Single Factor Focus: Ranking The Top 'Low Volatility' ETFs

August 01, 2016

Meanwhile, the SPDR Russell 2000 Low Volatility ETF (SMLV | A-62) is the small-cap counterpart to LGLV, and tracks the 400 least volatile stocks pulled from the Russell 2000 Index. It also has yet to catch on with investors, with AUM of only $81 million.

YTD Returns For XSLV, SMLV

 

Ticker Fund Expense Ratio
USMV iShares Edge MSCI Min Vol USA ETF 0.15%
SPLV PowerShares S&P 500 Low Volatility Portfolio 0.25%
LGLV SPDR Russell 1000 Low Volatility ETF 0.12%
XMLV PowerShares S&P MidCap Low Volatility Portfolio 0.25%
XSLV PowerShares S&P SmallCap Low Volatility Portfolio 0.25%
SMLV SPDR Russell 2000 Low Volatility ETF 0.12%

 

International Low-Vol ETFs

In addition to the half-dozen ETFs that target the low-volatility factor in U.S. equities, there's another five that target it in international equities. All of them are issued by either iShares or PowerShares. The largest is the iShares Edge MSCI Min Vol EAFE ETF (EFAV | A-68), with $7.7 billion in assets.

EAFE uses the same methodology as the aforementioned USMV on the popular MSCI EAFE Index. The result is low-volatility exposure to developed markets outside the U.S. and Canada.

 

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