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Multi-factor ETF Channel

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

Ticker	Fund Name	% Change*
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

Ticker	Fund Name	% Change*
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

Ticker	Fund Name	Net Flows*
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

Ticker	Fund Name	Net Flows*
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

Ticker	Fund Name	% Change*
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

Ticker	Fund Name	% Change*
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%