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 999 ETFs traded in the U.S. markets, Smart-Beta ETFs ETFs gather total assets under management of $778.01B. The average expense ratio is of 0.56%. 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 Value ETF IWD with $40.48B in assets. In the last trailing year, the best performing Smart-Beta ETFs ETF was the XIVH at 119.88%. The most-recent ETF launched in the Smart-Beta ETFs space was the Pacer WealthShield ETF PWS in 12/11/17.

TOP ETF PERFORMERS

KOLDProShares UltraShort Bloomberg Natural Gas44.21%
RETLDirexion Daily Retail Bull 3x Shares31.03%
DPSTDirexion Daily Regional Banks Bull 3X Shares28.86%
LDiPath Bloomberg Lead Subindex Total Return ETN15.51%
DVPDeep Value ETF13.91%

BOTTOM ETF PERFORMERS

BOILProShares Ultra Bloomberg Natural Gas-34.99%
WDRWDirexion Daily Regional Banks Bear 3X Shares-24.56%
NIBiPath Bloomberg Cocoa Subindex Total Return ETN-17.08%
GASLDirexion Daily Natural Gas Related Bull 3X Shares-16.56%
SZODB Crude Oil Short ETN-15.93%

top creations

USMViShares Edge MSCI Min Vol USA ETF1,269.32
MTUMiShares Edge MSCI USA Momentum Factor ETF1,186.26
FXLFirst Trust Technology AlphaDEX Fund946.66
IWDiShares Russell 1000 Value ETF660.12
KRESPDR S&P Regional Banking ETF606.49

top redemptions

FXUFirst Trust Utilities AlphaDEX Fund-854.47
HEDJWisdomTree Europe Hedged Equity Fund-281.71
XBISPDR S&P BIOTECH ETF-249.40
IWYiShares Russell Top 200 Growth ETF-162.16
IWNiShares Russell 2000 Value ETF-147.46

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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