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	$8,124,948,000	0.15%	103	72.51%	0.21%	99.95%	23	39	88	57	97
USMV	iShares MSCI USA Minimum Volatility Index Fund ETF	$33,131,040,000	0.15%	199	59.87%	0.25%	99.78%	21	33	86	67	97
VFMV	Vanguard U.S. Minimum Volatility ETF	$90,390,000	0.13%	151	80.93%	0.16%	96.63%	55	36	77	56	96
XMLV	Invesco S&P 400 Low Volatility ETF	$2,142,147,000	0.25%	79	100.00%	0.25%	97.71%	72	51	64	48	96
LGLV	SPDR SSGA US Large Cap Low Volatility Index ETF	$645,896,300	0.12%	134	74.08%	0.16%	98.93%	35	32	73	63	96
CFO	VictoryShares US 500 Enh Vol Wtd ETF	$724,709,000	0.35%	503	70.19%	0.50%	99.75%	46	91	98	94	95
DEF	Invesco - Guggenheim Defensive Equity ETF	$261,437,700	0.55%	102	66.44%	0.83%	99.85%	17	25	89	71	95
FDLO	Fidelity Low Volatility Factor ETF	$326,010,800	0.29%	130	53.12%	0.55%	99.07%	12	28	95	75	95
XRLV	Invesco S&P 500ex-Rate SnsvLwVtl ETF	$74,272,460	0.25%	102	71.89%	0.35%	100.00%	20	40	84	58	95
VSMV	VictoryShares US Mult-Fctr Mnmm Vltl ETF	$155,561,600	0.35%	62	82.75%	0.42%	99.75%	22	70	96	67	94
USMC	Principal US Mega-Cap Multi-Factor ETF	$1,462,523,000	0.12%	43	53.62%	0.22%	99.68%	5	33	95	89	94
SPMV	Invesco S&P 500 Minimum Variance Portfolio	$5,892,641	0.10%	104	65.58%	0.15%	100.00%	14	41	77	62	94
DIVO	Amplify YieldShares CWP Dividend & Option Income ETF	$35,779,500	0.49%	31	73.59%	0.67%	100.00%	7	56	91	88	94
FVD	First Trust Value Line Dividend Index Fund	$8,304,577,000	0.70%	189	73.73%	0.95%	97.74%	30	73	65	35	94
FVL	First Trust Value Line 100 Exchange-Traded Fund	$32,319,960	0.70%	100	75.22%	0.93%	99.33%	23	31	87	74	93
PFM	Invesco Dividend Achievers ETF	$322,777,600	0.54%	291	62.12%	0.87%	98.59%	33	47	90	61	93
VSDA	VictoryShares Dividend Accelerator ETF	$215,657,900	0.35%	77	79.90%	0.44%	99.44%	23	39	98	81	93
VIG	Vanguard Dividend Appreciation ETF	$41,619,270,000	0.06%	232	69.43%	0.09%	98.60%	33	34	95	72	92
DURA	Market Vectors Morningstar Durable Dividend ETF	$29,950,110	0.29%	57	85.69%	0.34%	99.79%	21	66	76	48	92
DFND	Reality Shares DIVCON DIVIDEND DEFENDER ETF	$32,221,140	1.44%	72	85.27%	1.69%	99.70%	30	76	97	98	92
FLQL	Franklin LibertyQ US Equity ETF	$1,086,105,000	0.15%	126	59.58%	0.25%	99.68%	16	33	98	84	92
FLLV	Franklin Liberty US Low Volatility ETF	$89,822,620	0.29%	78	66.28%	0.44%	99.83%	13	36	88	63	92
HDV	iShares High Dividend Equity ETF	$5,515,147,000	0.08%	78	85.08%	0.09%	99.51%	21	79	74	34	92
FTLB	First Trust Hedged BuyWrite Income ETF	$2,256,701	0.85%	16	81.20%	1.05%	100.00%	4	63	65	64	91
FTCS	First Trust Capital Strength ETF	$5,023,087,000	0.58%	51	74.81%	0.78%	99.97%	13	27	99	93	91
DDIV	First Trust Dorsey Wright Momt & Div ETF	$35,239,990	0.60%	51	89.67%	0.67%	99.09%	38	38	67	81	91
DGRW	WisdomTree U.S. Quality Dividend Growth ETF	$3,155,212,000	0.28%	268	60.01%	0.47%	99.39%	26	43	96	71	90
JKD	iShares Morningstar Large Core Index Fund ETF	$711,431,000	0.20%	84	70.36%	0.28%	99.95%	8	22	91	86	90
LEAD	Reality Shares DIVCON LEADERS DIVIDEND ETF	$30,720,560	0.43%	56	83.69%	0.51%	99.78%	23	18	99	96	89
PBJ	Invesco Dynamic Food & Beverage ETF	$64,925,810	0.63%	32	97.38%	0.65%	98.75%	50	54	38	54	89
PSET	Principal Price Setters Index ETF	$16,770,280	0.29%	150	72.63%	0.40%	99.61%	26	19	99	90	89
SPMO	Invesco S&P 500 Momentum Portfolio	$54,896,550	0.13%	102	68.18%	0.19%	99.63%	9	15	92	96	89
QUS	SPDR MSCI USA StrategicFactorsSM ETF	$740,179,300	0.15%	597	31.53%	0.48%	99.64%	23	45	88	77	88
XLG	Invesco - Guggenheim (Rydex) Russell Top 50 ETF	$1,299,638,000	0.20%	52	45.59%	0.44%	99.68%	2	23	95	95	88
