Verified factor-set theme
Value 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
53 funds · 205 qualifying comparison pairs
Funds in Qualifying Pairs
1.440
SEI Enhanced U.S. Large Cap Value Factor ETF
Rel. Sharpe 1.300 · Adj. R2 0.926 · MER 0.15%
1.300
1.294
1.266
1.252
VictoryShares US Large Cap High Dividend Volatility Wtd ETF
Rel. Sharpe 1.235 · Adj. R2 0.869 · MER 0.39%
1.235
1.228
Vanguard High Dividend Yield Index ETF
Rel. Sharpe 1.205 · Adj. R2 0.934 · MER 0.04%
1.205
First Trust Rising Dividend Achievers ETF
Rel. Sharpe 1.185 · Adj. R2 0.910 · MER 0.47%
1.185
State Street SPDR S&P 1500 Value Tilt ETF
Rel. Sharpe 1.168 · Adj. R2 0.910 · MER 0.12%
1.168
1.108
1.102
1.096
Invesco S&P 500 Value with Momentum ETF
Rel. Sharpe 1.051 · Adj. R2 0.907 · MER 0.51%
1.051
1.043
1.036
1.028
1.017
Invesco S&P MidCap Value with Momentum ETF
Rel. Sharpe 1.007 · Adj. R2 0.898 · MER 0.41%
1.007
0.983
0.983
State Street SPDR Portfolio S&P 500 Value ETF
Rel. Sharpe 0.974 · Adj. R2 0.936 · MER 0.04%
0.974
0.948
State Street SPDR Russell 1000 Yield Focus ETF
Rel. Sharpe 0.938 · Adj. R2 0.923 · MER 0.20%
0.938
0.933
0.903
State Street SPDR S&P 400 Mid Cap Value ETF
Rel. Sharpe 0.881 · Adj. R2 0.948 · MER 0.15%
0.881
0.878
0.871
0.868
0.849
0.796
First Trust Large Cap Value AlphaDEX Fund
Rel. Sharpe 0.770 · Adj. R2 0.936 · MER 0.58%
0.770
0.761
0.694
0.680
Alpha Architect US Quantitative Value ETF
Rel. Sharpe 0.677 · Adj. R2 0.841 · MER 0.29%
0.677
0.632
State Street Financial Select Sector SPDR ETF
Rel. Sharpe 0.617 · Adj. R2 0.852 · MER 0.08%
0.617
0.599
Fidelity Fundamental Large Cap Growth ETF
Rel. Sharpe 0.549 · Adj. R2 0.939 · MER 0.38%
0.549
Invesco S&P 500 Equal Weight Financials ETF
Rel. Sharpe 0.496 · Adj. R2 0.895 · MER 0.40%
0.496
Top Pair Comparisons
QQQ
QQQM
QQQM
Modeled factor tracking error 0.07%/yr · longer factor history 0.08%/yr · Very close factor fit
99
IWD
VONV
VONV
Modeled factor tracking error 0.10%/yr · longer factor history 0.11%/yr · Very close factor fit
99
IVE
SPYV
SPYV
Modeled factor tracking error 0.12%/yr · longer factor history 0.16%/yr · Very close factor fit
99
IUSV
IVE
IVE
Modeled factor tracking error 0.33%/yr · longer factor history 0.30%/yr · Very close factor fit
98
IUSV
SPYV
SPYV
Modeled factor tracking error 0.42%/yr · longer factor history 0.39%/yr · Very close factor fit
97
IYF
VFH
VFH
Modeled factor tracking error 0.65%/yr · longer factor history 0.66%/yr · Very close factor fit
96
FNCL
IYF
IYF
Modeled factor tracking error 0.69%/yr · longer factor history 0.70%/yr · Very close factor fit
95
IUSV
VONV
VONV
Modeled factor tracking error 0.98%/yr · longer factor history 0.91%/yr · Very close factor fit
93
VLU
VONV
VONV
Modeled factor tracking error 0.83%/yr · longer factor history 0.98%/yr · Very close factor fit
93
IWD
VLU
VLU
Modeled factor tracking error 0.85%/yr · longer factor history 0.98%/yr · Very close factor fit
93
IUSV
IWD
IWD
Modeled factor tracking error 1.01%/yr · longer factor history 0.93%/yr · Very close factor fit
93
MGV
VTV
VTV
Modeled factor tracking error 0.95%/yr · longer factor history 1.11%/yr · Very close factor fit
93
IWX
SPYV
SPYV
Modeled factor tracking error 1.15%/yr · longer factor history 1.16%/yr · Very close factor fit
92
IUSV
VLU
VLU
Modeled factor tracking error 0.96%/yr · longer factor history 1.18%/yr · Very close factor fit
92
IVE
IWX
IWX
Modeled factor tracking error 1.18%/yr · longer factor history 1.20%/yr · Very close factor fit
92
IVE
VONV
VONV
Modeled factor tracking error 1.22%/yr · longer factor history 1.10%/yr · Very close factor fit
92
IVE
IWD
IWD
Modeled factor tracking error 1.26%/yr · longer factor history 1.13%/yr · Very close factor fit
92
SPYV
VLU
VLU
Modeled factor tracking error 1.19%/yr · longer factor history 1.29%/yr · Very close factor fit
91
SPYV
VONV
VONV
Modeled factor tracking error 1.31%/yr · longer factor history 1.14%/yr · Very close factor fit
91
IVE
VLU
VLU
Modeled factor tracking error 1.14%/yr · longer factor history 1.33%/yr · Very close factor fit
91
IWD
SPYV
SPYV
Modeled factor tracking error 1.35%/yr · longer factor history 1.17%/yr · Very close factor fit
91
IUSV
IWX
IWX
Modeled factor tracking error 1.31%/yr · longer factor history 1.35%/yr · Very close factor fit
91
REVS
XLF
XLF
Modeled factor tracking error 1.24%/yr · longer factor history 1.36%/yr · Very close factor fit
91
IMCV
ONEY
ONEY
Modeled factor tracking error 1.06%/yr · longer factor history 1.42%/yr · Very close factor fit
91
IUSV
REVS
REVS
Modeled factor tracking error 1.43%/yr · longer factor history 1.18%/yr · Very close factor fit
90
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