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
10 funds · 21 qualifying comparison pairs
Funds in This Factor Set
1.424
1.156
First Trust Small Cap Growth AlphaDEX Fund
Rel. Sharpe 1.110 · Adj. R2 0.958 · MER 0.70%
1.110
Invesco Dorsey Wright Industrials Momentum ETF
Rel. Sharpe 1.107 · Adj. R2 0.846 · MER 0.69%
1.107
VictoryShares US Small Mid Cap Value Momentum ETF
Rel. Sharpe 1.046 · Adj. R2 0.964 · MER 0.29%
1.046
Invesco Dorsey Wright SmallCap Momentum ETF
Rel. Sharpe 1.019 · Adj. R2 0.934 · MER 0.60%
1.019
1.012
First Trust Multi Cap Growth AlphaDEX Fund
Rel. Sharpe 0.954 · Adj. R2 0.938 · MER 0.63%
0.954
0.914
First Trust Mid Cap Growth AlphaDEX Fund
Rel. Sharpe 0.890 · Adj. R2 0.923 · MER 0.73%
0.890
Top Pair Comparisons
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