Verified factor-set theme
Size + 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.
SMB
UMD
11 funds · 23 qualifying comparison pairs
Funds in This Factor Set
1.413
1.225
First Trust Small Cap Growth AlphaDEX Fund
Rel. Sharpe 1.181 · Adj. R2 0.954 · MER 0.70%
1.181
Invesco Dorsey Wright Industrials Momentum ETF
Rel. Sharpe 1.155 · Adj. R2 0.845 · MER 0.69%
1.155
Invesco Dorsey Wright SmallCap Momentum ETF
Rel. Sharpe 1.061 · Adj. R2 0.933 · MER 0.60%
1.061
VictoryShares US Small Mid Cap Value Momentum ETF
Rel. Sharpe 1.046 · Adj. R2 0.962 · MER 0.29%
1.046
1.041
First Trust Multi Cap Growth AlphaDEX Fund
Rel. Sharpe 1.014 · Adj. R2 0.935 · MER 0.63%
1.014
0.953
First Trust Mid Cap Growth AlphaDEX Fund
Rel. Sharpe 0.943 · Adj. R2 0.921 · MER 0.73%
0.943
0.684
Top Pair Comparisons
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