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 1080 ETFs traded in the U.S. markets, Smart-Beta ETFs ETFs gather total assets under management of $1,143.12B. 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 Growth ETF VUG with $63.72B in assets. In the last trailing year, the best performing Smart-Beta ETFs ETF was the FNGU at 329.07%. The most-recent ETF launched in the Smart-Beta ETFs space was the KFA Value Line Dynamic Core Equity Index ETF KVLE in 11/24/20.

Top ETF Performers

NRGU MicroSectors U.S. Big Oil Index 3X Leveraged ETN 134.78%
NRGO MicroSectors U.S. Big Oil Index 2X Leveraged ETN 84.89%
HIBL Direxion Daily S&P 500 High Beta Bull 3X Shares 76.45%
GUSH Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X Shares 67.33%
BNKU MicroSectors U.S. Big Banks Index 3X Leveraged ETN 64.73%

Bottom ETF Performers

NRGD MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETN -77.27%
NRGZ MicroSectors U.S. Big Oil Index -2X Inverse Leveraged ETN -58.58%
HIBS Direxion Daily S&P 500 High Beta Bear 3X Shares -55.53%
DRIP Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares -52.94%
BNKD MicroSectors U.S. Big Banks Index -3X Inverse Leveraged ETN -50.83%

Top Creations

ESGU iShares ESG Aware MSCI USA ETF 1.96K
SDY SPDR S&P Dividend ETF 947.40
ESGE iShares ESG Aware MSCI EM ETF 924.53
RSP Invesco S&P 500 Equal Weight ETF 744.55
IGBH iShares Interest Rate Hedged Long-Term Corporate Bond ETF 525.38

Top Redemptions

USMV iShares MSCI USA Min Vol Factor ETF -774.47
IVW iShares S&P 500 Growth ETF -439.62
IWD iShares Russell 1000 Value ETF -409.44
SPLV Invesco S&P 500 Low Volatility ETF -327.71
PDP Invesco DWA Momentum ETF -324.03

AUM Winners

JOET Virtus Terranova U.S. Quality Momentum ETF 3,048.49%
XSHQ Invesco S&P SmallCap Quality ETF 480.01%
DOCT FT Cboe Vest U.S. Equity Deep Buffer ETF 308.47%
SPHB Invesco S&P 500 High Beta ETF 273.06%
KGRN KraneShares MSCI China Environment Index ETF 182.11%

AUM Losers

IDMO Invesco S&P International Developed Momentum ETF -97.50%
KJAN Innovator Russell 2000 Power Buffer ETF - January -66.69%
CID VictoryShares International High Div Volatility Wtd Index ETF -64.01%
FRLG Large Cap Growth Index-Linked ETN -61.80%
NRGZ MicroSectors U.S. Big Oil Index -2X Inverse Leveraged ETN -58.68%

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