Verified factor-set theme
Size 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
60 funds · 936 qualifying comparison pairs
Funds in This Factor Set
1.647
1.305
1.243
1.154
1.075
iShares U.S. SmallCap Equity Factor ETF
Rel. Sharpe 1.074 · Adj. R2 0.936 · MER 0.15%
1.074
VictoryShares Small Cap Free Cash Flow ETF
Rel. Sharpe 1.061 · Adj. R2 0.837 · MER 0.56%
1.061
1.031
Fidelity Fundamental Small-Mid Cap ETF
Rel. Sharpe 1.021 · Adj. R2 0.925 · MER 0.43%
1.021
JPMorgan Diversified Return U.S. Small Cap Equity ETF
Rel. Sharpe 1.020 · Adj. R2 0.974 · MER 0.29%
1.020
Schwab Fundamental U.S. Small Company ETF
Rel. Sharpe 1.011 · Adj. R2 0.978 · MER 0.25%
1.011
Invesco S&P SmallCap Information Technology ETF
Rel. Sharpe 0.995 · Adj. R2 0.818 · MER 0.29%
0.995
0.992
0.971
0.970
State Street SPDR Portfolio S&P 600 Small Cap ETF
Rel. Sharpe 0.969 · Adj. R2 0.981 · MER 0.03%
0.969
0.958
0.952
Invesco S&P MidCap 400 QVM Multi-factor ETF
Rel. Sharpe 0.943 · Adj. R2 0.943 · MER 0.15%
0.943
State Street SPDR Portfolio S&P 400 Mid Cap ETF
Rel. Sharpe 0.925 · Adj. R2 0.941 · MER 0.03%
0.925
0.923
0.916
First Trust Small Cap Core Alphadex Fund
Rel. Sharpe 0.915 · Adj. R2 0.979 · MER 0.58%
0.915
Invesco Russell 2000 Dynamic Multifactor ETF
Rel. Sharpe 0.914 · Adj. R2 0.941 · MER 0.39%
0.914
0.902
0.877
0.866
State Street SPDR S&P 400 Mid Cap Growth ETF
Rel. Sharpe 0.850 · Adj. R2 0.911 · MER 0.15%
0.850
0.837
JPMorgan BetaBuilders U.S. Small Cap Equity Fund
Rel. Sharpe 0.819 · Adj. R2 0.988 · MER 0.09%
0.819
iShares ESG Aware MSCI USA Small-Cap ETF
Rel. Sharpe 0.806 · Adj. R2 0.981 · MER 0.17%
0.806
Invesco S&P Smallcap 600 Pure Growth ETF
Rel. Sharpe 0.797 · Adj. R2 0.921 · MER 0.35%
0.797
Janus Henderson Small/Mid Cap Growth Alpha ETF
Rel. Sharpe 0.792 · Adj. R2 0.927 · MER 0.30%
0.792
Invesco S&P Midcap 400 Pure Growth ETF
Rel. Sharpe 0.777 · Adj. R2 0.865 · MER 0.35%
0.777
0.770
0.737
0.736
iShares Morningstar Small-Cap Growth ETF
Rel. Sharpe 0.712 · Adj. R2 0.960 · MER 0.06%
0.712
iShares ESG Select Screened S&P Small-Cap ETF
Rel. Sharpe 0.705 · Adj. R2 0.985 · MER 0.12%
0.705
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF
Rel. Sharpe 0.674 · Adj. R2 0.943 · MER 0.07%
0.674
0.663
John Hancock Multifactor Small Cap ETF
Rel. Sharpe 0.624 · Adj. R2 0.965 · MER 0.46%
0.624
iShares ESG Select Screened S&P Mid-Cap ETF
Rel. Sharpe 0.618 · Adj. R2 0.947 · MER 0.12%
0.618
State Street SPDR S&P Transportation ETF
Rel. Sharpe 0.614 · Adj. R2 0.788 · MER 0.35%
0.614
Invesco Bloomberg Analyst Rating Improvers ETF
Rel. Sharpe 0.602 · Adj. R2 0.882 · MER 0.40%
0.602
State Street SPDR S&P 600 Small Cap Growth ETF
Rel. Sharpe 0.591 · Adj. R2 0.931 · MER 0.15%
0.591
0.510
0.443
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