Smart-Beta ETFs ETF Overview

Smart beta has emerged as one of the most exciting and hotly debated investment trends of the past 10 years. Going by many different names (strategic beta, fundamental indexing, factor investing and more), smart beta is a catchall term for rules-based strategies that aim to deliver better risk-adjusted returns than traditional market-cap-weighted indexes. Today there are hundreds of ETFs, and, if you count institutional assets, hundreds of billions of dollars benchmarked against smart-beta indexes.

With 988 ETFs traded in the U.S. markets, Smart-Beta ETFs ETFs gather total assets under management of $742.72B. The average expense ratio is of 1.2%. Smart-Beta ETFs ETFs can be found in the following asset classes:

  • Equity
  • Fixed Income
  • Commodities

The largest Smart-Beta ETFs ETF is the iShares Russell 1000 Growth ETF IWF with $39.07B in assets. In the last trailing year, the best performing Smart-Beta ETFs ETF was the XIVH at 109.1%. The most-recent ETF launched in the Smart-Beta ETFs space was the Oppenheimer Russell 1000 Dynamic Multifactor ETF OMFL in 11/10/17.

TOP ETF PERFORMERS

OILUProShares UltraPro 3x Crude Oil ETF25.61%
WTIUUBS ETRACS - ProShares Daily 3x Long Crude ETN25.49%
LABDDirexion Daily S&P Biotech Bear 3X Shares18.68%
LDiPath Bloomberg Lead Subindex Total Return ETN17.74%
UCOProShares Ultra Bloomberg Crude Oil16.84%

BOTTOM ETF PERFORMERS

WTIDUBS ETRACS - ProShares Daily 3x Inverse Crude ETN-23.39%
OILDProShares UltraPro 3x Short Crude Oil ETF-23.11%
BOMDB Base Metals Double Short ETN-21.10%
LABUDirexion Daily S&P Biotech Bull 3X Shares-18.33%
SCOProShares UltraShort Bloomberg Crude Oil-15.64%

top creations

IWNiShares Russell 2000 Value ETF450.44
IWDiShares Russell 1000 Value ETF364.57
KRESPDR S&P Regional Banking ETF360.62
IWOiShares Russell 2000 Growth ETF354.05
MTUMiShares Edge MSCI USA Momentum Factor ETF347.85

top redemptions

IVWiShares S&P 500 Growth ETF-331.08
ACWViShares Edge MSCI Min Vol Global ETF-246.17
DVYiShares Select Dividend ETF-147.10
IJKiShares S&P Mid-Cap 400 Growth ETF-133.18
PDPPowerShares DWA Momentum Portfolio-121.33

AUM WINNERS

USMCPrincipal U.S. Mega-Cap Multi-Factor Index ETF5,539.87%
NUMGNuShares ESG Mid-Cap Growth ETF207.38%
ESGGFlexShares STOXX Global ESG Impact Index Fund206.61%
NULGNuShares ESG Large-Cap Growth ETF186.57%
NUMVNuShares ESG Mid-Cap Value ETF184.68%

AUM LOSERS

LSTKiPath Pure Beta Livestock ETN-73.37%
RINFProShares Inflation Expectations ETF-72.71%
FTXGFirst Trust Nasdaq Food & Beverage ETF-66.48%
ESGSColumbia Sustainable U.S. Equity Income ETF-59.42%
FOILiPath Pure Beta Aluminum ETN-51.67%

Webinars

Integrating Factor Investing Into Your Practice

Be able to anticipate and address the hot topics in factor investing. Learn best practices for communicating with clients. This webcast features the words to use and words to lose when discussing ETFs and factors with retail investors. Guidance is based on new research from Invesco Consulting. The six-month study included advisor interviews and a North American survey of 1,000 investors.

December 07, 2017

Index Investor Corner

Swedroe: Managing Risk With Factors

Factor diversification can help lower downside risk.

Index Investor Corner

Swedroe: Why Trend-Following Works

A look at a recent AQR review of a century’s worth of evidence.

Index Investor Corner

Swedroe: Value Needs Cash To Excel

Value performs better when there’s also exposure to the cash factor.

Daily ETF Watch

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This was 2017’s biggest week for launches by a wide margin.

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New family includes six single-factor ETFs and two dynamic multifactor funds.

Daily ETF Watch

Raft Of Funds Launch Thursday

Multiple issuers are rolling out funds.

Daily Hot Reads

Thursday Hot Reads: 3 ETFs For Your Retirement

Also, the case for reverse cap weighting.

Daily Hot Reads

Wednesday Hot Reads: Why Bitcoin ETFs Will Follow Futures

Also, Trump gives ETFs and mutual funds $2.9 trillion lift.