VYM	Vanguard High Dividend Yield ETF	$24,826,980,000	0.06%	400	65.45%	0.09%	97.72%	45	73	69	52	88
LVUS	Hartford Multifactor Low Volatility US Equity ETF	$6,805,263	0.19%	264	65.84%	0.29%	95.78%	36	55	72	45	88
MMTM	SPDR S&P 1500 Momentum Tilt ETF	$67,207,410	0.12%	1,343	26.28%	0.46%	97.56%	35	20	90	91	88
MGV	Vanguard Mega Cap 300 Value ETF	$2,619,446,000	0.07%	158	59.70%	0.12%	99.80%	17	75	66	56	87
CWS	AdvisorShares Focused Equity ETF	$19,018,370	0.85%	27	96.66%	0.88%	99.76%	37	26	96	31	87
RFDA	RiverFront Dynamic US Dividend Advantage ETF	$120,430,700	0.52%	82	63.54%	0.82%	98.71%	9	34	96	87	87
QDEF	FlexShares Quality Dividend Defensive	$361,030,400	0.37%	131	76.87%	0.48%	98.54%	28	74	78	62	87
USLB	Invesco Russell 1000 Low Beta Eq Wgt	$8,764,266	0.35%	412	67.21%	0.52%	98.75%	44	45	60	50	86
FDL	First Trust Morningstar Dividend Leaders Index Fund	$1,230,673,000	0.70%	101	90.99%	0.77%	97.90%	43	85	59	8	86
DLN	WisdomTree U.S. LargeCap Dividend ETF	$2,110,580,000	0.28%	280	38.84%	0.72%	99.68%	15	58	78	64	86
DHS	WisdomTree U.S. High Dividend ETF	$680,102,300	0.38%	303	83.46%	0.46%	96.61%	53	76	62	25	86
FQAL	Fidelity Quality Factor ETF	$139,728,900	0.29%	130	51.40%	0.56%	99.51%	13	30	98	91	86
IWX	iShares Russell Top 200 Value Index Fund ETF	$498,423,400	0.20%	157	54.92%	0.36%	99.97%	15	66	64	49	85
IQSU	IQ Candriam ESG U.S. Equity ETF (IQSU)	$5,661,510	0.09%	321	28.91%	0.31%	99.63%	11	23	90	86	85
DGRO	iShares Core Dividend Growth ETF	$10,453,780,000	0.08%	425	48.64%	0.16%	98.35%	32	62	84	68	85
QUAL	iShares MSCI USA Quality Factor ETF	$17,487,860,000	0.15%	129	63.66%	0.24%	99.49%	19	25	99	91	84
OEF	iShares S&P 100 Index Fund ETF	$5,955,439,000	0.20%	105	35.36%	0.57%	99.78%	3	29	94	90	84
SPHQ	Invesco S&P 500 High Quality Portfolio ETF	$1,903,597,000	0.15%	102	67.73%	0.22%	100.00%	15	26	97	96	84
USSG	Deutsche X-Trackers MSCI USA ESG Leaders Eq ETF	$2,141,712,000	0.45%	290	48.02%	0.94%	99.57%	20	27	91	79	84
SUSL	iShares ESG MSCI USA Leaders ETF	$2,177,771,000	0.10%	293	47.75%	0.21%	99.32%	20	28	91	82	84
CDC	VictoryShares US EQ Inc Enh Vol Wtd ETF	$555,690,700	0.35%	102	84.88%	0.41%	99.95%	43	94	70	60	84
FTHI	First Trust BuyWrite Income ETF	$55,849,240	0.85%	148	59.36%	1.43%	99.33%	16	64	51	61	83
VOOV	Vanguard S&P 500 Value ETF	$1,132,505,000	0.10%	400	41.69%	0.24%	99.62%	29	72	56	44	82
SPYV	SPDR Portfolio S&P 500 Value ETF	$4,658,736,000	0.04%	393	41.69%	0.10%	99.81%	28	71	54	43	82
EDOW	First Trust Dow 30 Equal Weight ETF	$24,505,470	0.50%	31	73.65%	0.68%	99.95%	9	65	81	53	82
DIA	SPDR Dow Jones Industrial Average ETF Trust	$20,843,250,000	0.50%	31	70.25%	0.71%	99.99%	5	49	87	69	82
MGC	Vanguard Mega Cap 300 ETF	$2,523,716,000	0.07%	265	13.37%	0.52%	99.55%	7	34	85	85	82
IWL	iShares Russell Top 200 Index Fund ETF	$565,289,500	0.20%	198	18.69%	1.07%	99.78%	5	26	88	87	82
JKF	iShares Morningstar Large Value Index Fund ETF	$425,872,600	0.25%	79	75.41%	0.33%	99.90%	15	82	64	42	81
DTD	WisdomTree U.S. Total Dividend ETF	$673,670,300	0.28%	699	39.18%	0.71%	96.64%	35	60	73	60	81
VTV	Vanguard Value ETF	$46,101,090,000	0.04%	338	53.72%	0.07%	99.85%	29	75	60	53	81
SNPE	Deutsche X-Trackers S&P 500 ESG ETF	$128,052,200	0.11%	311	24.93%	0.44%	99.63%	12	37	88	86	81
SYE	SPDR MFS Systematic Core Equity ETF	$22,821,770	0.60%	51	69.75%	0.86%	99.78%	7	54	79	90	80
ROUS	Hartford Multifactor US Equity ETF	$254,634,000	0.19%	379	55.32%	0.34%	97.62%	33	68	73	64	80
ESG	FlexShares STOXX US ESG Impact ETF	$47,907,170	0.32%	235	52.04%	0.61%	99.48%	20	53	72	66	80