Verified factor-set theme
Size + Profitability ETFs
These US-listed equity ETFs appear in qualifying close-risk pairs that share verified FF6 US exposure to the factors shown below. Individual funds can have additional material factor exposures. How similarity is measured.
SMB
RMW
5 funds · 3 qualifying comparison pairs
Funds in Qualifying Pairs
ProShares S&P MidCap 400 Dividend Aristocrats ETF
Rel. Sharpe 1.332 · Adj. R2 0.853 · MER 0.40%
1.332
Invesco S&P SmallCap Low Volatility ETF
Rel. Sharpe 1.097 · Adj. R2 0.839 · MER 0.25%
1.097
Bahl & Gaynor Small/Mid Cap Income Growth ETF
Rel. Sharpe 0.878 · Adj. R2 0.866 · MER 0.60%
0.878
First Trust Consumer Discretionary AlphaDEX Fund
Rel. Sharpe 0.476 · Adj. R2 0.880 · MER 0.60%
0.476
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
Rel. Sharpe 0.465 · Adj. R2 0.876 · MER 0.40%
0.465
Top Pair Comparisons
FXD
RSPD
RSPD
Modeled factor tracking error 2.14%/yr · longer factor history 2.07%/yr · Factor-similar
86
REGL
XSLV
XSLV
Modeled factor tracking error 1.77%/yr · longer factor history 2.41%/yr · Factor-similar
84
REGL
SMIG
SMIG
Modeled factor tracking error 2.77%/yr · longer factor history 2.41%/yr · Factor-similar
82
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