Multi-factor ETF Overview

With 289 ETFs traded in the U.S. markets, Multi-factor ETFs gather total assets under management of $90.25B. The average expense ratio is 0.52%. 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 $5.74B in assets. In the last trailing year, the best performing Multi-factor ETF was the PSJ at 31.70%. The most-recent ETF launched in the Multi-factor space was the iShares Focused Value Factor ETF FOVL in 03/19/19.

TOP ETF PERFORMERS

GASL Direxion Daily Natural Gas Related Bull 3X Shares 19.20%
AOIL Aberdeen Standard Bloomberg WTI Crude Oil Strategy K-1 Free ETF 12.00%
COW iPath Series B Bloomberg Livestock Subindex Total Return ETN 10.31%
PXE Invesco Dynamic Energy Exploration & Production ETF 9.80%
FTXL First Trust Nasdaq Semiconductor ETF 9.24%

BOTTOM ETF PERFORMERS

GASX Direxion Daily Natural Gas Related Bear 3X Shares -21.62%
PILL Direxion Daily Pharmaceutical & Medical Bull 3X Shares -9.42%
SGDJ Sprott Junior Gold Miners ETF -7.74%
FBZ First Trust Brazil AlphaDEX Fund -6.41%
GCE Claymore CEF Index-Linked GS Connect ETN -5.46%

TOP CREATIONS

FLQL Franklin LibertyQ U.S. Equity ETF 495.80
JPIN JPMorgan Diversified Return International Equity ETF 137.07
SPHD Invesco S&P 500 High Dividend Low Volatility ETF 122.32
FXL First Trust Technology AlphaDEX Fund 98.37
RODM Hartford Multifactor Developed Markets (ex-US) ETF 93.59

TOP REDEMPTIONS

KBWB Invesco KBW Bank ETF -92.70
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF -64.82
QAI IQ Hedge Multi-Strategy Tracker ETF -38.94
ONEO SPDR Russell 1000 Momentum Focus -35.25
CFO VictoryShares U.S. 500 Enhanced Volatility Wtd Index ETF -32.81

AUM WINNERS

GASX Direxion Daily Natural Gas Related Bear 3X Shares 66.19%
QUS SPDR MSCI USA StrategicFactors ETF 28.30%
JPSE JPMorgan Diversified Return U.S. Small Cap Equity ETF 26.08%
COW iPath Series B Bloomberg Livestock Subindex Total Return ETN 24.22%
FLQL Franklin LibertyQ U.S. Equity ETF 24.13%

AUM LOSERS

QWLD SPDR MSCI World StrategicFactors ETF -48.45%
EWJV iShares MSCI Japan Value ETF -32.62%
FLN First Trust Latin America AlphaDEX Fund -30.36%
JHMT John Hancock Multifactor Technology ETF -26.83%
JHMI John Hancock Multifactor Industrials ETF -24.25%

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