Validea: ETFs with Most Low Volatility Factor Exposure

Low Volatility ETFs

It can seem counterintuitive to many investors, but stocks that are less volatile than their counterparts have historically produced comparable or better returns. This means that on a riskadjusted basis, low volatility stocks have been superior investments. We measure low volatility in two ways. The standard deviation measures the volatility of each of the fund's holdings on a standalone basis. Beta also accounts for a stock's correlation with other stocks. The combined score uses both metrics. Since we are measuring low volatility, funds with high scores for this factor will be the least volatile.

ETFs with Most Low Volatility Factor Exposure

Ticker	ETF Name	Total Assets	Expense Ratio	Total Holdings	Active Share vs. S&P 500	Active Fee	Active Share vs. Russell 2000	Size Exposure	Value Exposure	Quality Exposure	Momentum Exposure	Low Volatility Exposure
DURA	Market Vectors Morningstar Durable Dividend ETF	$32,927,920	0.29%	54	87.98%	0.33%	99.46%	22	60	82	41	98
SPLV	Invesco S&P 500 Low Volatility ETF	$9,158,078,000	0.25%	102	74.00%	0.34%	99.94%	22	40	91	60	98
SPMV	Invesco S&P 500 Minimum Variance Portfolio	$4,848,448	0.10%	95	65.87%	0.15%	99.98%	13	40	88	67	97
USMV	iShares MSCI USA Minimum Volatility Index Fund ETF	$33,566,710,000	0.15%	199	61.23%	0.24%	99.76%	21	38	83	66	97
FTCS	First Trust Capital Strength ETF	$51,881,020	0.58%	51	83.46%	0.69%	100.00%	22	45	99	74	97
LGLV	SPDR SSGA US Large Cap Low Volatility Index ETF	$661,887,200	0.12%	134	74.67%	0.16%	99.02%	33	37	75	63	96
DIVO	Amplify YieldShares CWP Dividend & Option Income ETF	$106,530,200	0.49%	27	75.52%	0.65%	99.97%	8	57	95	92	96
DEF	Invesco - Guggenheim Defensive Equity ETF	$307,428,400	0.55%	102	69.57%	0.79%	99.78%	18	38	93	72	96
VFMV	Vanguard U.S. Minimum Volatility ETF	$74,130,000	0.13%	509	75.17%	0.17%	97.53%	29	38	87	64	96
VSDA	VictoryShares Dividend Accelerator ETF	$260,493,500	0.35%	76	80.37%	0.44%	99.44%	21	41	97	77	95
XRLV	Invesco S&P 500ex-Rate SnsvLwVtl ETF	$68,824,440	0.25%	102	71.24%	0.35%	100.00%	18	38	89	70	95
FLLV	Franklin Liberty US Low Volatility ETF	$110,582,900	0.29%	83	65.14%	0.45%	99.83%	12	41	92	64	95
HDV	iShares High Dividend Equity ETF	$5,313,446,000	0.08%	78	86.31%	0.09%	99.69%	25	78	71	27	94
JMIN	JPMorgan US Minimum Volatility ETF	$48,101,740	0.12%	233	68.71%	0.17%	99.80%	34	50	64	44	94
PFM	Invesco Dividend Achievers ETF	$408,892,300	0.53%	286	63.99%	0.83%	98.66%	34	50	93	62	94
QDEF	FlexShares Quality Dividend Defensive	$353,655,200	0.37%	134	74.58%	0.50%	98.95%	23	62	89	62	94
XMLV	Invesco S&P 400 Low Volatility ETF	$2,039,714,000	0.25%	81	100.00%	0.25%	98.14%	72	55	66	32	94
