Verified factor-set theme

Value + Profitability ETFs

These US-listed equity ETFs appear in qualifying close-risk pairs that share verified FF6 US exposure to the factors shown below. Individual funds can have additional material factor exposures. How similarity is measured.

HML RMW

15 funds · 18 qualifying comparison pairs

Funds in Qualifying Pairs

AUSF
Global X Adaptive U.S. Factor ETF
Rel. Sharpe 1.294 · Adj. R2 0.871 · MER 0.27%
similar cluster
1.294
DVY
iShares Select Dividend ETF
Rel. Sharpe 1.259 · Adj. R2 0.833 · MER 0.38%
similar cluster
1.259
CDL
VictoryShares US Large Cap High Dividend Volatility Wtd ETF
Rel. Sharpe 1.235 · Adj. R2 0.869 · MER 0.39%
similar cluster
1.235
VGT
Vanguard Information Technology ETF
Rel. Sharpe 0.986 · Adj. R2 0.869 · MER 0.09%
similar cluster
0.986
DON
WisdomTree U.S. MidCap Dividend Fund
Rel. Sharpe 0.983 · Adj. R2 0.924 · MER 0.38%
similar cluster
0.983
ONEY
State Street SPDR Russell 1000 Yield Focus ETF
Rel. Sharpe 0.938 · Adj. R2 0.923 · MER 0.20%
similar cluster
0.938
QQQ
Invesco QQQ Trust Series I
Rel. Sharpe 0.785 · Adj. R2 0.895 · MER 0.18%
similar cluster
0.785
FAB
First Trust Multi Cap Value AlphaDEX Fund
Rel. Sharpe 0.783 · Adj. R2 0.959 · MER 0.66%
similar cluster
0.783
IXN
iShares Global Tech ETF
Rel. Sharpe 0.774 · Adj. R2 0.857 · MER 0.39%
similar cluster
0.774
FTA
First Trust Large Cap Value AlphaDEX Fund
Rel. Sharpe 0.770 · Adj. R2 0.936 · MER 0.58%
similar cluster
0.770
IGM
iShares Expanded Tech Sector ETF
Rel. Sharpe 0.730 · Adj. R2 0.881 · MER 0.39%
similar cluster
0.730
XLK
State Street Technology Select Sector SPDR ETF
Rel. Sharpe 0.719 · Adj. R2 0.852 · MER 0.08%
similar cluster
0.719
TPHD
Timothy Plan High Dividend Stock ETF
Rel. Sharpe 0.694 · Adj. R2 0.869 · MER 0.52%
similar cluster
0.694
IYW
iShares U.S. Technology ETF
Rel. Sharpe 0.639 · Adj. R2 0.860 · MER 0.38%
similar cluster
0.639
FFLG
Fidelity Fundamental Large Cap Growth ETF
Rel. Sharpe 0.549 · Adj. R2 0.939 · MER 0.38%
similar cluster
0.549

Top Pair Comparisons

IGM
IYW
Modeled factor tracking error 1.05%/yr · longer factor history 0.99%/yr · Very close factor fit
IGM IYW
93
IXN
XLK
Modeled factor tracking error 1.21%/yr · longer factor history 1.49%/yr · Very close factor fit
IXN XLK
90
IYW
VGT
Modeled factor tracking error 1.47%/yr · longer factor history 1.51%/yr · Factor-similar
IYW VGT
90
CDL
TPHD
Modeled factor tracking error 1.57%/yr · longer factor history 1.96%/yr · Factor-similar
CDL TPHD
87
DVY
FTA
Modeled factor tracking error 1.78%/yr · longer factor history 2.03%/yr · Factor-similar
DVY FTA
86
IGM
VGT
Modeled factor tracking error 2.09%/yr · longer factor history 1.94%/yr · Factor-similar
IGM VGT
86
AUSF
ONEY
Modeled factor tracking error 2.17%/yr · longer factor history 1.89%/yr · Factor-similar
AUSF ONEY
86
IYW
XLK
Modeled factor tracking error 2.31%/yr · longer factor history 2.31%/yr · Factor-similar
IYW XLK
85
AUSF
FTA
Modeled factor tracking error 2.04%/yr · longer factor history 2.43%/yr · Factor-similar
AUSF FTA
84
DON
FAB
Modeled factor tracking error 2.44%/yr · longer factor history 2.37%/yr · Factor-similar
DON FAB
84
FFLG
QQQ
Modeled factor tracking error 2.42%/yr · longer factor history 2.51%/yr · Factor-similar
FFLG QQQ
83
VGT
XLK
Modeled factor tracking error 2.56%/yr · longer factor history 2.51%/yr · Factor-similar
VGT XLK
83
DON
ONEY
Modeled factor tracking error 2.53%/yr · longer factor history 2.64%/yr · Factor-similar
DON ONEY
82
DVY
TPHD
Modeled factor tracking error 2.14%/yr · longer factor history 2.66%/yr · Factor-similar
DVY TPHD
82
DVY
ONEY
Modeled factor tracking error 2.32%/yr · longer factor history 2.76%/yr · Factor-similar
DVY ONEY
82
AUSF
DVY
Modeled factor tracking error 2.37%/yr · longer factor history 2.82%/yr · Factor-similar
AUSF DVY
81
IGM
XLK
Modeled factor tracking error 2.64%/yr · longer factor history 2.83%/yr · Factor-similar
IGM XLK
81
IXN
IYW
Modeled factor tracking error 2.32%/yr · longer factor history 2.84%/yr · Factor-similar
IXN IYW
81
US ETF Leaders US Universe Similarity methodology
Important context

VerifiedBeta publishes educational ETF research, not personalized investment advice, portfolio management, or security recommendations. Funds that screen well here can still be unsuitable for your objectives, taxes, liquidity needs, or constraints. Review fund documents, methodology assumptions, and your own circumstances before acting. See the full disclaimer.