Multi-factor ETF Overview

With 302 ETFs traded in the U.S. markets, Multi-factor ETFs gather total assets under management of $83.97B. The average expense ratio is 0.54%. Multi-factor ETFs can be found in the following asset classes:

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

The largest Multi-factor ETF is the FlexShares Morningstar Global Upstream Natural Resources Index Fund GUNR with $5.51B in assets. In the last trailing year, the best performing Multi-factor ETF was the PXE at 47.54%. The most-recent ETF launched in the Multi-factor space was the Global X TargetIncome 5 ETF TFIV in 07/27/18.

TOP ETF PERFORMERS

GASXDirexion Daily Natural Gas Related Bear 3x Shares19.98%
PILLDirexion Daily Pharmaceutical & Medical Bull 3X Shares10.86%
JJGBiPath Series B Bloomberg Grains Subindex Total Return ETN8.51%
ZMLPDirexion Zacks MLP High Income Index Shares7.53%
FXUFirst Trust Utilities AlphaDEX Fund5.90%

BOTTOM ETF PERFORMERS

GASLDirexion Daily Natural Gas Related Bull 3X Shares-19.01%
SGDJSprott Junior Gold Miners ETF-17.05%
KFYPKraneShares Zacks New China ETF-11.81%
FCAFirst Trust China AlphaDEX Fund-7.63%
JJPBiPath Series B Bloomberg Precious Metals Subindex Total Return ETN-6.94%

top creations

GSLCGoldman Sachs ActiveBeta U.S. Large Cap Equity ETF106.62
RODMHartford Multifactor Developed Markets (ex-US) ETF70.08
INTFiShares Edge MSCI Multifactor Intl ETF66.72
FYXFirst Trust Small Cap Core AlphaDEX Fund63.66
FVFirst Trust Dorsey Wright Focus 5 ETF63.29

top redemptions

DJPiPath Bloomberg Commodity Index Total Return ETN-159.34
KBWBInvesco KBW Bank ETF-70.44
FLQEFranklin LibertyQ Emerging Markets ETF-60.37
BCIETFS Bloomberg All Commodity Strategy K-1 Free ETF-40.68
IFVFirst Trust Dorsey Wright International Focus 5 ETF-38.76

AUM WINNERS

BIKRRogers AI Global Macro ETF95.28%
FLNFirst Trust Latin America AlphaDEX Fund77.63%
USMFWisdomTree U.S. Multifactor Fund74.28%
FTXHFirst Trust Nasdaq Pharmaceuticals ETF72.87%
GASXDirexion Daily Natural Gas Related Bear 3x Shares66.19%

AUM LOSERS

EFASGlobal X MSCI SuperDividend EAFE ETF-47.59%
HDAWXtrackers MSCI All World ex U.S. High Dividend Yield Equity ETF-33.63%
QJPNSPDR MSCI Japan StrategicFactors ETF-33.10%
SDEMGlobal X MSCI SuperDividend Emerging Markets ETF-32.42%
QGBRSPDR MSCI United Kingdom StrategicFactors ETF-23.64%

Daily ETF Watch

2 ETFs To Close

iShares and Horizons will each shut down a fund before the end of the third quarter.

Features and News

Worst Performing Single Country ETFs

Some single-country ETFs such as the Turkey fund are down as much as 55% this year alone.

ETF Report

 Commodities In Review: August 2018

It was a dismal month for commodity ETFs.

ETF Report

 Sectors In Review: August 2018

June saw more sector ETFs land in positive territory than not

ETF.com Analysis

Wall St. Whale Makes ETF Splash

J.P. Morgan has been lurking in the ETF waters for years, but it just made a big splash.

Features and News

Brazil ETFs’ Curious Rally

There’s no consensus on why Brazil equity ETFs are rallying, just that they sure are. 

Daily ETF Watch

2 New ETFs-Of-ETFs Target Income

Global X rolls out two funds that look to achieve specific levels of income.

Daily ETF Watch

8 Bond Factor ETFs Launch

Invesco rolled out lineup of factor-based bond ETFs.

ETF.com Analysis

Where Tech Giants Exist In ETFs

There are many ways to gain exposure to Facebook and Intel.