Multi-factor ETF Overview

With 278 ETFs traded in the U.S. markets, Multi-factor ETFs gather total assets under management of $95.27B. The average expense ratio is 0.50%. Multi-factor ETFs can be found in the following asset classes:

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

The largest Multi-factor ETF is the Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC with $10.72B in assets. In the last trailing year, the best performing Multi-factor ETF was the HTEC at 52.79%. The most-recent ETF launched in the Multi-factor space was the Virtus Terranova U.S. Quality Momentum ETF JOET in 11/17/20.

Top ETF Performers

PXJ Invesco Dynamic Oil & Gas Services ETF 30.63%
GCEC Claymore CEF Index-Linked GS Connect ETN 29.74%
KBWR Invesco KBW Regional Banking ETF 24.39%
FCG First Trust Natural Gas ETF 24.18%
JHME John Hancock Multifactor Energy ETF 22.10%

Bottom ETF Performers

JJE iPath Series B Bloomberg Energy Subindex Total Return ETN -7.86%
SGDJ Sprott Junior Gold Miners ETF -5.98%
COW iPath Series B Bloomberg Livestock Subindex Total Return ETN -3.10%
JJP iPath Series B Bloomberg Precious Metals Subindex Total Return ETN -1.98%
PSM Principal U.S. Small-MidCap Multi-Factor ETF -1.93%

Top Creations

DGRW WisdomTree US Quality Dividend Growth Fund 68.69
GSIE Goldman Sachs ActiveBeta International Equity ETF 39.26
OMFL Invesco Russell 1000 Dynamic Multifactor ETF 29.42
JHML John Hancock Multifactor Large Cap ETF 29.28
OUSA O’Shares U.S. Quality Dividend ETF 29.04

Top Redemptions

UUP Invesco DB U.S. Dollar Index Bullish Fund -287.33
IGF iShares Global Infrastructure ETF -281.84
RODM Hartford Multifactor Developed Markets (ex-US) ETF -86.59
FDT First Trust Developed Markets ex-US AlphaDEX Fund -56.21
SPHD Invesco S&P 500 High Dividend Low Volatility ETF -54.86

AUM Winners

PFLD AAM Low Duration Preferred and Income Securities ETF 137.20%
PEJ Invesco Dynamic Leisure and Entertainment ETF 73.02%
QLVE FlexShares Emerging Markets Quality Low Volatility Index Fund 71.45%
BCD Aberdeen Standard Bloomberg All Commodity Longer Dated K-1 Free Strategy ETF 67.02%
KBWB Invesco KBW Bank ETF 57.17%

AUM Losers

CID VictoryShares International High Div Volatility Wtd Index ETF -64.38%
UAG ETRACS UBS Bloomberg CMCI Agriculture Total Return ETN -43.75%
UUP Invesco DB U.S. Dollar Index Bullish Fund -29.79%
FUD ETRACS UBS Bloomberg CMCI Food Total Return ETN -22.66%
STLC iShares Factors US Blend Style ETF -21.77% Analysis

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