Multi-factor ETF Overview

With 296 ETFs traded in the U.S. markets, Multi-factor ETFs gather total assets under management of $82.96B. The average expense ratio is 0.53%. Multi-factor ETFs can be found in the following asset classes:

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

The largest Multi-factor ETF is the FlexShares Morningstar Global Upstream Natural Resources Index Fund GUNR with $5.61B in assets. In the last trailing year, the best performing Multi-factor ETF was the BEF at 32.74%. The most-recent ETF launched in the Multi-factor space was the John Hancock Multifactor Emerging Markets ETF JHEM in 09/27/18.

TOP ETF PERFORMERS

FBZ First Trust Brazil AlphaDEX Fund 23.73%
JJSB iPath Series B Bloomberg Softs Subindex Total Return ETN 10.36%
FLN First Trust Latin America AlphaDEX Fund 9.51%
JJEB iPath Series B Bloomberg Energy Subindex Total Return ETN 8.76%
SGDJ Sprott Junior Gold Miners ETF 7.84%

BOTTOM ETF PERFORMERS

PKB Invesco Dynamic Building & Construction ETF -10.63%
FFTY Innovator IBD 50 ETF -9.63%
FXZ First Trust Materials AlphaDEX Fund -9.40%
PSJ Invesco Dynamic Software ETF -9.40%
PXQ Invesco Dynamic Networking ETF -9.23%

TOP CREATIONS

GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 123.28
LRGF iShares Edge MSCI Multifactor U.S.A. ETF 114.38
FXH First Trust Health Care AlphaDEX Fund 70.77
GSIE Goldman Sachs ActiveBeta International Equity ETF 66.84
RODM Hartford Multifactor Developed Markets (ex-US) ETF 64.45

TOP REDEMPTIONS

FTXO First Trust Nasdaq Bank ETF -218.90
CLRG IQ Chaikin U.S. Large Cap ETF -76.55
GRES IQ Global Resources ETF -55.23
IQDF FlexShares International Quality Dividend Index Fund -50.24
GSEU Goldman Sachs ActiveBeta Europe Equity ETF -44.82

AUM WINNERS

BRGL Bernstein Global Research Fund 278.19%
BERN Bernstein U.S. Research 276.85%
TRTY Cambria Trinity ETF 190.87%
USMF WisdomTree U.S. Multifactor Fund 119.75%
GASX Direxion Daily Natural Gas Related Bear 3x Shares 66.19%

AUM LOSERS

FTXO First Trust Nasdaq Bank ETF -79.13%
BEF Aberdeen Standard Bloomberg Energy Commodity Longer Dated Strategy K-1 Free ETF -64.94%
GSEU Goldman Sachs ActiveBeta Europe Equity ETF -62.90%
GSJY Goldman Sachs ActiveBeta Japan Equity ETF -62.69%
SGDJ Sprott Junior Gold Miners ETF -52.13%

ETF.com Live Chat!

Live Chat: Future Of Marijuana ETFs

Dave Nadig answers readers' ETF questions in real time. Here's the transcript.

Podcasts

ETF Prime Podcast: Oil Fueling Commodities

Also, a discussion on principle-based ETFs with Vident Financial.

Features and News

Getting Under The Smart Beta Hood

How investors can tease out the differences in seemingly similar ETFs.

ETF.com Analysis

Dividends Grow Amid Rising Rates

However, all dividend ETFs are not the same—far from it.

Features and News

Revisiting ETF Asset Allocation As Yields Rise

ETF strategists offer their views on what ETF investors are to do in the face of rising rates.

Index Investor Corner

Swedroe: 2018 Good For Gurus

The 3Q update on the ‘sure things’ expected for 2018 by investment gurus has more bull’s-eyes than usual.

Features and News

ETF Of The Week: ‘EWZ’ Up On Brazil Vote

Outcome of country’s presidential election helped push Brazil equity ETFs higher. 

Features and News

How Investors Are Using Factors Now

BlackRock's Holly Framsted shares highlights from her conversations about factors with investors big and small.

Daily ETF Watch

Senior Loan ETF Closes

Amplify ETFs closes its smallest fund.