Multi-factor ETF Overview

With 284 ETFs traded in the U.S. markets, Multi-factor ETFs gather total assets under management of $83.39B. 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 $8.58B in assets. In the last trailing year, the best performing Multi-factor ETF was the FTXL at 41.88%. The most-recent ETF launched in the Multi-factor space was the Direxion Fallen Knives ETF NIFE in 06/11/20.

Top ETF Performers

SGDJ Sprott Junior Gold Miners ETF 17.98%
PDEV Principal International Multi-Factor Core Index ETF 12.23%
FCA First Trust China AlphaDEX Fund 11.20%
FFTY Innovator IBD 50 ETF 11.11%
PSJ Invesco Dynamic Software ETF 8.95%

Bottom ETF Performers

FCG First Trust Natural Gas ETF -28.02%
HDLB ETRACS Monthly Pay 2xLeveraged U.S. High Dividend Low Volatility ETN Series B -27.29%
PXJ Invesco Dynamic Oil & Gas Services ETF -27.11%
PXE Invesco Dynamic Energy Exploration & Production ETF -26.99%
FXN First Trust Energy AlphaDEX Fund -25.77%

Top Creations

FXD First Trust Consumer Discretionary AlphaDEX Fund 673.80
FXN First Trust Energy AlphaDEX Fund 592.84
MFEM PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF 121.01
KBWB Invesco KBW Bank ETF 116.61
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund 96.35

Top Redemptions

FXH First Trust Health Care AlphaDEX Fund -572.14
FXU First Trust Utilities AlphaDEX Fund -531.49
UUP Invesco DB U.S. Dollar Index Bullish Fund -361.77
RODM Hartford Multifactor Developed Markets (ex-US) ETF -94.69
QUS SPDR MSCI USA StrategicFactors ETF -73.19

AUM Winners

FXN First Trust Energy AlphaDEX Fund 394.97%
FXD First Trust Consumer Discretionary AlphaDEX Fund 313.26%
COW iPath Series B Bloomberg Livestock Subindex Total Return ETN 122.37%
KBWP Invesco KBW Property & Casualty Insurance ETF 82.36%
SPMV Invesco S&P 500 Minimum Variance ETF 45.40%

AUM Losers

FXU First Trust Utilities AlphaDEX Fund -71.64%
INFR Legg Mason Global Infrastructure ETF -59.00%
FXH First Trust Health Care AlphaDEX Fund -31.10%
UUP Invesco DB U.S. Dollar Index Bullish Fund -30.51%
SCID Global X Scientific Beta Europe ETF -27.94%

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