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

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ETFs with Most Momentum and Value Factor Exposures

Ticker Total
Assets
Expense
Ratio
Total
Holdings
RFV $136,792,800 0.35% 108
DEEP $51,277,980 0.80% 101
CALF $250,774,800 0.59% 100
FYT $275,933,400 0.70% 263
QVAL $146,180,000 0.49% 51
RZV $353,685,500 0.35% 167
RPV $2,019,403,000 0.35% 122
SYLD $272,368,900 0.59% 102
XMVM $101,759,400 0.39% 79
XSVM $225,115,000 0.39% 120
SVAL $117,320,000 0.20% 288
PQSV $12,621,760 0.29% 765
DVLU $34,465,480 0.60% 51
FNK $101,358,900 0.70% 226
VFVA $281,140,000 0.14% 896
ROSC $9,410,677 0.34% 346
RDIV $698,589,200 0.39% 62
EES $512,721,900 0.38% 699
AVUV $994,359,900 0.25% 593
DGRS $168,586,000 0.38% 217
DES $1,701,109,000 0.38% 585
PKW $1,398,866,000 0.62% 109
SDVY $45,285,130 0.60% 101
CSF $59,802,300 0.38% 502
CSA $25,665,760 0.35% 502
FDM $163,358,400 0.60% 152
RWJ $479,112,700 0.39% 596
RWK $380,823,300 0.39% 400
ONEY $527,511,600 0.20% 285
EZM $646,926,000 0.38% 466
VFMF $79,740,000 0.19% 583
RDVY $3,600,913,000 0.50% 51
DON $2,640,264,000 0.38% 308
SLYV $3,656,003,000 0.15% 475
VIOV $1,270,000,000 0.15% 475
PFFD $516,243,600 0.23% 305
IVOV $880,770,000 0.15% 309
IJS $7,211,117,000 0.18% 555
IJJ $8,472,270,000 0.18% 311
FYX $933,825,900 0.61% 526
MDYV $1,777,998,000 0.15% 309
VOE $24,750,000,000 0.07% 202
PFF $6,245,036,000 0.46% 511
ISCV $435,792,600 0.06% 1,125
JKL $436,485,900 0.06% 1,125
DDIV $58,339,090 0.60% 51
TUSA $21,164,690 0.70% 1,201
RNSC $11,498,750 0.60% 365
JKI $448,157,100 0.06% 329
IWN $16,217,740,000 0.24% 1,511
IMCV $448,157,100 0.06% 329
ISMD $115,227,500 0.60% 303
SMLF $946,171,400 0.30% 477
VTWV $926,440,000 0.15% 1,530
XSHQ $41,554,620 0.29% 121
VBR $44,640,000,000 0.07% 930
PSCD $106,453,200 0.29% 91

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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.