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 1030 ETFs traded in the U.S. markets, Smart-Beta ETFs ETFs gather total assets under management of $803.27B. The average expense ratio is 0.55%. Smart-Beta ETFs ETFs can be found in the following asset classes:

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

The largest Smart-Beta ETFs ETF is the iShares Russell 1000 Growth ETF IWF with $40.69B in assets. In the last trailing year, the best performing Smart-Beta ETFs ETF was the GRN at 120.83%. The most-recent ETF launched in the Smart-Beta ETFs space was the U.S. Equity Cumulative Dividends Fund-Series 2027 IDIV in 02/05/18.

TOP ETF PERFORMERS

GASXDirexion Daily Natural Gas Related Bear 3x Shares62.17%
DRIPDirexion Daily S&P Oil & Gas Exp. & Prod. Bear 3X Shares52.43%
KOLDProShares UltraShort Bloomberg Natural Gas18.66%
AGADB Agriculture Double Short ETN18.29%
TAPRBarclays Inverse U.S. Treasury Composite ETN16.92%

BOTTOM ETF PERFORMERS

XIVHVelocityShares VIX Short Volatility Hedged ETN-83.21%
LSVXVelocityShares VIX Variable Long/Short ETN-50.62%
GASLDirexion Daily Natural Gas Related Bull 3X Shares-43.78%
GUSHDirexion Daily S&P Oil & Gas Exp. & Prod. Bull 3X Shares-41.63%
BSWNVelocityShares VIX Tail Risk ETN-32.61%

top creations

MTUMiShares Edge MSCI USA Momentum Factor ETF1,343.02
SDYSPDR S&P Dividend ETF1,194.61
SPYGSPDR Portfolio S&P 500 Growth ETF405.94
SPYVSPDR Portfolio S&P 500 Value ETF400.68
XBISPDR S&P BIOTECH ETF361.27

top redemptions

IWDiShares Russell 1000 Value ETF-2,725.45
IWFiShares Russell 1000 Growth ETF-1,262.32
DXJWisdomTree Japan Hedged Equity Fund-925.20
HEDJWisdomTree Europe Hedged Equity Fund-549.81
VYMVanguard High Dividend Yield ETF-376.59

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%

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