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
SPLV	Invesco S&P 500 Low Volatility ETF	$8,199,016,000	0.25%	102	74.46%	0.34%	99.99%	25	52	96	52	99
HUSV	First Trust Hrzn MgdVolatil Domestic ETF	$179,739,800	0.70%	76	79.98%	0.88%	99.88%	24	51	97	62	99
DURA	Market Vectors Morningstar Durable Dividend ETF	$40,834,880	0.29%	55	88.46%	0.33%	99.67%	23	68	88	29	98
FTCS	First Trust Capital Strength ETF	$8,010,945,000	0.58%	51	81.82%	0.71%	99.92%	19	49	99	81	97
USMV	iShares MSCI USA Minimum Volatility Index Fund ETF	$31,014,150,000	0.15%	190	63.29%	0.24%	99.84%	21	45	88	59	97
XRLV	Invesco S&P 500ex-Rate SnsvLwVtl ETF	$52,194,080	0.25%	101	74.81%	0.33%	100.00%	23	50	94	60	96
DVOL	First TrustDorseyWrightMomt&LwVolatil ETF	$145,704,600	0.60%	51	87.93%	0.68%	99.79%	27	23	97	76	96
DEF	Invesco - Guggenheim Defensive Equity ETF	$255,957,400	0.53%	102	71.57%	0.74%	99.96%	20	43	92	67	96
FLLV	Franklin Liberty US Low Volatility ETF	$95	0.29%	85	65.92%	0.44%	99.88%	13	47	98	72	95
LGLV	SPDR SSGA US Large Cap Low Volatility Index ETF	$601,871,400	0.12%	135	74.93%	0.16%	99.15%	36	44	82	55	95
FVL	First Trust Value Line 100 Exchange-Traded Fund	$10,145,100,000	0.70%	186	75.03%	0.93%	98.36%	30	77	72	19	95
FVD	First Trust Value Line Dividend Index Fund	$10,145,100,000	0.70%	186	75.03%	0.93%	98.36%	30	77	72	19	95
XMLV	Invesco S&P 400 Low Volatility ETF	$1,750,980,000	0.25%	81	100.00%	0.25%	98.33%	74	62	67	34	95
SPMV	Invesco S&P 500 Minimum Variance Portfolio	$4,410,221	0.10%	95	66.60%	0.15%	100.00%	12	52	91	56	95
PFM	Invesco Dividend Achievers ETF	$512,208,600	0.53%	286	64.23%	0.83%	98.47%	35	56	92	53	94
VIG	Vanguard Dividend Appreciation ETF	$64,460,000,000	0.06%	219	69.89%	0.09%	98.67%	34	44	95	70	94
HDV	iShares High Dividend Equity ETF	$5,958,993,000	0.08%	79	85.66%	0.09%	99.48%	26	83	74	29	94
DIVO	Amplify YieldShares CWP Dividend & Option Income ETF	$197,926,600	0.49%	27	76.85%	0.64%	100.00%	8	65	93	91	94
DGRW	WisdomTree U.S. Quality Dividend Growth ETF	$5,113,272,000	0.28%	300	59.09%	0.47%	98.96%	29	55	98	79	94
DLN	WisdomTree U.S. LargeCap Dividend ETF	$2,594,079,000	0.28%	297	43.98%	0.64%	99.88%	16	62	93	61	93
USLB	Invesco Russell 1000 Low Beta Eq Wgt	$8,724,778	0.35%	394	66.95%	0.52%	100.00%	42	49	75	52	93
QUAL	iShares MSCI USA Quality Factor ETF	$21,140,280,000	0.15%	129	62.18%	0.24%	99.75%	15	37	99	92	92
FLQL	Franklin LibertyQ US Equity ETF	$97	0.15%	256	59.70%	0.25%	99.65%	28	48	99	73	92
