Verified factor-set theme
Size + Value + Profitability 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
HML
RMW
11 funds · 18 qualifying comparison pairs
Funds in This Factor Set
State Street SPDR US Small Cap Low Volatility Index ETF
Rel. Sharpe 1.316 · Adj. R2 0.914 · MER 0.12%
1.316
1.297
1.278
ProShares Russell 2000 Dividend Growers ETF
Rel. Sharpe 1.170 · Adj. R2 0.814 · MER 0.40%
1.170
VictoryShares US Small Cap High Dividend Volatility Wtd ETF
Rel. Sharpe 1.112 · Adj. R2 0.949 · MER 0.40%
1.112
1.096
First Trust SMID Cap Rising Dividend Achievers ETF
Rel. Sharpe 0.907 · Adj. R2 0.953 · MER 0.58%
0.907
WisdomTree U.S. SmallCap Dividend Fund
Rel. Sharpe 0.880 · Adj. R2 0.943 · MER 0.38%
0.880
Alpha Architect US Quantitative Value ETF
Rel. Sharpe 0.635 · Adj. R2 0.847 · MER 0.29%
0.635
-0.082
Top Pair Comparisons
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