Validea: ETFs with Most Value and Quality Factor Exposures

Highest Quality 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.

Quality exposure attempts to measure the quality of the businesses of the fund's holdings. To do this, we use return on equity, return on total capital, gross and net profit margin, and earnings and sales consistency.

ETFs with Most Value and Quality 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	Momentum Exposure	Low Volatility Exposure
DEEP	Roundhill Acquirers Deep Value ETF	$51,277,980	0.80%	101	100.00%	0.80%	96.30%	98	99	66	84	40
QVAL	Alpha Architect US Quantitative Val ETF	$146,180,000	0.49%	51	96.40%	0.51%	98.17%	62	98	74	88	37
FXG	First Trust Cnsmr Staples AlphaDEX-� ETF	$270,820,200	0.63%	41	96.18%	0.66%	99.93%	48	96	56	5	87
FTA	First Trust Large Cap Val AlphaDEX-� ETF	$981,323,400	0.60%	188	74.60%	0.80%	99.88%	34	96	51	25	69
FNK	First Trust Mid Cap Value AlphaDEX-� ETF	$101,358,900	0.70%	226	98.52%	0.71%	95.63%	71	96	50	38	40
ZIG	The Acquirers ETF	$28,632,850	1.54%	30	95.27%	1.62%	99.64%	32	95	92	91	69
COWZ	Pacer US Cash Cows 100 ETF	$391,049,700	0.49%	101	92.72%	0.53%	99.90%	55	95	51	55	54
ROSC	Hartford Multifactor Small Cap ETF	$9,410,677	0.34%	346	99.69%	0.34%	84.96%	90	94	52	64	38
PY	Principal Value ETF	$33,008,070	0.15%	118	88.12%	0.17%	99.62%	48	94	64	77	53
DGRS	WisdomTree US SmallCap Qual Div Gr ETF	$168,586,000	0.38%	217	100.00%	0.38%	90.03%	95	93	58	35	48
ESGS	Columbia Sustainable US Equity Inc ETF	$5,171,835	0.35%	101	85.30%	0.41%	99.83%	39	92	53	24	65
PKW	Invesco BuyBack Achievers ETF	$1,398,866,000	0.62%	109	97.54%	0.64%	96.90%	66	92	60	86	53
FDL	First Trust Morningstar Div Leaders ETF	$1,614,129,000	0.45%	95	91.58%	0.49%	98.41%	44	91	62	2	90
CDL	VictoryShares US LgCp Hi Div Vol Wtd ETF	$212,386,000	0.35%	102	85.24%	0.41%	99.94%	39	91	59	11	89
CDC	VictoryShares US EQ Inc Enh Vol Wtd ETF	$849,134,100	0.37%	102	85.24%	0.43%	99.93%	39	91	59	11	89
SDVY	First Trust SMID Cp Rising Div Achv ETF	$45,285,130	0.60%	101	99.13%	0.61%	95.89%	72	91	73	90	38
SYV	SPDR MFS Systematic Value Equity ETF	$15,507,430	0.60%	58	83.11%	0.72%	99.82%	19	89	56	63	65
VETS	Pacer Military Times Best Employers ETF	$1,925,276	0.60%	55	85.33%	0.70%	99.77%	22	88	61	9	83
WBIL	WBI Large Cap Tactical Select Shares ETF	$75,678,240	1.23%	187	91.07%	1.35%	99.95%	34	88	72	77	61
DHS	WisdomTree US High Dividend ETF	$759,446,800	0.38%	318	89.32%	0.43%	94.12%	60	88	68	4	90
DIV	Global X SuperDividendG�� US ETF	$639,007,700	0.45%	51	95.76%	0.47%	99.48%	65	87	50	24	91
AUSF	Global X Adaptive US Factor ETF	$168,569,900	0.27%	192	80.75%	0.33%	98.76%	44	87	59	12	72
STLV	iShares Factors US Value Style ETF	$7,028,954	0.25%	239	79.91%	0.31%	99.87%	47	87	62	34	56
WBIF	WBI Large Cap Tactical Value Shares ETF	$131,279,600	1.25%	175	89.21%	1.40%	98.93%	46	87	66	44	64
VFMF	Vanguard US Multifactor ETF	$79,740,000	0.19%	583	76.98%	0.25%	80.91%	60	86	53	88	33
VTRN	VictoryShares Top Veteran Employers ETF	$3,149,756	0.60%	54	83.71%	0.72%	99.93%	20	85	61	8	82
UTRN	Vesper US Large Cap S-T Rvrsl Stgy ETF	$63,537,170	0.75%	25	93.76%	0.80%	99.85%	25	85	68	19	87
RDVY	First Trust Rising Dividend Achiev ETF	$3,600,913,000	0.50%	51	81.91%	0.61%	99.44%	16	85	88	94	55
QSY	WisdomTree US Quality Sharehld Yld ETF	$55,580,730	0.38%	125	82.27%	0.46%	99.79%	37	85	67	83	58
QDIV	Global X S&P 500-� Quality Dividend ETF	$8,415,363	0.20%	67	88.07%	0.23%	99.93%	37	85	71	63	73
WBIY	WBI Power Factor High Dividend ETF	$125,474,800	0.70%	186	87.57%	0.80%	99.22%	45	83	76	42	67
PWV	Invesco Dynamic Large Cap Value ETF	$705,688,000	0.56%	52	82.89%	0.68%	99.94%	17	83	81	24	85
JVAL	JPMorgan US Value Factor ETF	$188,610,800	0.12%	333	65.50%	0.18%	99.98%	36	83	61	49	59
RNDV	First Trust US Equity Dividend Sel ETF	$14,318,430	0.50%	214	69.68%	0.72%	99.79%	29	81	57	21	70
VYM	Vanguard High Dividend Yield ETF	$45,420,000,000	0.06%	418	64.56%	0.09%	97.60%	44	81	63	14	84
VTV	Vanguard Value ETF	$114,190,000,000	0.04%	336	51.51%	0.08%	99.90%	27	80	60	25	79