Multi-factor ETF Overview

With 292 ETFs traded in the U.S. markets, Multi-factor ETFs gather total assets under management of $92.07B. The average expense ratio is 0.51%. Multi-factor ETFs can be found in the following asset classes:

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

The largest Multi-factor ETF is the Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC with $6.66B in assets. In the last trailing year, the best performing Multi-factor ETF was the GASX at 342.47%. The most-recent ETF launched in the Multi-factor space was the Columbia Research Enhanced Core ETF RECS in 09/25/19.

Top ETF Performers

GASX Direxion Daily Natural Gas Related Bear 3X Shares 31.41%
JJG iPath Series B Bloomberg Grains Subindex Total Return ETN 8.54%
COW iPath Series B Bloomberg Livestock Subindex Total Return ETN 8.42%
FUD ETRACS UBS Bloomberg CMCI Food Total Return ETN 6.84%
JJA iPath Series B Bloomberg Agriculture Subindex Total Return ETN 5.75%

Bottom ETF Performers

GASL Direxion Daily Natural Gas Related Bull 3X Shares -38.87%
PILL Direxion Daily Pharmaceutical & Medical Bull 3X Shares -15.52%
FCG First Trust Natural Gas ETF -13.12%
PXJ Invesco Dynamic Oil & Gas Services ETF -9.35%
PXE Invesco Dynamic Energy Exploration & Production ETF -7.37%

Top Creations

FXO First Trust Financials AlphaDEX Fund 863.35
JHMM John Hancock Multifactor Mid Cap ETF 184.23
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 119.71
FLN First Trust Latin America AlphaDEX Fund 102.44
JHSC John Hancock Multifactor Small Cap ETF 87.06

Top Redemptions

INTF iShares Edge MSCI Multifactor Intl ETF -194.63
FDT First Trust Developed Markets ex-US AlphaDEX Fund -138.72
KBWB Invesco KBW Bank ETF -62.95
FXU First Trust Utilities AlphaDEX Fund -62.71
JPIN JPMorgan Diversified Return International Equity ETF -59.38

AUM Winners

TFLT Global X TargetIncome Plus 2 ETF 498.30%
DJCI ETRACS Bloomberg Commodity Index Total Return ETN 86.53%
FXO First Trust Financials AlphaDEX Fund 65.34%
FLN First Trust Latin America AlphaDEX Fund 50.74%
NULC Nuveen ESG Large-Cap ETF 49.20%

AUM Losers

PSET Principal Price Setters Index ETF -36.39%
QGTA IQ Leaders GTAA Tracker ETF -33.80%
PILL Direxion Daily Pharmaceutical & Medical Bull 3X Shares -19.49%
INTF iShares Edge MSCI Multifactor Intl ETF -17.40%
FPA First Trust Asia Pacific ex-Japan AlphaDEX Fund -16.98%

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