Verified factor-set theme
Momentum ETFs
This theme groups US-listed equity ETFs that share the same statistically significant, material FF6 US non-market factor set. It is a factor-exposure cluster, not a category label or recommendation.
UMD
23 funds · 45 qualifying comparison pairs
Funds in This Factor Set
1.777
SEI Enhanced U.S. Large Cap Momentum Factor ETF
Rel. Sharpe 1.469 · Adj. R2 0.921 · MER 0.15%
1.469
1.403
1.282
Pacer US Large Cap Cash Cows Growth Leaders ETF
Rel. Sharpe 1.243 · Adj. R2 0.759 · MER 0.49%
1.243
1.203
1.164
1.139
1.065
1.058
Anfield U.S. Equity Sector Rotation ETF
Rel. Sharpe 1.054 · Adj. R2 0.966 · MER 1.18%
1.054
State Street SPDR S&P 1500 Momentum Tilt ETF
Rel. Sharpe 1.053 · Adj. R2 0.949 · MER 0.12%
1.053
1.042
First Trust Large Cap Growth AlphaDEX Fund
Rel. Sharpe 0.964 · Adj. R2 0.934 · MER 0.58%
0.964
0.949
Invesco Bloomberg MVP Multi-factor ETF
Rel. Sharpe 0.859 · Adj. R2 0.894 · MER 0.29%
0.859
Virtus Terranova US Quality Momentum ETF
Rel. Sharpe 0.828 · Adj. R2 0.894 · MER 0.29%
0.828
0.815
0.801
0.646
0.347
iShares Global Consumer Discretionary ETF
Rel. Sharpe 0.324 · Adj. R2 0.873 · MER 0.39%
0.324
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