VSMV	VictoryShares US Mult-Fctr Mnmm Vltl ETF	$147,852,600	0.35%	62	83.37%	0.42%	99.69%	24	72	97	67	94
USMC	Principal US Mega-Cap Multi-Factor ETF	$1,562,573,000	0.12%	43	53.72%	0.22%	99.69%	4	33	96	90	93
USLB	Invesco Russell 1000 Low Beta Eq Wgt	$9,817,632	0.35%	359	64.83%	0.54%	99.83%	37	43	69	55	93
VIG	Vanguard Dividend Appreciation ETF	$57,540,000,000	0.06%	219	69.52%	0.09%	98.75%	32	36	96	74	93
MGV	Vanguard Mega Cap 300 Value ETF	$3,040,000,000	0.07%	159	60.50%	0.12%	99.79%	16	69	74	61	92
GARD	Reality Shares DIVCON DIVIDEND GUARD ETF	$10,118,090	1.58%	56	84.25%	1.88%	99.76%	22	19	99	93	92
FLQL	Franklin LibertyQ US Equity ETF	$1,220,088,000	0.15%	251	58.57%	0.26%	99.83%	26	39	98	78	92
PWV	Invesco Dynamic LargeCap Value ETF	$635,133,400	0.56%	51	83.47%	0.67%	100.00%	18	80	85	61	92
PSET	Principal Price Setters Index ETF	$23,849,570	0.15%	150	73.03%	0.21%	99.64%	25	22	99	91	91
DHS	WisdomTree U.S. High Dividend ETF	$697,433,700	0.38%	294	85.26%	0.45%	96.93%	55	75	68	22	91
JKD	iShares Morningstar Large Core Index Fund ETF	$768,791,900	0.20%	83	69.61%	0.29%	99.93%	7	25	94	88	91
IWX	iShares Russell Top 200 Value Index Fund ETF	$763,050,800	0.20%	157	57.44%	0.35%	99.93%	15	62	67	50	90
LEAD	Reality Shares DIVCON LEADERS DIVIDEND ETF	$36,153,110	0.43%	56	84.21%	0.51%	99.76%	23	18	99	94	90
DGRW	WisdomTree U.S. Quality Dividend Growth ETF	$3,287,492,000	0.28%	266	58.85%	0.48%	99.47%	25	43	97	76	90
VYM	Vanguard High Dividend Yield ETF	$34,280,000,000	0.06%	420	66.61%	0.09%	97.99%	45	72	70	46	89
DLN	WisdomTree U.S. LargeCap Dividend ETF	$2,171,166,000	0.28%	279	40.30%	0.69%	99.71%	15	57	82	65	89
DGRO	iShares Core Dividend Growth ETF	$12,087,440,000	0.08%	422	50.98%	0.16%	98.14%	32	61	81	69	88
DIA	SPDR Dow Jones Industrial Average ETF Trust	$22,955,170,000	0.16%	31	74.50%	0.21%	99.99%	9	48	85	72	88
QUS	SPDR MSCI USA StrategicFactorsSM ETF	$765,937,700	0.15%	598	32.87%	0.46%	99.65%	22	43	86	76	88
XLG	Invesco - Guggenheim (Rydex) Russell Top 50 ETF	$1,563,455,000	0.20%	52	44.37%	0.45%	99.83%	2	22	97	95	87
JQUA	JPMorgan US Quality Factor ETF	$376,841,700	0.12%	241	54.08%	0.22%	99.82%	20	34	98	87	87
JKF	iShares Morningstar Large Value Index Fund ETF	$462,830,700	0.25%	79	77.70%	0.32%	99.85%	16	79	67	41	87
EDOW	First Trust Dow 30 Equal Weight ETF	$399,001	0.50%	31	77.56%	0.64%	100.00%	10	73	72	51	86
VTV	Vanguard Value ETF	$82,660,000,000	0.04%	341	53.93%	0.07%	99.82%	27	70	65	55	86
VOOV	Vanguard S&P 500 Value ETF	$1,370,000,000	0.10%	396	44.33%	0.23%	99.88%	28	69	59	43	86
SPYV	SPDR Portfolio S&P 500 Value ETF	$5,385,519,000	0.04%	388	44.35%	0.09%	99.78%	28	70	60	44	86
QUAL	iShares MSCI USA Quality Factor ETF	$19,365,570,000	0.15%	128	64.78%	0.23%	99.47%	17	24	99	91	86
