Validea: ETFs with Most Momentum Factor Exposure

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	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	Price Momentum Exposure	Low Volatility Exposure
QMOM	Alpha Architect MomentumShares U.S. Quantitative Momentum ETF	$86,980,000	0.49%	50	98.66%	0.50%	95.93%	52	2	7	99	4
GLRY	Inspire Faithward Mid Cap Momentum ESG ETF	$24,690,610	0.85%	51	99.97%	0.85%	93.90%	75	16	32	99	17
FFTY	Innovator IBD 50 ETF	$197,610,000	0.80%	50	94.30%	0.85%	98.38%	43	20	84	98	26
DWMC	AdvisorShares Dorsey Wright Micro-Cap ETF	$3,093,792	1.32%	155	100.00%	1.32%	96.72%	99	29	12	98	9
BUYZ	Franklin Disruptive Commerce ETF	$76	0.50%	63	91.22%	0.55%	99.05%	17	2	12	98	10
BOUT	Innovator IBD Breakout Opportunities ETF	$7,040,704	0.84%	33	98.67%	0.85%	98.90%	45	11	30	98	17
ARKK	ARK Innovation ETF	$21,145,150,000	0.75%	51	98.67%	0.76%	98.07%	38	1	4	98	3
AIEQ	ETFMG AI Powered Equity ETF	$123,855,300	0.87%	130	81.17%	1.07%	94.82%	33	16	23	97	12
RPG	Invesco - Guggenheim (Rydex) S&P 500 Pure Growth ETF	$2,723,039,000	0.35%	68	81.13%	0.43%	100.00%	18	12	95	97	49
MTUM	iShares MSCI USA Momentum Factor ETF	$14,063,040,000	0.15%	129	67.69%	0.22%	99.53%	12	7	66	97	43
PWB	Invesco Dynamic LargeCap Growth ETF	$759,776,400	0.56%	51	74.07%	0.76%	99.86%	10	8	78	96	50
IQM	Franklin Intelligent Machines ETF	$76	0.50%	57	95.73%	0.52%	98.44%	35	6	56	96	37
FEVR	Inspire Faithward Large Cap Momentum ESG ETF	$23,297,240	0.85%	71	95.72%	0.89%	100.00%	40	5	51	96	40
DWAS	Invesco DWA SmCp Technical Ldrs ETF	$503,674,800	0.60%	202	100.00%	0.60%	82.03%	86	14	6	95	2
ARKW	ARK Web x.0 ETF	$5,487,974,000	0.79%	55	92.22%	0.86%	99.86%	15	1	7	95	5
PDP	Invesco DWA Technical Leaders Portfolio ETF	$2,388,590,000	0.62%	102	83.32%	0.74%	96.54%	23	5	60	95	46
XMMO	Invesco S&P MidCap Momentum ETF	$852,774,300	0.34%	77	100.00%	0.34%	94.17%	68	20	60	94	47
JKE	iShares Morningstar Large Growth Index Fund ETF	$1,779,412,000	0.25%	54	72.21%	0.35%	99.83%	7	6	87	94	60
FTC	First Trust Large Cap Growth AlphaDEX Fund	$1,081,294,000	0.60%	188	78.45%	0.76%	100.00%	28	8	53	93	40
RFG	Invesco - Guggenheim (Rydex) S&P MidCap 400 Pure Growth ETF	$374,359,000	0.35%	84	100.00%	0.35%	93.41%	69	18	48	93	29
RZG	Invesco - Guggenheim (Rydex) S&P SmallCap 600 Pure Growth ETF	$121,356,500	0.35%	131	100.00%	0.35%	88.60%	88	40	35	93	12
NULG	NuShares ESG Large-Cap Growth ETF	$472,051,700	0.35%	81	77.36%	0.45%	99.29%	14	9	92	92	70
QYLD	Global X Nasdaq 100 Covered Call ETF	$1,649,598,000	0.60%	104	60.27%	1.00%	99.96%	5	18	90	92	66
SPMO	Invesco S&P 500 Momentum Portfolio	$70,962,060	0.13%	100	62.13%	0.21%	100.00%	8	17	98	91	81
QYLG	Global X Nasdaq 100- Covered Call&Gr ETF	$4,365,720	0.60%	104	60.27%	1.00%	99.96%	5	18	90	91	66
QQQM	Invesco NASDAQ 100 ETF	$296,761,000	0.15%	103	60.27%	0.25%	100.00%	5	17	90	91	65
QQQ	Invesco QQQ Trust ETF	$148,311,000,000	0.20%	102	60.27%	0.33%	100.00%	5	17	90	91	65
FAD	First Trust Multi Cap Growth AlphaDEX Fund	$213,743,000	0.63%	675	83.83%	0.75%	71.19%	60	12	26	91	21
DWEQ	AdvisorShares DWA Alpha Equal Wght ETF	$75,407,250	1.03%	42	88.81%	1.16%	98.06%	20	7	74	90	43
FNY	First Trust Mid Cap Growth AlphaDEX- ETF	$491,934,900	0.70%	226	99.64%	0.70%	81.33%	71	11	18	90	16
JKH	iShares Morningstar Mid Growth Index Fund ETF	$1,564,876,000	0.30%	171	96.53%	0.31%	98.45%	54	5	46	90	38
NUMG	NuShares ESG Mid-Cap Growth ETF	$263,594,700	0.40%	59	98.03%	0.41%	99.93%	54	7	62	90	49
