Smart-Beta ETFs ETF Overview

Smart beta has emerged as one of the most exciting and hotly debated investment trends of the past 10 years. Going by many different names (strategic beta, fundamental indexing, factor investing and more), smart beta is a catchall term for rules-based strategies that aim to deliver better risk-adjusted returns than traditional market-cap-weighted indexes. Today there are hundreds of ETFs, and, if you count institutional assets, hundreds of billions of dollars benchmarked against smart-beta indexes.

With 1042 ETFs traded in the U.S. markets, Smart-Beta ETFs ETFs gather total assets under management of $847.80B. The average expense ratio is 0.53%. Smart-Beta ETFs ETFs can be found in the following asset classes:

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

The largest Smart-Beta ETFs ETF is the Vanguard Value ETF VTV with $44.91B in assets. In the last trailing year, the best performing Smart-Beta ETFs ETF was the PSJ at 32.43%. The most-recent ETF launched in the Smart-Beta ETFs space was the Direxion MSCI Cyclicals Over Defensives ETF RWCD in 01/16/19.

TOP ETF PERFORMERS

BDD DB Base Metals Double Long ETN 43.96%
DPST Direxion Daily Regional Banks Bull 3X Shares 28.39%
FTXL First Trust Nasdaq Semiconductor ETF 16.50%
GASX Direxion Daily Natural Gas Related Bear 3x Shares 15.80%
TAN Invesco Solar ETF 14.73%

BOTTOM ETF PERFORMERS

BDRY Breakwave Dry Bulk Shipping ETF -38.38%
WDRW Direxion Daily Regional Banks Bear 3X Shares -22.95%
BOM DB Base Metals Double Short ETN -20.42%
WTID UBS ETRACS - ProShares Daily 3x Inverse Crude ETN -19.65%
OILD ProShares UltraPro 3x Short Crude Oil ETF -19.62%

TOP CREATIONS

QUAL iShares Edge MSCI U.S.A. Quality Factor ETF 1.76K
SDY SPDR S&P Dividend ETF 1.19K
USMV iShares Edge MSCI Min Vol U.S.A. ETF 1.10K
VTV Vanguard Value ETF 610.95
SPHD Invesco S&P 500 High Dividend Low Volatility ETF 545.23

TOP REDEMPTIONS

IWD iShares Russell 1000 Value ETF -2,612.01
IWF iShares Russell 1000 Growth ETF -1,236.40
IVE iShares S&P 500 Value ETF -997.54
DVY iShares Select Dividend ETF -977.81
VYM Vanguard High Dividend Yield ETF -948.02

AUM WINNERS

IQLT iShares Edge MSCI Intl Quality Factor ETF 263.14%
IQIN IQ 500 International ETF 128.31%
SCIX Global X Scientific Beta Asia ex-Japan ETF 111.86%
DURA VanEck Vectors Morningstar Durable Dividend ETF 107.26%
FTXG First Trust Nasdaq Food & Beverage ETF 102.39%

AUM LOSERS

EWCO Invesco S&P 500 Equal Weight Communication Services ETF -73.19%
DJD Invesco Dow Jones Industrial Average Dividend ETF -49.91%
PEXL Pacer U.S. Export Leaders ETF -45.50%
BDRY Breakwave Dry Bulk Shipping ETF -41.41%
XRT SPDR S&P Retail ETF -41.28%

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