Multi-factor ETF Overview

With 289 ETFs traded in the U.S. markets, Multi-factor ETFs gather total assets under management of $82.54B. The average expense ratio is 0.53%. Multi-factor ETFs can be found in the following asset classes:

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

The largest Multi-factor ETF is the FlexShares Morningstar Global Upstream Natural Resources Index Fund GUNR with $5.35B in assets. In the last trailing year, the best performing Multi-factor ETF was the PSJ at 33.12%. The most-recent ETF launched in the Multi-factor space was the Reality Shares Fundstrat DQM Long ETF DQML in 11/01/18.

TOP ETF PERFORMERS

FTXL First Trust Nasdaq Semiconductor ETF 16.50%
GASX Direxion Daily Natural Gas Related Bear 3x Shares 15.80%
FXL First Trust Technology AlphaDEX Fund 13.69%
PSI Invesco Dynamic Semiconductors ETF 12.87%
PXQ Invesco Dynamic Networking ETF 10.58%

BOTTOM ETF PERFORMERS

GASL Direxion Daily Natural Gas Related Bull 3X Shares -18.52%
PXUS Principal International Multi-Factor Index ETF -8.34%
FCG First Trust Natural Gas ETF -5.92%
PXE Invesco Dynamic Energy Exploration & Production ETF -5.29%
FJP First Trust Japan AlphaDEX Fund -3.92%

TOP CREATIONS

SPHD Invesco S&P 500 High Dividend Low Volatility ETF 545.23
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 261.59
RODM Hartford Multifactor Developed Markets (ex-US) ETF 185.46
JHEM John Hancock Multifactor Emerging Markets ETF 150.04
GSIE Goldman Sachs ActiveBeta International Equity ETF 113.53

TOP REDEMPTIONS

CLRG IQ Chaikin U.S. Large Cap ETF -131.09
UUP Invesco DB U.S. Dollar Index Bullish Fund -127.08
CDC VictoryShares US EQ Income Enhanced Volatility Wtd Index ETF -119.88
FXL First Trust Technology AlphaDEX Fund -90.12
FXH First Trust Health Care AlphaDEX Fund -85.76

AUM WINNERS

SCIX Global X Scientific Beta Asia ex-Japan ETF 111.86%
FTXG First Trust Nasdaq Food & Beverage ETF 102.39%
FCAN First Trust Canada AlphaDEX Fund 86.31%
CEY VictoryShares Emerging Market High Div Volatility Wtd ETF 74.09%
GASX Direxion Daily Natural Gas Related Bear 3x Shares 66.19%

AUM LOSERS

SCIJ Global X Scientific Beta Japan ETF -39.28%
ACWF iShares Edge MSCI Multifactor Global ETF -35.81%
PMR Invesco Dynamic Retail ETF -32.03%
JPEU JPMorgan Diversified Return Europe Equity ETF -30.87%
CLRG IQ Chaikin U.S. Large Cap ETF -26.47%

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