SYG	SPDR MFS Systematic Growth Equity ETF	$25,260,350	0.60%	51	65.43%	0.92%	99.86%	5	21	87	89	66
SPYG	SPDR Portfolio S&P 500 Growth ETF	$9,344,760,000	0.04%	233	35.03%	0.11%	99.86%	7	17	97	89	77
IVW	iShares S&P 500 Growth Index Fund ETF	$30,589,200,000	0.18%	235	35.08%	0.51%	99.78%	7	17	97	89	77
IUSG	iShares Core US Growth ETF	$9,890,794,000	0.04%	461	36.09%	0.11%	98.16%	23	18	96	88	74
IWY	iShares Russell Top 200 Growth Index Fund ETF	$3,263,504,000	0.20%	111	47.88%	0.42%	99.77%	2	16	98	88	76
IWF	iShares Russell 1000 Growth ETF	$61,360,010,000	0.19%	457	43.22%	0.44%	99.73%	18	15	94	88	68
VONG	Vanguard Russell 1000 Growth ETF	$8,839,999,000	0.08%	454	43.06%	0.19%	99.76%	19	15	95	87	71
XSMO	Invesco S&P SmallCap Momentum ETF	$128,863,600	0.39%	116	100.00%	0.39%	91.37%	89	45	37	87	22
FPX	First Trust US Equity Opportunities ETF	$2,010,490,000	0.58%	101	97.50%	0.59%	96.23%	49	4	6	87	7
MGK	Vanguard Mega Cap 300 Growth ETF	$10,020,000,000	0.07%	105	51.63%	0.14%	99.72%	2	14	96	87	80
IWP	iShares Russell Midcap Growth Index ETF	$15,450,910,000	0.24%	352	92.70%	0.26%	99.97%	57	6	47	86	37
VUG	Vanguard Growth ETF	$145,660,000,000	0.04%	262	45.78%	0.09%	99.88%	9	13	91	86	71
TECB	iShares US Tech Breakthrough Mltsctr ETF	$348,049,700	0.40%	184	68.33%	0.59%	95.05%	36	10	65	85	52
ONEQ	Fidelity Nasdaq Composite Index Tracking Stock ETF	$3,530,684,000	0.21%	1,005	57.13%	0.37%	90.98%	40	18	70	85	52
DVOL	First TrustDorseyWrightMomt&LwVolatil ETF	$145,704,600	0.60%	51	87.93%	0.68%	99.79%	27	23	97	85	96
MMLG	First Trust Multi-Manager Large Gr ETF	$2,325,009	0.85%	94	65.66%	1.29%	99.58%	10	9	66	85	48
MILN	Global X Millennials Thematic ETF	$137,533,600	0.50%	83	82.37%	0.61%	98.95%	35	13	40	84	35
FYC	First Trust Small Cap Growth AlphaDEX Fund	$335,476,500	0.71%	263	100.00%	0.71%	80.03%	88	21	7	84	6
PWC	Invesco XTF: Dynamic Market Portfolio ETF	$120,736,500	0.58%	101	96.58%	0.60%	95.77%	65	22	13	84	8
QQQJ	Invesco NASDAQ Next Gen 100 ETF	$566,633,300	0.15%	104	98.28%	0.15%	98.02%	55	12	27	83	19
MMTM	SPDR S&P 1500 Momentum Tilt ETF	$83,780,540	0.12%	1,357	26.32%	0.46%	96.84%	37	24	95	83	80
VOT	Vanguard Mid-Cap Growth ETF	$20,420,000,000	0.07%	163	93.43%	0.07%	100.00%	47	9	51	83	47
HIPR	Direxion Direxion High Growth ETF	$7,524,782	0.40%	91	56.02%	0.71%	99.85%	2	26	96	83	80
JOET	Virtus Terranova U.S. Quality Momentum ETF	$89,107,580	0.29%	127	72.61%	0.40%	99.85%	22	24	97	83	82
JKK	iShares Morningstar Small Growth Index Fund ETF	$790,911,100	0.30%	234	100.00%	0.30%	75.73%	77	5	10	82	13
AADR	AdvisorShares WCM/BNY Mellon Focused Growth ADR ETF	$72,274,610	1.10%	37	100.00%	1.10%	99.96%	33	32	49	82	62
VOOG	Vanguard S&P 500 Growth ETF	$4,880,000,000	0.10%	287	28.86%	0.35%	99.88%	9	20	97	82	85
OMFS	Invesco Russell 2000 Dynamic Multifactor ETF	$64,395,210	0.39%	1,195	100.00%	0.39%	47.79%	93	61	15	82	11
QQEW	First Trust NASDAQ-100 Equal Weighted Index Fund	$1,208,270,000	0.59%	103	77.62%	0.76%	99.97%	18	21	74	82	59
QQQE	Direxion Direxion NASDAQ-100 Equal Weighted Index Shares	$270,241,900	0.35%	104	77.09%	0.45%	99.74%	19	22	79	81	62
GDAT	Goldman Sachs Data-Driven Wld ETF	$48,774,340	0.50%	498	59.29%	0.84%	93.63%	30	20	57	81	48
BFTR	BlackRock Future Innovators ETF	$8,734,060	0.80%	65	100.00%	0.80%	95.07%	71	4	9	81	9
IJK	iShares S&P MidCap 400 Growth Index Fund ETF	$8,094,039,000	0.17%	230	99.92%	0.17%	85.96%	71	23	52	81	40
MDYG	SPDR S&P 400 Mid Cap Growth ETF	$2,039,058,000	0.15%	228	99.92%	0.15%	85.99%	71	23	52	80	40