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 1012 ETFs traded in the U.S. markets, Smart-Beta ETFs ETFs gather total assets under management of $872.30B. The average expense ratio is 0.53%. Smart-Beta ETFs ETFs can be found in the following asset classes:

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

The largest Smart-Beta ETFs ETF is the iShares Russell 1000 Growth ETF IWF with $44.64B in assets. In the last trailing year, the best performing Smart-Beta ETFs ETF was the WTIU at 165.10%. The most-recent ETF launched in the Smart-Beta ETFs space was the Xtrackers MSCI EAFE ESG Leaders Equity ETF EASG in 09/06/18.

TOP ETF PERFORMERS

BOS DB Base Metals Short ETN 30.92%
EEH Elements Spectrum Large Cap US Sector Momentum Index ETN 15.35%
WTIU UBS ETRACS - ProShares Daily 3x Long Crude ETN 14.80%
OILU ProShares UltraPro 3x Crude Oil ETF 14.72%
NIB iPath Bloomberg Cocoa Subindex Total Return ETN 11.34%

BOTTOM ETF PERFORMERS

BOM DB Base Metals Double Short ETN -19.83%
OILD ProShares UltraPro 3x Short Crude Oil ETF -15.62%
LD iPath Bloomberg Lead Subindex Total Return ETN -15.50%
WTID UBS ETRACS - ProShares Daily 3x Inverse Crude ETN -15.29%
AGF DB Agriculture Long ETN -14.02%

TOP CREATIONS

VTV Vanguard Value ETF 845.13
USMV iShares Edge MSCI Min Vol U.S.A. ETF 572.14
MTUM iShares Edge MSCI U.S.A. Momentum Factor ETF 550.56
VIG Vanguard Dividend Appreciation ETF 367.82
SLYV SPDR S&P 600 Small Cap Value ETF 339.58

TOP REDEMPTIONS

SDY SPDR S&P Dividend ETF -1,170.82
DXJ WisdomTree Japan Hedged Equity Fund -614.56
KRE SPDR S&P Regional Banking ETF -356.71
NOBL ProShares S&P 500 Dividend Aristocrats ETF -354.79
IVW iShares S&P 500 Growth ETF -267.85

AUM WINNERS

AUSF Global X Adaptive U.S. Factor ETF 1,605.74%
LOUP Innovator Loup Frontier Tech ETF 152.06%
JSML Janus Henderson Small Cap Growth Alpha ETF 150.17%
SPYB SPDR S&P 500 Buyback ETF 121.33%
WBIY WBI Power Factor High Dividend ETF 119.81%

AUM LOSERS

TLEH FlexShares Currency Hedged Morningstar EM Factor Tilt Index Fd -72.53%
EELV Invesco S&P Emerging Markets Low Volatility ETF -54.08%
QLS IQ Hedge Long/Short Tracker ETF -49.95%
MRGR ProShares Merger ETF -49.61%
EQRR ProShares Equities for Rising Rates ETF -49.54%

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J.P. Morgan's Jillian DelSignore also discusses the firm's rapid ETF growth.

Daily ETF Watch

Country ETFs Go Beta

State Street revamps four of its StrategicFactors country funds.

 

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Marijuana ETF Shifts Custody

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ETF Strategist Corner

Cost Overrated For Long Term Investors

An expense ratio hardly tells the whole picture of what an ETF can do for your portfolio.