Highest Momentum Value ETFs

Last Updated: 6/7/2023

The value exposure indicates how cheap the holdings of the ETF are relative to all other ETFs using a series of value metrics. Each ETF is evaluated using the PE Ratio, Price/Sales, Price/Book, Price/Cash Flow, EV/EBITDA and Shareholder Yield. The combined score is calculated using a combination of all the metrics.

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

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ETFs with Most Momentum and Value Factor Exposures

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
QVAL	Alpha Architect ValueShares U.S. Quantitative Value ETF	$245,689,800	0.49%	51	98.42%	0.50%	96.99%	73	99	52	92	6
NVQ	QRAFT AI-Enhanced US Next Value ETF	$4,701,456	0.75%	97	98.10%	0.76%	96.21%	69	95	8	78	40
ROSC	Hartford Multifactor Small Cap ETF	$26,178,640	0.34%	317	100.00%	0.34%	84.11%	94	95	49	68	40
DVLU	First Trust Dorsey Wright Momt & Val ETF	$20,404,340	0.60%	51	96.75%	0.62%	99.26%	59	94	24	91	39
ACTV	LeaderShares- Activist Leaders- ETF	$147,937,000	0.75%	102	91.47%	0.82%	100.00%	54	90	53	58	43
DYLD	LeaderShares- Dynamic Yield ETF	$147,937,000	0.75%	102	91.47%	0.82%	100.00%	54	90	53	58	43
LSAF	Leadershares Alphafactor US Core Equity ETF	$147,937,000	0.75%	102	91.47%	0.82%	100.00%	54	90	53	58	43
LSAT	LeaderShares- AlphaFctr- Tctcl Fcsd ETF	$147,937,000	0.99%	102	91.47%	1.08%	100.00%	54	90	53	58	43
SQEW	LeaderShares- Equity Skew ETF	$147,937,000	0.81%	102	91.47%	0.89%	100.00%	54	90	53	58	43
XSHQ	Invesco S & P SmallCap Quality ETF	$35,691,810	0.30%	120	100.00%	0.30%	92.00%	93	90	61	52	13

Performance Disclaimer: Returns presented on Validea.com are model returns and do not represent actual trading. As a result, they do not incorporate any commissions or other trading costs or fees. Model portfolios with inception dates on or after 12/30/2005 include a combination of back tested and live model returns. The back-tested performance results shown are hypothetical and are not the result of real-time management of actual accounts. The back-testing of performance differs from actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Back-tested returns are presented to provide general information regarding how the underlying strategy behind the portfolio performed in our historical testing. A back-tested strategy has the benefit of hindsight and the results do not reflect the impact that material economic or market factors may have had on advisor's decision-making if actual client assets were being managed using this approach. The model portfolios offered on Validea are concentrated and as a result they will exhibit high levels of volatility and their performance can be substantially impacted by the performance of individual positions.

Optimal portfolios presented on Validea.com represent the rebalancing period that has led to the best historical performance for each of our equity models. Each optimal portfolio was determined after the fact with performance information that was not available at portfolio inception. As a result, an investor could not have invested in the optimal portfolio since its inception. Optimal portfolios are presented to allow investors to quickly determine the portfolio size and rebalancing period that has performed best for each of our models in our historical testing.

Both the model portfolio and benchmark returns presented for all equity portfolios on Validea.com are not inclusive of dividends. Returns for our ETF portfolios and trend following system, and the benchmarks they are compared to, are inclusive of dividends. The S&P 500 is presented as a benchmark because it is the most widely followed benchmark of the overall US market and is most often used by investors for return comparison purposes. As with any investment strategy, there is potential for profit as well as the possibility of loss and investors may incur a loss despite a past history of gains. Past performance does not guarantee future results. Results will vary with economic and market conditions.

Validea.com is a research provider that is owned and operated by The Reese Group, LLC. Validea.com offers model portfolios, screening and stock analysis that is not customized to any individual. No information on Validea.com should be construed as investment advice. Validea Capital Management is a separate investment advisory firm registered with the state of Connecticut. Validea Capital offers investment management services directly to clients and is a separate entity from The Reese Group, LLC. The Reese Group and Validea Capital are affiliated entities and share partial common ownership.