Verified factor-set theme
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.
HML
43 funds · 275 qualifying comparison pairs
Funds in This Factor Set
YieldMax Magnificent 7 Fund of Option Income ETFs
Rel. Sharpe 2.113 · Adj. R2 0.827 · MER 1.12%
2.113
Fidelity Fundamental Large Cap Core ETF
Rel. Sharpe 1.421 · Adj. R2 0.889 · MER 0.38%
1.421
1.393
1.346
State Street SPDR S&P 1500 Value Tilt ETF
Rel. Sharpe 1.170 · Adj. R2 0.909 · MER 0.12%
1.170
1.146
Global X Nasdaq 100 Covered Call & Growth ETF
Rel. Sharpe 1.103 · Adj. R2 0.925 · MER 0.35%
1.103
First Trust Rising Dividend Achievers ETF
Rel. Sharpe 1.078 · Adj. R2 0.929 · MER 0.47%
1.078
Fidelity Enhanced Large Cap Growth ETF
Rel. Sharpe 1.073 · Adj. R2 0.940 · MER 0.18%
1.073
1.064
Marketbeta Russell 1000 Growth Equity ETF
Rel. Sharpe 1.062 · Adj. R2 0.961 · MER 0.12%
1.062
1.050
1.043
1.030
1.019
Invesco S&P 500 Value with Momentum ETF
Rel. Sharpe 1.013 · Adj. R2 0.908 · MER 0.51%
1.013
1.004
0.956
State Street SPDR Portfolio S&P 500 Value ETF
Rel. Sharpe 0.955 · Adj. R2 0.935 · MER 0.04%
0.955
Marketbeta Russell 1000 Value Equity ETF
Rel. Sharpe 0.941 · Adj. R2 0.886 · MER 0.12%
0.941
0.937
0.926
0.902
0.897
0.777
0.754
0.720
0.678
0.557
0.502
YieldMax Universe Fund of Option Income ETFs
Rel. Sharpe -0.356 · Adj. R2 0.752 · MER 1.28%
-0.356
Top Pair Comparisons
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