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
XSMO $172,143,900 0.39% 119
QMOM $92,460,000 0.49% 51
DWAS $614,091,500 0.60% 201
DWMC $9,814,001 1.32% 162
FFTY $240,817,500 0.80% 51
AADR $72,990,420 1.10% 38
XMMO $920,908,700 0.34% 80
VFMO $118,470,000 0.13% 808
OMFS $103,110,700 0.39% 1,099
BOUT $13,251,240 0.80% 42
FYC $346,142,700 0.71% 263
EOPS $79,919,500 1.95% 66
SPMO $78,261,090 0.13% 102
MTUM $14,509,400,000 0.15% 129
IVDG $1,339,973 0.59% 45
SLT $6,367,631 0.60% 101
PWC $123,026,400 0.58% 101
FAD $241,035,100 0.63% 676
FNY $435,373,700 0.70% 227
DWEQ $79,443,380 1.03% 43
RZV $386,982,800 0.35% 165
DVLU $25,409,010 0.60% 51
GLRY $50,613,440 0.85% 41
USVM $295,340,000 0.25% 523
FTC $1,218,463,000 0.60% 188
SENT $69,252,390 1.12% 98
PDP $2,168,004,000 0.62% 101
IQM $86 0.50% 67
AFSM $2,631,261 0.77% 318
XSVM $356,706,100 0.39% 117
VFMF $91,850,000 0.19% 584
SQEW $111,023,300 0.75% 101
DDIV $39,465,800 0.60% 51
ACTV $111,023,300 0.75% 101
HELX $89 0.50% 55
LSAT $111,023,300 0.99% 101
LSAF $111,023,300 0.75% 101
IWC $1,494,755,000 0.60% 1,287
SPHB $2,050,574,000 0.25% 99
OMFL $1,558,288,000 0.29% 666
FDMO $114,601,900 0.29% 127
AVUV $1,734,683,000 0.25% 678
DFAT $5,667,598,000 0.34% 1,489
FCPI $62,499,410 0.29% 101
EQRR $7,955,662 0.35% 51
PSC $1,583,933,000 0.38% 510
PLTL $6,306,131 0.19% 534
NIFE $10,840,430 0.50% 52
XMVM $244,679,200 0.39% 81
SYLD $302,855,100 0.59% 103
SVAL $109,378,500 0.20% 286
STSB $8,273,781 0.35% 802
LOPX $4,907,706 0.50% 51
ENTR $133,942,300 0.49% 69
FEVR $57,182,480 0.85% 39
FSMO $23,542,380 0.64% 191
CALF $477,813,100 0.59% 101
AFMC $1,255,030 0.65% 253
RPV $2,965,487,000 0.35% 118
SLYV $3,995,254,000 0.15% 480
IJS $7,484,393,000 0.18% 543
ULVM $368,409,800 0.20% 196
VIOV $1,530,000,000 0.15% 960
IGE $436,934,600 0.46% 109
SFYF $25,767,740 0.29% 51
RFV $190,671,400 0.35% 102
QVAL $204,790,000 0.49% 51
AIEQ $168,671,000 0.80% 107
RWJ $709,200,500 0.39% 599
SMLF $1,020,540,000 0.30% 490
SMLE $10,442,020 0.15% 396
XSHQ $37,145,090 0.29% 119
SPSM $4,147,322,000 0.05% 616
XJR $14,489,340 0.12% 626
SLY $1,809,842,000 0.15% 605
DFAS $3,796,448,000 0.34% 2,000
BFOR $2,657,809 0.70% 411
PAVE $4,407,225,000 0.47% 100
LOUP $83,924,260 0.70% 30
IJR $61,149,480,000 0.06% 682
VIOO $3,550,000,000 0.10% 607
TUSA $21,356,050 0.70% 1,202
SPVM $38,946,700 0.39% 101
PSCD $134,909,800 0.29% 86
GSSC $421,164,800 0.20% 1,395
FNX $1,028,470,000 0.60% 452
FDM $160,110,300 0.60% 215
EES $595,072,800 0.38% 681
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.