Multi-factor ETF Overview

With 294 ETFs traded in the U.S. markets, Multi-factor ETFs gather total assets under management of $98.11B. The average expense ratio is 0.52%. Multi-factor ETFs can be found in the following asset classes:

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

The largest Multi-factor ETF is the Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC with $7.22B in assets. In the last trailing year, the best performing Multi-factor ETF was the GASX at 177.46%. The most-recent ETF launched in the Multi-factor space was the AAM Low Duration Preferred and Income Securities ETF PFLD in 11/19/19.

Top ETF Performers

GASX Direxion Daily Natural Gas Related Bear 3X Shares 18.04%
PILL Direxion Daily Pharmaceutical & Medical Bull 3X Shares 7.80%
JJS iPath Series B Bloomberg Softs Subindex Total Return ETN 6.79%
FTXH First Trust Nasdaq Pharmaceuticals ETF 6.37%
HTEC ROBO Global Healthcare Technology and Innovation ETF 6.23%

Bottom ETF Performers

GASL Direxion Daily Natural Gas Related Bull 3X Shares -24.31%
JJM iPath Series B Bloomberg Industrial Metals Subindex Total Return ETN -7.54%
FCG First Trust Natural Gas ETF -7.43%
ZMLP Direxion Zacks MLP High Income Index Shares -7.27%
FXN First Trust Energy AlphaDEX Fund -6.48%

Top Creations

RODM Hartford Multifactor Developed Markets (ex-US) ETF 135.34
DGRW WisdomTree US Quality Dividend Growth Fund 110.86
IGF iShares Global Infrastructure ETF 103.17
SPHD Invesco S&P 500 High Dividend Low Volatility ETF 75.43
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 62.07

Top Redemptions

PSC Principal U.S. Small-Cap Multi-Factor Index ETF -83.84
FLQE Franklin LibertyQ Emerging Markets ETF -78.47
FXG First Trust Consumer Staples AlphaDEX Fund -67.60
UUP Invesco DB U.S. Dollar Index Bullish Fund -48.26
CSML IQ Chaikin U.S. Small Cap ETF -39.13

AUM Winners

UCIB ETRACS CMCI Total Return ETN Series B 410.94%
COW iPath Series B Bloomberg Livestock Subindex Total Return ETN 114.58%
NULC Nuveen ESG Large-Cap ETF 35.22%
LKOR FlexShares Credit-Scored US Long Corporate Bond Index Fund 35.01%
FTXN First Trust Nasdaq Oil & Gas ETF 27.54%

AUM Losers

FTXR First Trust Nasdaq Transportation ETF -67.38%
RORE Hartford Multifactor REIT ETF -51.88%
FLQE Franklin LibertyQ Emerging Markets ETF -30.18%
GASX Direxion Daily Natural Gas Related Bear 3X Shares -28.65%
PEJ Invesco Dynamic Leisure and Entertainment ETF -21.84%

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