Multi-Factor ETFs

Our combined factor score ranks all ETFs using a combination of value, momentum, quality, and low volatility. The stocks with the highest scores and the greatest consistency across the factors will receive the best rankings.

ETFs with Most Multi-Factor Exposure

Ticker Total
Assets
Expense
Ratio
Total
Holdings
MIDF $5,580,474 0.25% 89
LSAT $110,162,200 0.99% 102
LSAF $110,162,200 0.75% 102
DEUS $210,827,100 0.17% 840
ACTV $110,162,200 0.75% 102
DUSA $316,764,100 0.62% 26
WBIT $75,778,140 0.89% 143
WBIL $79,999,740 1.23% 153
STMB $8,470,973 0.30% 429
STLC $6,099,551 0.25% 260
SQEW $110,162,200 0.75% 102
RDVY $5,665,349,000 0.50% 51
QSY $66,341,500 0.38% 128
USMF $135,831,000 0.28% 201
USEQ $2,666,223 0.29% 634
KLCD $51,872,150 0.42% 129
JVAL $743,831,900 0.12% 350
AFLG $3,872,483 0.55% 243
PKW $2,075,507,000 0.62% 106
LRGF $1,189,530,000 0.20% 155
FSMD $60,374,210 0.29% 574
PAVE $4,262,720,000 0.47% 99
OSCV $141,441,100 0.79% 88
AVUS $1,437,974,000 0.15% 2,082
SYE $16,539,470 0.60% 51
VFQY $92,700,000 0.13% 787
PWV $743,232,900 0.56% 52
VALQ $239,787,500 0.29% 246
FCPI $57,926,370 0.29% 101
BFOR $2,569,103 0.70% 410
ONEO $309,681,000 0.20% 907
FLQS $18,351,270 0.35% 488
DFAC $12,531,030,000 0.19% 2,519
JPME $240,143,200 0.24% 378
RESP $84,068,500 0.28% 301
VFLQ $51,460,000 0.13% 812
WBIF $70,028,300 1.25% 157
XMHQ $275,865,800 0.25% 78
PY $47,542,620 0.15% 118
FXR $1,743,122,000 0.64% 132
DGRS $199,482,000 0.38% 215
MMTM $83,364,910 0.12% 1,440
PQLC $14,429,390 0.17% 281
MFUS $81,134,870 0.30% 910
FEX $1,175,791,000 0.59% 376
KSCD $33,083,620 0.52% 50
QDIV $9,355,535 0.20% 76
SIXH $237,978,700 0.87% 50
TPSC $51,780,410 0.52% 466
WBIY $125,474,800 0.70% 186
VLU $212,145,700 0.12% 1,427
TILT $1,709,709,000 0.25% 2,161
TTAC $195,336,500 0.59% 134
QLC $136,717,100 0.32% 166
SPMO $78,189,780 0.13% 101
RVRS $77,149,060 0.29% 36
CSF $79,113,020 0.38% 492
CSA $31,438,060 0.35% 492
PLRG $131,619,000 0.15% 476
SDVY $193,806,000 0.60% 101
RAFE $20,418,880 0.30% 284
PVAL $612,057 0.55% 42
ULVM $377,056,300 0.20% 196
SIXA $158,527,200 0.86% 49
PEXL $2,169,994 0.60% 101
DEEP $48,895,880 0.80% 100
AMCA $3,227,886 0.15% 385
AFMC $1,259,854 0.65% 252
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.