Validea: ETFs with Most Momentum and Value Factor Exposures

Highest Momentum Value ETFs

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

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
RFV	Invesco S&P MidCap 400-� Pure Value ETF	$136,792,800	0.35%	108	100.00%	0.35%	94.32%	80	99	22	77	20
DEEP	Roundhill Acquirers Deep Value ETF	$51,277,980	0.80%	101	100.00%	0.80%	96.30%	98	99	66	69	40
CALF	Pacer US Small Cap Cash Cows 100 ETF	$250,774,800	0.59%	100	100.00%	0.59%	94.98%	97	98	27	93	10
FYT	First Trust Small Cap Val AlphaDEX-� ETF	$275,933,400	0.70%	263	100.00%	0.70%	82.03%	89	98	41	64	35
QVAL	Alpha Architect US Quantitative Val ETF	$146,180,000	0.49%	51	96.40%	0.51%	98.17%	62	98	74	73	37
RZV	Invesco S&P SmallCap 600-� Pure Value ETF	$353,685,500	0.35%	167	100.00%	0.35%	92.56%	98	98	9	86	8
RPV	Invesco S&P 500-� Pure Value ETF	$2,019,403,000	0.35%	122	85.38%	0.41%	99.88%	42	98	15	59	37
SYLD	Cambria Shareholder Yield ETF	$272,368,900	0.59%	102	92.76%	0.64%	97.83%	57	98	29	86	20
XMVM	Invesco S&P MidCap Value with Momt ETF	$101,759,400	0.39%	79	100.00%	0.39%	94.82%	75	98	36	90	21
XSVM	Invesco S&P SmallCap Value with Momt ETF	$225,115,000	0.39%	120	100.00%	0.39%	92.94%	93	97	14	97	9
SVAL	iShares US Small Cap Value Factor ETF	$117,320,000	0.20%	288	100.00%	0.20%	84.57%	96	97	27	93	28
PQSV	PGIM QMA Strategic Alpha Sm-Cp Val ETF	$12,621,760	0.29%	765	100.00%	0.29%	69.85%	99	97	47	71	42
DVLU	First Trust Dorsey Wright Momt & Val ETF	$34,465,480	0.60%	51	96.07%	0.62%	99.36%	57	97	40	97	14
FNK	First Trust Mid Cap Value AlphaDEX-� ETF	$101,358,900	0.70%	226	98.52%	0.71%	95.63%	71	96	50	58	40
VFVA	Vanguard US Value Factor ETF	$281,140,000	0.14%	896	76.04%	0.18%	79.63%	68	96	28	62	35
ROSC	Hartford Multifactor Small Cap ETF	$9,410,677	0.34%	346	99.69%	0.34%	84.96%	90	94	52	72	38
RDIV	Invesco S&P Ultra Dividend Revenue ETF	$698,589,200	0.39%	62	96.50%	0.40%	98.87%	57	94	17	59	33
EES	WisdomTree US SmallCap Earnings ETF	$512,721,900	0.38%	699	100.00%	0.38%	76.60%	97	94	43	82	25
AVUV	Avantis-� U.S. Small Cap Value ETF	$994,359,900	0.25%	593	99.94%	0.25%	77.31%	93	94	21	95	11
DGRS	WisdomTree US SmallCap Qual Div Gr ETF	$168,586,000	0.38%	217	100.00%	0.38%	90.03%	95	93	58	67	48
DES	WisdomTree US SmallCap Dividend ETF	$1,701,109,000	0.38%	585	100.00%	0.38%	79.77%	98	93	39	63	43
PKW	Invesco BuyBack Achievers ETF	$1,398,866,000	0.62%	109	97.54%	0.64%	96.90%	66	92	60	51	53
SDVY	First Trust SMID Cp Rising Div Achv ETF	$45,285,130	0.60%	101	99.13%	0.61%	95.89%	72	91	73	78	38
CSF	VictoryShares US Discv Enh Vol Wtd ETF	$59,802,300	0.38%	502	99.91%	0.38%	76.19%	96	90	45	68	39
CSA	VictoryShares US Small Cap Vol Wtd ETF	$25,665,760	0.35%	502	99.91%	0.35%	76.19%	96	90	45	68	39
FDM	First Trust Dow Jones Sel MicroCap ETF	$163,358,400	0.60%	152	100.00%	0.60%	97.75%	99	90	36	89	23
RWJ	Invesco S&P SmallCap 600 Revenue ETF	$479,112,700	0.39%	596	100.00%	0.39%	69.74%	93	90	11	94	9