HSMV	First Trust Horizon Managed Vol S/M ETF	$14,569,100	0.80%	152	99.95%	0.80%	92.99%	82	67	59	29	92
DTD	WisdomTree U.S. Total Dividend ETF	$811,075,500	0.28%	669	45.44%	0.62%	96.43%	37	64	87	57	91
DGRO	iShares Core Dividend Growth ETF	$15,093,350,000	0.08%	396	52.61%	0.15%	98.14%	32	65	89	70	91
MGV	Vanguard Mega Cap 300 Value ETF	$3,630,000,000	0.07%	151	59.88%	0.12%	99.84%	16	74	77	52	91
XLG	Invesco - Guggenheim (Rydex) Russell Top 50 ETF	$1,696,765,000	0.20%	52	45.93%	0.44%	99.87%	1	31	98	93	91
QUS	SPDR MSCI USA StrategicFactorsSM ETF	$818,016,400	0.15%	623	32.84%	0.46%	99.65%	23	51	88	74	90
DHS	WisdomTree U.S. High Dividend ETF	$753,136,100	0.38%	319	89.13%	0.43%	94.24%	60	85	68	12	90
JKD	iShares Morningstar Large Core Index Fund ETF	$821,173,800	0.20%	73	75.06%	0.27%	99.96%	6	27	90	80	90
JKF	iShares Morningstar Large Value Index Fund ETF	$569,797,500	0.25%	87	72.25%	0.35%	99.83%	15	77	75	54	89
SPHQ	Invesco S&P 500 High Quality Portfolio ETF	$2,406,337,000	0.15%	101	69.32%	0.22%	99.80%	14	30	99	96	88
SMMV	iShares Edge MSCI Min Vol USA Small-Cap	$896,262,200	0.20%	334	99.10%	0.20%	84.51%	83	47	43	17	88
DIA	SPDR Dow Jones Industrial Average ETF Trust	$24,244,220,000	0.16%	31	75.26%	0.21%	99.99%	9	54	85	69	88
FMK	First Trust Mega Cap AlphaDEX Fund	$59,603,720	0.70%	31	75.94%	0.92%	99.88%	10	62	81	58	88
EDOW	First Trust Dow 30 Equal Weight ETF	$59,603,720	0.50%	31	75.94%	0.66%	99.88%	10	62	81	58	88
IWX	iShares Russell Top 200 Value Index Fund ETF	$904,506,900	0.20%	157	57.32%	0.35%	99.96%	15	68	62	43	87
FDL	First Trust Morningstar Dividend Leaders Index Fund	$1,441,794,000	0.45%	96	91.55%	0.49%	97.96%	45	90	65	6	87
EPS	WisdomTree U.S. LargeCap ETF	$457,228,100	0.08%	500	28.25%	0.28%	99.77%	21	59	92	77	86
NOBL	ProShares S&P 500 Aristocrats ETF	$6,401,250,000	0.35%	66	84.50%	0.41%	99.89%	27	58	77	24	86
SUSL	iShares ESG MSCI USA Leaders ETF	$2,865,426,000	0.10%	269	51.16%	0.20%	99.51%	19	30	91	82	86
VYM	Vanguard High Dividend Yield ETF	$39,920,000,000	0.06%	421	66.23%	0.09%	97.75%	46	78	69	41	86
VOOG	Vanguard S&P 500 Growth ETF	$4,880,000,000	0.10%	287	28.86%	0.35%	99.88%	9	20	97	95	85
MGC	Vanguard Mega Cap 300 ETF	$3,490,000,000	0.07%	238	15.48%	0.45%	99.83%	6	34	89	87	85
SMDV	ProShares Russell 2000 Dividend Growers ETF	$564,475,200	0.41%	75	100.00%	0.41%	93.72%	90	82	54	13	85
REGL	ProShares S&P MidCap 400 Dividend Arst ETF	$726,250,200	0.41%	51	100.00%	0.41%	98.63%	74	74	67	12	84
