Multi-factor ETF Overview

With 308 ETFs traded in the U.S. markets, Multi-factor ETFs gather total assets under management of $86.79B. The average expense ratio is 0.53%. Multi-factor ETFs can be found in the following asset classes:

  • Commodities
  • Equity
  • Asset Allocation
  • Fixed Income
  • Alternatives
  • Currency

The largest Multi-factor ETF is the FlexShares Morningstar Global Upstream Natural Resources Index Fund GUNR with $5.68B in assets. In the last trailing year, the best performing Multi-factor ETF was the UBN at 50.66%. The most-recent ETF launched in the Multi-factor space was the iShares Bloomberg Roll Select Commodity Strategy ETF CMDY in 04/03/18.

TOP ETF PERFORMERS

PILLDirexion Daily Pharmaceutical & Medical Bull 3X Shares17.09%
PBSInvesco Dynamic Media ETF10.97%
PBEInvesco Dynamic Biotechnology & Genome ETF9.86%
KBWYInvesco KBW Premium Yield Equity REIT ETF8.96%
KFYPKraneShares Zacks New China ETF8.29%

BOTTOM ETF PERFORMERS

PXJInvesco Dynamic Oil & Gas Services ETF-10.25%
JJGBiPath Series B Bloomberg Grains Subindex Total Return ETN-9.81%
AFKVanEck Vectors Africa Index ETF-8.97%
FBZFirst Trust Brazil AlphaDEX Fund-7.99%
FKOFirst Trust South Korea AlphaDEX Fund-6.88%

top creations

INTFiShares Edge MSCI Multifactor Intl ETF252.79
GSLCGoldman Sachs ActiveBeta U.S. Large Cap Equity ETF193.84
RODMHartford Multifactor Developed Markets (ex-US) ETF130.78
GSIEGoldman Sachs ActiveBeta International Equity ETF106.69
FXNFirst Trust Energy AlphaDEX Fund106.23

top redemptions

QDFFlexShares Quality Dividend Index Fund-108.11
KBWBInvesco KBW Bank ETF-93.19
PSCPrincipal U.S. Small-Cap Multi-Factor Index ETF-88.98
FXRFirst Trust Industrials/Producer Durables AlphaDEX Fund-41.93
PKBInvesco Dynamic Building & Construction ETF-33.14

AUM WINNERS

OMFLOppenheimer Russell 1000 Dynamic Multifactor ETF957.02%
HDEFXtrackers MSCI EAFE High Dividend Yield Equity ETF747.85%
FTXNFirst Trust Nasdaq Oil & Gas ETF170.68%
ROREHartford Multifactor REIT ETF150.06%
GSSCGoldman Sachs ActiveBeta U.S. Small Cap Equity ETF97.86%

AUM LOSERS

EDOMWisdomTree Europe Domestic Economy Fund-64.84%
BRGLBernstein Global Research Fund-51.41%
QGBRSPDR MSCI United Kingdom StrategicFactors ETF-40.75%
UDNInvesco DB U.S. Dollar Index Bearish Fund-31.13%
EYLDCambria Emerging Shareholder Yield ETF-23.91%

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