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	$45,263,990	0.80%	100	100.00%	0.80%	96.41%	98	99	69	83	45
QVAL	Alpha Architect US Quantitative Val ETF	$204,790,000	0.49%	50	97.82%	0.50%	98.52%	65	97	67	69	26
DGRS	WisdomTree US SmallCap Qual Div Gr ETF	$199,086,700	0.38%	215	100.00%	0.38%	90.37%	95	95	54	27	46
PY	Principal Value ETF	$67,001,840	0.15%	118	88.68%	0.17%	99.53%	50	94	64	79	51
COWZ	Pacer US Cash Cows 100 ETF	$674,247,400	0.49%	100	93.64%	0.52%	99.65%	53	94	58	57	46
ESGS	Columbia Sustainable US Equity Inc ETF	$5,549,948	0.35%	102	84.90%	0.41%	99.82%	40	93	53	30	67
ZIG	The Acquirer's ETF	$32,901,980	0.94%	30	95.57%	0.98%	99.75%	34	92	95	91	69
SDVY	First Trust SMID Cp Rising Div Achv ETF	$156,488,600	0.60%	101	99.16%	0.61%	96.26%	72	90	71	88	36
PWV	Invesco Dynamic Large Cap Value ETF	$734,137,000	0.56%	50	83.38%	0.67%	99.96%	17	90	59	22	76
ONEY	SPDR- Russell 1000- Yield Focus ETF	$646,567,400	0.20%	280	91.96%	0.22%	100.00%	64	90	58	34	65
CDL	VictoryShares US LgCp Hi Div Vol Wtd ETF	$221,497,500	0.35%	104	85.91%	0.41%	99.94%	41	89	57	15	87
CDC	VictoryShares US EQ Inc Enh Vol Wtd ETF	$938,128,200	0.37%	104	85.91%	0.43%	99.94%	40	89	57	15	87
SYV	SPDR MFS Systematic Value Equity ETF	$15,507,430	0.60%	58	83.11%	0.72%	99.82%	19	89	56	63	65
STLV	iShares Factors US Value Style ETF	$7,267,983	0.25%	266	81.84%	0.31%	99.90%	46	88	64	34	62
FDL	First Trust Morningstar Div Leaders ETF	$1,653,699,000	0.45%	101	91.12%	0.49%	98.07%	42	87	55	4	94
PKW	Invesco BuyBack Achievers ETF	$2,076,610,000	0.62%	106	97.67%	0.63%	96.88%	67	87	56	87	52
VETS	Pacer Military Times Best Employers ETF	$1,211,743,000	0.60%	999	87.38%	0.69%	93.49%	48	86	51	54	35
RDVY	First Trust Rising Dividend Achiev ETF	$5,092,953,000	0.50%	51	82.01%	0.61%	99.76%	18	85	84	94	52
DIV	Global X SuperDividend US ETF	$647,594,600	0.45%	51	95.67%	0.47%	99.37%	66	85	59	27	93
QDIV	Global X S&P 500- Quality Dividend ETF	$9,236,104	0.20%	76	88.16%	0.23%	99.84%	39	84	71	56	62
AUSF	Global X Adaptive US Factor ETF	$172,330,100	0.27%	193	79.51%	0.34%	99.19%	42	84	56	14	75
WBIY	WBI Power Factor High Dividend ETF	$125,474,800	0.70%	186	87.57%	0.80%	99.22%	45	83	76	42	67
AFMC	First Trust Active Factor Mid Cap ETF	$1,273,808	0.65%	274	98.30%	0.66%	87.95%	72	83	50	74	38
DHS	WisdomTree US High Dividend ETF	$796,431,800	0.38%	316	89.87%	0.42%	94.09%	60	82	68	5	90
AMER	Emles Made in America ETF	$4,688,067	0.49%	62	98.82%	0.50%	97.97%	70	82	66	16	85
REGL	ProShares S&P MidCap 400 Dividend Arst	$1,041,697,000	0.41%	56	100.00%	0.41%	98.25%	73	81	65	9	85
VALQ	American Century STOXX US Qlty Val ETF	$239,787,500	0.29%	246	71.50%	0.41%	98.97%	34	81	72	37	66
VTRN	VictoryShares Top Veteran Employers ETF	$3,216,683	0.60%	55	84.04%	0.71%	99.94%	21	80	57	11	81
QSY	WisdomTree US Quality Sharehld Yld ETF	$66,361,570	0.38%	126	82.70%	0.46%	99.80%	37	80	67	85	56
PWC	Invesco Dynamic Market ETF	$129,033,400	0.58%	101	91.24%	0.64%	97.23%	51	80	57	98	33