Multi-Factor ETFs

Last Updated: 7/26/2022

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
VSMV $119,917,000 0.35% 80
USMF $141,247,700 0.28% 200
WBIT $75,778,140 0.89% 143
WBIL $79,999,740 1.23% 153
AMER $3,923,434 0.49% 65
DEUS $137,843,500 0.17% 844
AFLG $4,692,818 0.55% 237
STLC $6,099,551 0.25% 260
STMB $8,470,973 0.30% 429
SIXH $256,761,600 0.84% 51
SIXA $155,538,700 0.82% 50
QARP $10,128,060 0.19% 376
MFUS $96,387,890 0.29% 848
KLCD $52,323,880 0.42% 129
IUS $129,323,200 0.19% 546
HLGE $22,529,700 0.44% 328
HDV $12,204,800,000 0.08% 81
FDL $2,975,669,000 0.45% 101
VYM $43,682,290,000 0.06% 445
DJD $213,604,500 0.07% 28
EGIS $21,966,990 0.75% 37
FLRG $14,659,030 0.29% 101
JKF $714,257,500 0.25% 542
ILCV $714,257,500 0.04% 542
OSCV $141,441,100 0.79% 88
SCHD $34,407,650,000 0.06% 104
SYE $16,539,470 0.60% 51
MGV $5,311,595,000 0.07% 300
SPMO $71,733,080 0.13% 102
PWV $690,646,600 0.58% 51
IWX $1,339,127,000 0.20% 159
FVAL $505,964,500 0.29% 125
FCTR $344,059,500 0.65% 177
VTV $93,535,480,000 0.04% 351
ULVM $274,973,700 0.20% 192
DTD $999,958,000 0.28% 639
DLN $3,278,934,000 0.28% 299
DIVZ $55,789,380 0.65% 31
DIVO $1,436,592,000 0.55% 27
DHS $1,108,288,000 0.38% 312
JPUS $486,732,700 0.18% 366
OMFS $139,431,000 0.39% 607
ROUS $378,637,600 0.19% 363
RESP $84,068,500 0.28% 301
STLV $6,585,913 0.25% 211
PY $165,744,000 0.15% 83
QDIV $57,730,200 0.20% 88
DFAC $14,386,840,000 0.19% 2,563
WBIF $70,028,300 1.25% 157
VOOV $2,801,761,000 0.10% 900
FDVV $1,214,803,000 0.29% 116
HDIV $5,208,765 0.75% 100
CFA $556,383,400 0.35% 501
AVUS $2,256,763,000 0.15% 2,223
FCPI $270,380,700 0.29% 102
QDF $1,563,623,000 0.37% 127
JVAL $555,298,600 0.12% 329
SPYV $12,263,470,000 0.04% 449
SCHV $8,701,626,000 0.04% 534
RWL $1,304,402,000 0.39% 505
RVRS $77,149,060 0.29% 36
QLC $142,906,800 0.32% 181
NULV $1,465,804,000 0.25% 103
EPS $586,898,200 0.08% 502
IVE $22,882,400,000 0.18% 450
IUSV $11,219,780,000 0.04% 747
GLRY $25,365,400 0.80% 34
DUSA $301,737,300 0.62% 28
FEX $1,059,055,000 0.59% 376
WBIY $125,474,800 0.70% 186
VFQY $92,700,000 0.13% 708
VONV $5,724,415,000 0.08% 1,698
FNDB $405,377,900 0.25% 1,715
CFO $879,074,000 0.35% 503
AUSF $165,779,900 0.27% 172
JPME $242,054,900 0.24% 377
PVAL $595,631 0.55% 47
PRF $5,474,918,000 0.39% 1,010
SSPY $99,631,190 0.30% 503
QSY $76,112,130 0.38% 145
QDYN $16,661,540 0.37% 134
ONEV $535,233,800 0.20% 477
AMCA $3,227,886 0.15% 385
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.