VTV	Vanguard Value ETF	$96,870,000,000	0.04%	335	52.95%	0.08%	99.90%	28	75	68	47	84
VOOV	Vanguard S&P 500 Value ETF	$1,730,000,000	0.10%	392	43.71%	0.23%	99.76%	29	75	64	38	84
VOO	Vanguard S&P 500 ETF	$637,050,000,000	0.03%	516	0.00%	0.00%	99.80%	16	40	87	80	84
USSG	XtrackersMSCI USA ESG Leaders Equity ETF	$3,091,309,000	0.10%	269	51.31%	0.19%	99.74%	18	29	89	79	84
SPY	SPDR S&P 500 ETF Trust	$323,528,300,000	0.09%	506	0.00%	0.00%	99.77%	16	40	87	80	84
IVV	iShares Core S&P 500 Index Fund ETF	$231,489,500,000	0.03%	510	0.00%	0.00%	99.76%	16	40	87	80	84
EFIV	SPDR- S&P 500- ESG ETF	$91,047,340	0.10%	298	25.63%	0.39%	99.68%	11	40	91	89	83
SPYX	SPDR S&P 500 Fossil Fuel Reserves Free ETF	$877,426,700	0.20%	492	4.16%	4.80%	99.74%	15	40	88	83	83
XSLV	Invesco S&P 600 Low Volatility ETF	$1,500,150,000	0.25%	121	100.00%	0.25%	91.47%	92	62	41	26	83
SNPE	XtrackersS&P 500 ESG ETF	$408,281,300	0.10%	297	26.84%	0.37%	99.74%	11	39	91	89	83
OEF	iShares S&P 100 Index Fund ETF	$6,893,675,000	0.20%	105	35.58%	0.56%	99.84%	3	33	91	92	83
NULV	NuShares ESG Large-Cap Value ETF	$712,306,000	0.35%	152	79.91%	0.44%	99.75%	31	67	61	32	83
JOET	Virtus Terranova U.S. Quality Momentum ETF	$89,107,580	0.29%	127	72.61%	0.40%	99.85%	22	24	97	90	82
PWV	Invesco Dynamic LargeCap Value ETF	$667,313,000	0.56%	51	83.88%	0.67%	99.98%	18	86	79	76	82
DJD	Invesco - Guggenheim Dow Jones Indl Avg Div ETF	$126,488,900	0.07%	28	83.15%	0.08%	100.00%	13	84	63	41	82
AFLG	First Trust Active Factor Large Cap ETF	$4,517,775	0.55%	269	48.31%	1.14%	99.89%	18	52	88	79	82
JUST	Goldman Sachs JUST US Large Cap Eq ETF	$193,822,800	0.20%	458	15.27%	1.31%	99.88%	18	41	85	83	81
IWL	iShares Russell Top 200 Index Fund ETF	$852,995,300	0.15%	198	19.58%	0.77%	99.84%	5	31	86	88	81
XVV	iShares- ESG Screened S&P 500 ETF	$6,942,845	0.08%	458	10.49%	0.76%	99.75%	14	35	89	87	81
SYE	SPDR MFS Systematic Core Equity ETF	$19,866,970	0.60%	51	66.26%	0.91%	99.86%	6	55	84	90	81
SPMO	Invesco S&P 500 Momentum Portfolio	$70,962,060	0.13%	100	62.13%	0.21%	100.00%	8	17	98	99	81
MMTM	SPDR S&P 1500 Momentum Tilt ETF	$83,780,540	0.12%	1,357	26.32%	0.46%	96.84%	37	24	95	93	80
MGK	Vanguard Mega Cap 300 Growth ETF	$10,020,000,000	0.07%	105	51.63%	0.14%	99.72%	2	14	96	97	80
HIPR	Direxion Direxion High Growth ETF	$7,524,782	0.40%	91	56.02%	0.71%	99.85%	2	26	96	95	80
CATH	Global X S&P 500 Catholic Values ETF	$455,484,200	0.29%	457	16.75%	1.73%	99.73%	18	41	84	79	80