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

August 01, 2016

Another ex-U.S. international ETF in the space is the PowerShares S&P International Developed Low Volatility ETF (IDLV | B-56). Similar to the other low-vol PowerShares products, IDLV takes a straightforward approach by holding the 200 least volatile stocks in the S&P Developed ex U.S. and South Korea LargeMidCap BMI Index.

 

YTD Returns For EFAV, IDLV

 

The sole global low-volatility ETF is the $3.3 billion iShares Edge MSCI Min Vol Global ETF (ACWV | A-60). ACWV's low-vol portfolio holds developed as well as emerging market equities.

On the other hand, the iShares Edge Min Vol Emerging Markets ETF (EEMV | B-72) and the PowerShares S&P Emerging Markets Low Volatility Portfolio (EELV | C-66) target emerging markets exclusively. EEMV is the much larger of the two ETFs, with $4.1 billion in assets compared with EELV’s $261 million.

YTD Returns For EEMV, EELV

 

Ticker Fund Expense Ratio
ACWV iShares Edge MSCI Min Vol Global ETF 0.20%
EFAV iShares Edge MSCI Min Vol EAFE ETF 0.20%
IDLV PowerShares S&P International Developed Low Volatility ETF 0.25%
EELV PowerShares S&P Emerging Markets Low Volatility Portfolio 0.29%
EEMV iShares Edge MSCI Min Vol Emerging Markets ETF 0.25%

 

Contact Sumit Roy at [email protected].

 

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