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
22 funds · 29 qualifying comparison pairs
Funds in This Factor Set
1.652
SEI Enhanced U.S. Large Cap Momentum Factor ETF
Rel. Sharpe 1.311 · Adj. R2 0.924 · MER 0.15%
1.311
1.311
1.272
Astoria US Equal Weight Quality Kings ETF
Rel. Sharpe 1.143 · Adj. R2 0.936 · MER 0.49%
1.143
1.102
State Street SPDR S&P 1500 Momentum Tilt ETF
Rel. Sharpe 1.098 · Adj. R2 0.950 · MER 0.12%
1.098
1.060
0.991
0.980
0.976
Anfield U.S. Equity Sector Rotation ETF
Rel. Sharpe 0.965 · Adj. R2 0.969 · MER 1.18%
0.965
0.964
First Trust Large Cap Growth AlphaDEX Fund
Rel. Sharpe 0.890 · Adj. R2 0.938 · MER 0.58%
0.890
Invesco Bloomberg MVP Multi-factor ETF
Rel. Sharpe 0.886 · Adj. R2 0.896 · MER 0.29%
0.886
ProShares S&P Technology Dividend Aristocrats ETF
Rel. Sharpe 0.831 · Adj. R2 0.921 · MER 0.45%
0.831
0.763
0.747
0.367
iShares Global Consumer Discretionary ETF
Rel. Sharpe 0.354 · Adj. R2 0.873 · MER 0.39%
0.354
State Street Communication Services Select Sector SPDR ETF
Rel. Sharpe 0.330 · Adj. R2 0.801 · MER 0.08%
0.330
0.082
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