RWK	Invesco S&P MidCap 400 Revenue ETF	$380,823,300	0.39%	400	100.00%	0.39%	84.24%	76	89	25	76	24
ONEY	SPDR-� Russell 1000-� Yield Focus ETF	$527,511,600	0.20%	285	92.86%	0.22%	99.78%	65	86	17	77	31
EZM	WisdomTree US MidCap Earnings ETF	$646,926,000	0.38%	466	99.16%	0.38%	72.90%	77	86	46	75	31
VFMF	Vanguard US Multifactor ETF	$79,740,000	0.19%	583	76.98%	0.25%	80.91%	60	86	53	85	33
RDVY	First Trust Rising Dividend Achiev ETF	$3,600,913,000	0.50%	51	81.91%	0.61%	99.44%	16	85	88	64	55
DON	WisdomTree US MidCap Dividend ETF	$2,640,264,000	0.38%	308	98.77%	0.38%	88.59%	72	84	44	56	49
SLYV	SPDR-� S&P 600 Small Cap Value ETF	$3,656,003,000	0.15%	475	100.00%	0.15%	75.25%	95	84	12	82	16
VIOV	Vanguard S&P Small-Cap 600 Value ETF	$1,270,000,000	0.15%	475	100.00%	0.15%	75.64%	95	83	11	83	16
PFFD	Global X US Preferred ETF	$516,243,600	0.23%	305	89.90%	0.26%	97.00%	51	83	24	62	38
IVOV	Vanguard S&P Mid-Cap 400 Value ETF	$880,770,000	0.15%	309	99.60%	0.15%	84.65%	76	83	26	66	31
IJS	iShares S&P Small-Cap 600 Value ETF	$7,211,117,000	0.18%	555	100.00%	0.18%	77.92%	95	83	12	84	13
IJJ	iShares S&P Mid-Cap 400 Value ETF	$8,472,270,000	0.18%	311	99.62%	0.18%	84.48%	76	83	26	67	30
FYX	First Trust Small Cap Core AlphaDEX-� ETF	$933,825,900	0.61%	526	100.00%	0.61%	65.71%	88	82	21	86	17
MDYV	SPDR-� S&P 400 Mid Cap Value ETF	$1,777,998,000	0.15%	309	99.62%	0.15%	84.62%	76	82	26	67	30
VOE	Vanguard Mid-Cap Value ETF	$24,750,000,000	0.07%	202	90.11%	0.08%	99.90%	54	80	33	51	45
PFF	iShares Preferred&Income Securities ETF	$6,245,036,000	0.46%	511	89.98%	0.51%	94.53%	60	80	22	60	38
ISCV	iShares Morningstar Small-Cap Value ETF	$435,792,600	0.06%	1,125	99.11%	0.06%	57.04%	86	80	14	83	14
JKL	Xtrackers S&P SmallCap 600 ESG ETF	$436,485,900	0.06%	1,125	99.11%	0.06%	56.96%	86	80	14	83	14
DDIV	First Trust Dorsey Wright Momt & Div ETF	$58,339,090	0.60%	51	92.85%	0.65%	99.79%	49	79	50	86	28
TUSA	First Trust Total US Market AlphaDEX ETF	$21,164,690	0.70%	1,201	74.58%	0.94%	78.86%	65	79	43	69	39
RNSC	First Trust Small Cap US Equity Sel ETF	$11,498,750	0.60%	365	100.00%	0.60%	76.30%	89	77	24	73	29
JKI	Xtrackers S&P SmallCap 600 ESG ETF	$448,157,100	0.06%	329	85.27%	0.07%	99.00%	54	77	25	57	42
IWN	iShares Russell 2000 Value ETF	$16,217,740,000	0.24%	1,511	99.87%	0.24%	42.33%	95	77	12	86	16
IMCV	iShares Morningstar Mid-Cap Value ETF	$448,157,100	0.06%	329	85.27%	0.07%	99.00%	54	77	25	57	42
ISMD	Inspire Small/Mid Cap Impact ETF	$115,227,500	0.60%	303	100.00%	0.60%	78.24%	88	76	21	73	23
SMLF	iShares MSCI USA Small-Cap Mltfctr ETF	$946,171,400	0.30%	477	99.45%	0.30%	75.24%	88	76	55	81	28
VTWV	Vanguard Russell 2000 Value ETF	$926,440,000	0.15%	1,530	99.88%	0.15%	42.61%	95	76	12	87	14
XSHQ	Invesco S&P SmallCap Quality ETF	$41,554,620	0.29%	121	100.00%	0.29%	92.50%	91	75	48	66	41
VBR	Vanguard Small-Cap Value ETF	$44,640,000,000	0.07%	930	98.28%	0.07%	60.61%	82	75	19	76	21
PSCD	Invesco S&P SmallCap Cnsmr Discret ETF	$106,453,200	0.29%	91	100.00%	0.29%	94.21%	90	75	23	99	5