Verified factor-set theme
Size + Value 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
7 funds · 21 qualifying comparison pairs
Funds in This Factor Set
1.082
1.023
0.994
0.948
0.934
State Street SPDR S&P 400 Mid Cap Value ETF
Rel. Sharpe 0.894 · Adj. R2 0.949 · MER 0.15%
0.894
iShares Morningstar Small Cap Value ETF
Rel. Sharpe 0.861 · Adj. R2 0.970 · MER 0.06%
0.861
Top Pair Comparisons
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