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 · 1009 qualifying comparison pairs
Funds in This Factor Set
1.619
1.329
Invesco S&P SmallCap 600 QVM Multi-factor ETF
Rel. Sharpe 1.218 · Adj. R2 0.974 · MER 0.15%
1.218
1.191
Fidelity Fundamental Small-Mid Cap ETF
Rel. Sharpe 1.190 · Adj. R2 0.916 · MER 0.43%
1.190
1.158
iShares U.S. SmallCap Equity Factor ETF
Rel. Sharpe 1.111 · Adj. R2 0.935 · MER 0.15%
1.111
VictoryShares Small Cap Free Cash Flow ETF
Rel. Sharpe 1.106 · Adj. R2 0.836 · MER 0.56%
1.106
1.083
Invesco S&P MidCap 400 QVM Multi-factor ETF
Rel. Sharpe 1.065 · Adj. R2 0.940 · MER 0.15%
1.065
Schwab Fundamental U.S. Small Company ETF
Rel. Sharpe 1.059 · Adj. R2 0.977 · MER 0.25%
1.059
JPMorgan Diversified Return U.S. Small Cap Equity ETF
Rel. Sharpe 1.051 · Adj. R2 0.973 · MER 0.29%
1.051
1.027
State Street SPDR Portfolio S&P 600 Small Cap ETF
Rel. Sharpe 1.027 · Adj. R2 0.978 · MER 0.03%
1.027
1.011
1.009
0.995
0.980
0.972
0.970
0.963
First Trust Small Cap Core Alphadex Fund
Rel. Sharpe 0.958 · Adj. R2 0.977 · MER 0.58%
0.958
State Street SPDR Portfolio S&P 400 Mid Cap ETF
Rel. Sharpe 0.952 · Adj. R2 0.941 · MER 0.03%
0.952
Invesco Russell 2000 Dynamic Multifactor ETF
Rel. Sharpe 0.951 · Adj. R2 0.941 · MER 0.39%
0.951
0.938
JPMorgan BetaBuilders U.S. Small Cap Equity Fund
Rel. Sharpe 0.891 · Adj. R2 0.986 · MER 0.09%
0.891
State Street SPDR S&P 400 Mid Cap Growth ETF
Rel. Sharpe 0.890 · Adj. R2 0.909 · MER 0.15%
0.890
Invesco S&P Smallcap 600 Pure Growth ETF
Rel. Sharpe 0.886 · Adj. R2 0.910 · MER 0.35%
0.886
Janus Henderson Small/Mid Cap Growth Alpha ETF
Rel. Sharpe 0.885 · Adj. R2 0.920 · MER 0.30%
0.885
iShares ESG Select Screened S&P Small-Cap ETF
Rel. Sharpe 0.880 · Adj. R2 0.976 · MER 0.12%
0.880
iShares ESG Aware MSCI USA Small-Cap ETF
Rel. Sharpe 0.866 · Adj. R2 0.980 · MER 0.17%
0.866
0.862
Invesco S&P Midcap 400 Pure Growth ETF
Rel. Sharpe 0.812 · Adj. R2 0.864 · MER 0.35%
0.812
0.807
0.793
0.748
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF
Rel. Sharpe 0.736 · Adj. R2 0.942 · MER 0.07%
0.736
iShares Morningstar Small-Cap Growth ETF
Rel. Sharpe 0.731 · Adj. R2 0.960 · MER 0.06%
0.731
iShares ESG Select Screened S&P Mid-Cap ETF
Rel. Sharpe 0.705 · Adj. R2 0.942 · MER 0.12%
0.705
0.702
Janus Henderson Small Cap Growth Alpha ETF
Rel. Sharpe 0.673 · Adj. R2 0.912 · MER 0.30%
0.673
State Street SPDR S&P Transportation ETF
Rel. Sharpe 0.668 · Adj. R2 0.788 · MER 0.35%
0.668
John Hancock Multifactor Small Cap ETF
Rel. Sharpe 0.661 · Adj. R2 0.964 · MER 0.46%
0.661
State Street SPDR S&P 600 Small Cap Growth ETF
Rel. Sharpe 0.646 · Adj. R2 0.928 · MER 0.15%
0.646
0.626
Invesco Bloomberg Analyst Rating Improvers ETF
Rel. Sharpe 0.583 · Adj. R2 0.880 · MER 0.40%
0.583
0.551
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