Low Volatility Focus ETF	$462,370,900	0.20%	463	87.16%	0.23%	99.79%	63	67	66	93	61
DLN	WisdomTree LargeCap Dividend Fund ETF	$2,164,038,000	0.28%	294	38.79%	0.72%	99.81%	15	57	77	93	86
RWL	Invesco S&P 500 Revenue ETF	$715,803,300	0.39%	505	37.84%	1.03%	99.65%	20	73	48	92	70
RNLC	First Trust Large Cap US Equity Sel ETF	$74,900,120	0.60%	391	53.14%	1.13%	99.64%	30	51	62	92	56
JHML	JH MULTIFACTOR LARGE CAP ETF	$946,010,000	0.34%	783	28.25%	1.20%	99.69%	28	51	64	92	62
FNDB	Schwab Fundamental U.S. Broad Market Index ETF	$225,769,300	0.25%	1,612	31.81%	0.79%	94.38%	39	69	56	92	62
FLQS	Franklin LibertyQ US Small Cap Eq ETF	$23,390,000	0.35%	501	99.52%	0.35%	80.75%	81	46	53	92	41
ACT	AdvisorShares Vice ETF	$11,940,000	0.99%	31	97.17%	1.02%	99.48%	42	38	68	91	59
QARP	Deutsche X-Trackers Russell 1000 US ETF	$90,933,710	0.19%	353	52.57%	0.36%	99.60%	26	47	90	91	66
SPTM	SPDR Portfolio S&P 1500 Composite Stock Market ETF	$4,190,000,000	0.03%	1,520	8.84%	0.34%	95.81%	42	37	78	91	71
VONE	Vanguard Russell 1000 ETF	$1,326,442,000	0.08%	1,006	9.69%	0.83%	99.73%	29	34	74	90	70
TILT	FlexShares Morningstar U.S. Market Factor Tilt Index Fund ETF	$1,533,762,000	0.25%	2,031	32.48%	0.77%	84.69%	54	55	49	90	53
QDEF	FlexShares Quality Dividend Defensive	$498,045,000	0.37%	158	76.61%	0.48%	98.88%	28	73	79	90	87
ONEO	SPDR Russell 1000 Momentum Focus ETF	$301,874,000	0.20%	906	69.13%	0.29%	99.75%	53	60	60	90	41
EQWL	Invesco Russell Top 200Equal Weight Portfolio ETF	$64,850,000	0.25%	101	50.94%	0.49%	99.81%	12	59	63	90	66
DTD	WisdomTree Total Dividend Fund ETF	$696,878,200	0.28%	783	38.89%	0.72%	96.62%	34	59	71	90	81

Multi-Factor ETFs

ETFs with Most Multi-Factor Exposure