Highest Momentum ETFs

Momentum exposure measures how well a fund's holdings have performed. We measure both price momentum (how much the stocks have gone up relative to their peers) and fundamental momentum (how fast their underlying businesses have been growing). To measure price momentum, we use the 12-1 return, which is a stock's return in the past 12 months, excluding the most recent month. The most recent month is excluded because short-term momentum often tends to reverse, so excluding it provides a better momentum signal.

ETFs with Most Momentum Factor Exposure

Ticker Total
Assets
Expense
Ratio
Total
Holdings
QMOM $92,460,000 0.49% 51
DWAS $628,521,800 0.60% 202
DWMC $9,511,813 1.32% 165
VFMO $118,470,000 0.13% 702
EOPS $73,837,240 1.95% 74
AADR $80,006,930 1.10% 37
OMFS $104,132,500 0.39% 1,107
PDP $2,167,982,000 0.62% 102
MTUM $13,697,600,000 0.15% 129
FFTY $243,739,100 0.80% 51
GLRY $40,600,090 0.85% 41
DVLU $27,474,210 0.60% 52
BOUT $14,801,550 0.80% 41
IVDG $1,340,000 0.59% 41
XMVM $244,760,100 0.39% 81
XSVM $356,731,300 0.39% 120
OMFL $1,559,826,000 0.29% 667
SLT $7,053,212 0.60% 101
FYC $368,077,800 0.71% 263
AFSM $2,599,939 0.77% 332
PWC $128,813,900 0.58% 101
PSCD $134,760,100 0.29% 88
XSMO $171,892,400 0.39% 114
USVM $278,761,500 0.25% 525
VFMF $91,850,000 0.19% 571
PSC $1,584,093,000 0.38% 517
RZV $388,154,900 0.35% 167
EQRR $7,955,662 0.35% 51
FEVR $39,136,790 0.85% 42
FDMO $123,811,200 0.29% 123
FAD $240,609,000 0.63% 676
FTC $1,286,071,000 0.60% 188
AVUV $1,525,320,000 0.25% 673
AIEQ $166,361,300 0.80% 140
SYLD $278,535,200 0.59% 101
SVAL $105,444,300 0.20% 284
SPHB $2,053,464,000 0.25% 101
DWEQ $80,997,540 1.03% 42
DDIV $36,760,560 0.60% 51
PAVE $4,412,419,000 0.47% 100
LOPX $5,046,795 0.50% 51
AFMC $1,278,235 0.65% 275
CALF $430,131,200 0.59% 101
DFAT $5,732,142,000 0.34% 1,489
MLPA $921,225,500 0.46% 21
IWC $1,494,755,000 0.60% 1,287
QCLN $2,479,037,000 0.60% 54
SENT $74,812,470 1.12% 97
VIOV $1,530,000,000 0.15% 477
SMLF $991,457,900 0.30% 499
PLTL $6,224,674 0.19% 542
NIFE $10,840,430 0.50% 52
FSMO $23,625,600 0.64% 223
FNY $456,127,600 0.70% 227
HELX $17,926,850 0.50% 51
IJS $7,688,543,000 0.18% 533
ENTR $133,942,300 0.49% 69
IQM $9,668,475 0.50% 62
RZG $141,530,600 0.35% 126
RWJ $710,211,100 0.39% 596
SLYV $3,991,288,000 0.15% 478
STSB $8,273,781 0.35% 802
ULVM $396,003,100 0.20% 201
SMLE $10,219,320 0.15% 401
SPVM $38,944,350 0.39% 101
RFV $190,768,700 0.35% 101
ONEO $310,178,500 0.20% 910
FYX $912,017,200 0.61% 526
SPSM $4,160,967,000 0.05% 619
VIOO $3,550,000,000 0.10% 605
XJR $14,122,860 0.12% 634
XMHQ $276,405,100 0.25% 81
IJR $60,626,440,000 0.06% 681
DFAS $3,840,559,000 0.34% 2,000
SLY $1,816,860,000 0.15% 605
QQQN $134,349,200 0.18% 54
MMTM $83,393,340 0.12% 1,438
JOET $91,510,190 0.29% 127
IWO $11,479,430,000 0.24% 1,177
DVOL $128,149,400 0.60% 51
GSSC $389,552,000 0.20% 1,439
VTWG $1,520,000,000 0.15% 1,219
FNX $1,031,292,000 0.60% 453
FXR $1,813,073,000 0.64% 132
LOUP $83,924,260 0.70% 30
PWB $775,090,200 0.56% 51
RPV $2,966,411,000 0.35% 121
RWK $409,280,300 0.39% 397
PFFD $805,509,200 0.23% 265
MDYV $1,638,212,000 0.15% 312
IJJ $8,607,114,000 0.18% 313
FXD $1,971,539,000 0.63% 123
Performance Disclaimer: Returns presented on Validea.com are model returns and do not represent actual trading. As a result, they do not incorporate any commissions or other trading costs or fees. Model portfolios with inception dates on or after 12/30/2005 include a combination of back tested and live model returns. The back-tested performance results shown are hypothetical and are not the result of real-time management of actual accounts. The back-testing of performance differs from actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Back-tested returns are presented to provide general information regarding how the underlying strategy behind the portfolio performed in our historical testing. A back-tested strategy has the benefit of hindsight and the results do not reflect the impact that material economic or market factors may have had on advisor's decision-making if actual client assets were being managed using this approach. The model portfolios offered on Validea are concentrated and as a result they will exhibit high levels of volatility and their performance can be substantially impacted by the performance of individual positions.

Optimal portfolios presented on Validea.com represent the rebalancing period that has led to the best historical performance for each of our equity models. Each optimal portfolio was determined after the fact with performance information that was not available at portfolio inception. As a result, an investor could not have invested in the optimal portfolio since its inception. Optimal portfolios are presented to allow investors to quickly determine the portfolio size and rebalancing period that has performed best for each of our models in our historical testing.

Both the model portfolio and benchmark returns presented for all equity portfolios on Validea.com are not inclusive of dividends. Returns for our ETF portfolios and trend following system, and the benchmarks they are compared to, are inclusive of dividends. The S&P 500 is presented as a benchmark because it is the most widely followed benchmark of the overall US market and is most often used by investors for return comparison purposes. As with any investment strategy, there is potential for profit as well as the possibility of loss and investors may incur a loss despite a past history of gains. Past performance does not guarantee future results. Results will vary with economic and market conditions.