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
13 funds · 44 qualifying comparison pairs
Funds in This Factor Set
State Street SPDR US Small Cap Low Volatility Index ETF
Rel. Sharpe 1.374 · Adj. R2 0.910 · MER 0.12%
1.374
1.348
1.275
ProShares Russell 2000 Dividend Growers ETF
Rel. Sharpe 1.252 · Adj. R2 0.810 · MER 0.40%
1.252
1.245
VictoryShares US Small Cap High Dividend Volatility Wtd ETF
Rel. Sharpe 1.125 · Adj. R2 0.949 · MER 0.40%
1.125
1.114
State Street SPDR S&P 600 Small Cap Value ETF
Rel. Sharpe 1.104 · Adj. R2 0.957 · MER 0.15%
1.104
Invesco S&P MidCap Value with Momentum ETF
Rel. Sharpe 0.999 · Adj. R2 0.899 · MER 0.41%
0.999
First Trust SMID Cap Rising Dividend Achievers ETF
Rel. Sharpe 0.957 · Adj. R2 0.950 · MER 0.58%
0.957
WisdomTree U.S. SmallCap Dividend Fund
Rel. Sharpe 0.895 · Adj. R2 0.941 · MER 0.38%
0.895
Alpha Architect US Quantitative Value ETF
Rel. Sharpe 0.641 · Adj. R2 0.845 · MER 0.29%
0.641
Top Pair Comparisons
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