RFDA	RiverFront Dynamic US Dividend Advantage ETF	$131,389,900	0.52%	83	62.28%	0.83%	98.87%	9	39	96	88	85
IOO	iShares S&P Global 100 Index Fund ETF	$2,088,740,000	0.40%	117	62.76%	0.64%	99.58%	2	34	94	92	85
SPHQ	Invesco S&P 500 High Quality Portfolio ETF	$2,245,545,000	0.15%	102	67.79%	0.22%	99.90%	13	26	98	96	85
DTD	WisdomTree U.S. Total Dividend ETF	$690,820,200	0.28%	684	40.70%	0.69%	97.02%	34	60	77	61	85
DJD	Invesco - Guggenheim Dow Jones Indl Avg Div ETF	$79,073,900	0.07%	28	82.53%	0.08%	99.98%	12	79	68	46	85
IVE	iShares S&P 500 Value Index Fund ETF	$15,357,100,000	0.18%	390	45.60%	0.39%	99.81%	29	69	61	42	84
OEF	iShares S&P 100 Index Fund ETF	$6,709,839,000	0.20%	105	34.63%	0.58%	99.76%	3	28	95	93	84
NULV	NuShares ESG Large-Cap Value ETF	$546,197,100	0.35%	167	81.29%	0.43%	99.88%	34	64	63	26	84
NOBL	ProShares S&P 500 Aristocrats ETF	$6,288,994,000	0.35%	66	84.31%	0.42%	99.90%	26	52	73	32	84
USSG	Deutsche X-Trackers MSCI USA ESG Leaders Eq ETF	$2,526,503,000	0.10%	289	49.17%	0.20%	99.60%	20	28	91	80	83
SUSL	iShares ESG MSCI USA Leaders ETF	$2,489,014,000	0.10%	290	49.11%	0.20%	99.31%	20	29	92	81	83
QLC	FlexShares US Quality Large Cap ETF	$56,812,480	0.32%	146	66.02%	0.48%	99.83%	18	54	82	86	83
SMMV	iShares Edge MSCI Min Vol USA Small-Cap	$837,876,000	0.20%	367	99.53%	0.20%	81.99%	85	55	45	18	82
QDF	FlexShares Quality Dividend	$1,071,798,000	0.37%	127	77.93%	0.47%	99.09%	27	63	90	65	82
ADME	Aptus Drawdown-Managed Equity ETF	$171,321,000	0.81%	66	53.16%	1.52%	99.76%	5	16	94	96	82
MGC	Vanguard Mega Cap 300 ETF	$3,090,000,000	0.07%	246	14.75%	0.47%	99.64%	6	26	86	89	82
XSLV	Invesco S&P 600 Low Volatility ETF	$1,610,628,000	0.25%	119	100.00%	0.25%	91.15%	92	65	44	27	81
IUSV	iShares Core US Value ETF	$6,546,611,000	0.04%	686	46.09%	0.09%	97.77%	44	69	59	41	81
PWB	Invesco Dynamic LargeCap Growth ETF	$745,449,700	0.56%	51	72.35%	0.77%	99.80%	11	11	98	99	81
SCHV	Schwab U.S. Large-Cap Value ETF	$6,651,760,000	0.04%	422	58.27%	0.07%	99.85%	35	67	69	50	81
SPYX	SPDR S&P 500 Fossil Fuel Reserves Free ETF	$655,698,700	0.20%	490	2.51%	7.96%	99.62%	14	33	86	85	81
VOO	Vanguard S&P 500 ETF	$573,850,000,000	0.03%	518	0.00%	0.00%	99.70%	14	34	85	83	80
SPY	SPDR S&P 500 ETF Trust	$290,468,200,000	0.09%	506	0.00%	0.00%	99.67%	14	34	85	83	80
SPLG	SPDR Portfolio S&P 500 ETF	$6,622,267,000	0.03%	508	1.74%	1.72%	99.63%	14	35	84	84	80
PTLC	Pacer Trendpilot 750 ETF	$1,843,979,000	0.60%	506	1.95%	30.75%	99.60%	14	35	85	84	80
PBP	Invesco S&P 500 BuyWrite Portfolio ETF	$186,949,100	0.49%	507	1.69%	28.99%	99.61%	14	34	84	83	80
IWL	iShares Russell Top 200 Index Fund ETF	$831,371,400	0.15%	198	18.64%	0.80%	99.76%	5	24	88	90	80
IVV	iShares Core S&P 500 Index Fund ETF	$212,544,500,000	0.03%	509	0.00%	0.00%	99.62%	14	34	85	83	80