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 1025 ETFs traded in the U.S. markets, Smart-Beta ETFs ETFs gather total assets under management of $823.90B. The average expense ratio is 0.52%. Smart-Beta ETFs ETFs can be found in the following asset classes:

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

The largest Smart-Beta ETFs ETF is the Vanguard Value ETF VTV with $43.69B in assets. In the last trailing year, the best performing Smart-Beta ETFs ETF was the BOM at 49.34%. The most-recent ETF launched in the Smart-Beta ETFs space was the iShares Global Green Bond ETF BGRN in 11/13/18.

TOP ETF PERFORMERS

OILD ProShares UltraPro 3x Short Crude Oil ETF 97.29%
WTID UBS ETRACS - ProShares Daily 3x Inverse Crude ETN 95.57%
BOIL ProShares Ultra Bloomberg Natural Gas 78.70%
SCO ProShares UltraShort Bloomberg Crude Oil 59.79%
DTO DB Crude Oil Double Short ETN 50.01%

BOTTOM ETF PERFORMERS

KOLD ProShares UltraShort Bloomberg Natural Gas -64.12%
OILU ProShares UltraPro 3x Crude Oil ETF -57.39%
WTIU UBS ETRACS - ProShares Daily 3x Long Crude ETN -57.35%
UCO ProShares Ultra Bloomberg Crude Oil -42.03%
DYY DB Commodity Double Long ETN -24.41%

TOP CREATIONS

SDY SPDR S&P Dividend ETF 1.06K
IWD iShares Russell 1000 Value ETF 752.00
QUAL iShares Edge MSCI U.S.A. Quality Factor ETF 699.53
VTV Vanguard Value ETF 629.90
USMV iShares Edge MSCI Min Vol U.S.A. ETF 579.68

TOP REDEMPTIONS

FTXO First Trust Nasdaq Bank ETF -845.14
IWO iShares Russell 2000 Growth ETF -727.86
ICF iShares Cohen & Steers REIT ETF -571.97
IJT iShares S&P Small-Cap 600 Growth ETF -307.85
XOP SPDR S&P Oil & Gas Exploration & Production ETF -285.71

AUM WINNERS

JHEM John Hancock Multifactor Emerging Markets ETF 6,321.05%
FBZ First Trust Brazil AlphaDEX Fund 1,861.52%
EDOW First Trust Dow 30 Equal Weight ETF 561.36%
DSTL Distillate U.S. Fundamental Stability & Value ETF 183.44%
FTXD First Trust Nasdaq Retail ETF 163.14%

AUM LOSERS

JPN Xtrackers Japan JPX-Nikkei 400 Equity ETF -85.01%
FXR First Trust Industrials/Producer Durables AlphaDEX Fund -67.41%
ESGN Columbia Sustainable International Equity Income ETF -59.91%
FCAN First Trust Canada AlphaDEX Fund -57.88%
XUSA QuantX Dynamic Beta US Equity ETF -52.94%

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