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	$73,310,000	0.49%	83	92.45%	0.53%	96.29%	39	4	26	99	22
FFTY	Innovator IBD 50 ETF	$205,344,100	0.80%	50	88.60%	0.90%	99.02%	25	14	90	99	40
BUYZ	Franklin Disruptive Commerce ETF	$21,110,250	0.50%	58	88.19%	0.57%	99.00%	16	1	12	99	9
DWEQ	AdvisorShares DWA Alpha Equal Wght ETF	$55,235,560	0.99%	42	82.96%	1.19%	98.74%	16	6	51	98	32
VFMO	Vanguard U.S. Momentum Factor ETF	$61,650,000	0.13%	2,661	79.06%	0.16%	77.07%	54	9	21	98	13
SPMO	Invesco S&P 500 Momentum Portfolio	$73,857,440	0.13%	100	60.27%	0.22%	99.99%	8	10	96	98	72
XMMO	Invesco S&P MidCap Momentum ETF	$692,354,200	0.34%	79	100.00%	0.34%	94.07%	67	15	58	97	40
PDP	Invesco DWA Technical Leaders Portfolio ETF	$2,029,188,000	0.62%	102	79.24%	0.78%	96.05%	19	5	71	97	47
MTUM	iShares MSCI USA Momentum Factor ETF	$12,195,370,000	0.15%	129	61.40%	0.24%	99.77%	11	11	78	97	60
DWMC	AdvisorShares Dorsey Wright Micro-Cap ETF	$1,378,087	1.25%	99	100.00%	1.25%	96.85%	98	18	13	97	11
ARKW	ARK Web x.0 ETF	$3,704,896,000	0.76%	35	99.52%	0.76%	98.66%	58	2	6	96	3
ARKK	ARK Innovation ETF	$3,780,168,000	0.75%	35	99.52%	0.75%	98.66%	58	2	6	96	4
AIEQ	ETFMG AI Powered Equity ETF	$96,549,700	0.87%	153	67.48%	1.29%	97.08%	18	12	42	96	31
PWB	Invesco Dynamic LargeCap Growth ETF	$745,449,700	0.56%	51	72.35%	0.77%	99.80%	11	11	98	96	81
SYG	SPDR MFS Systematic Growth Equity ETF	$36,214,450	0.60%	51	62.81%	0.96%	99.80%	4	16	91	95	62
IWY	iShares Russell Top 200 Growth Index Fund ETF	$3,132,330,000	0.20%	111	46.16%	0.43%	99.70%	3	11	97	95	71
MGK	Vanguard Mega Cap 300 Growth ETF	$9,479,999,000	0.07%	107	50.26%	0.14%	99.71%	3	9	94	94	70
IQM	Franklin Intelligent Machines ETF	$2,715,524	0.50%	62	95.17%	0.53%	98.60%	36	5	50	94	30
HIPR	Direxion Hyper Growth ETF	$8,059,882	0.40%	91	55.42%	0.72%	99.82%	3	20	88	94	70
VONG	Vanguard Russell 1000 Growth ETF	$8,070,000,000	0.08%	456	41.72%	0.19%	99.71%	19	10	93	93	63
DWAS	Invesco DWA SmCp Technical Ldrs ETF	$234,264,500	0.60%	202	100.00%	0.60%	84.06%	89	16	7	93	5
IWF	iShares Russell 1000 Growth ETF	$58,085,260,000	0.19%	450	41.66%	0.46%	99.66%	17	10	92	93	62
JKE	iShares Morningstar Large Growth Index Fund ETF	$1,764,182,000	0.25%	45	71.07%	0.35%	99.72%	8	5	89	92	66
VUG	Vanguard Growth ETF	$130,280,000,000	0.04%	264	44.56%	0.09%	99.56%	10	9	88	92	64
QQQ	Invesco QQQ Trust ETF	$135,993,900,000	0.20%	103	59.36%	0.34%	99.99%	5	12	91	92	59
TECB	iShares US Tech Breakthrough Mltsctr ETF	$340,158,800	0.40%	158	67.68%	0.59%	96.55%	32	8	71	91	48
EDOC	Global X Telemedicine & Digital Hlth ETF	$336,993,000	0.68%	41	99.31%	0.68%	97.98%	69	5	10	91	22
NULG	NuShares ESG Large-Cap Growth ETF	$348,325,700	0.35%	85	82.54%	0.42%	99.83%	18	8	90	91	66
MMTM	SPDR S&P 1500 Momentum Tilt ETF	$66,108,230	0.12%	1,374	25.37%	0.47%	97.30%	36	17	93	91	73
JKH	iShares Morningstar Mid Growth Index Fund ETF	$1,209,005,000	0.30%	166	95.78%	0.31%	99.82%	49	4	49	90	33
NUMG	NuShares ESG Mid-Cap Growth ETF	$199,720,800	0.40%	59	97.93%	0.41%	99.73%	51	6	54	90	45
AADR	AdvisorShares WCM/BNY Mellon Focused Growth ADR ETF	$64,863,640	1.10%	36	100.00%	1.10%	99.94%	28	23	46	90	59
GVIP	Goldman Sachs Hedge Industry VIP ETF	$120,512,600	0.45%	51	74.16%	0.61%	99.39%	10	12	41	89	37
SCHG	Schwab U.S. Large-Cap Growth ETF	$11,751,540,000	0.04%	365	41.87%	0.10%	99.74%	18	13	83	89	70
XSMO	Invesco S&P SmallCap Momentum ETF	$105,135,200	0.39%	119	100.00%	0.39%	90.42%	89	41	33	89	21
VOOG	Vanguard S&P 500 Growth ETF	$4,290,000,000	0.10%	286	28.18%	0.35%	99.74%	9	14	97	88	75
SPYG	SPDR Portfolio S&P 500 Growth ETF	$8,856,419,000	0.04%	284	28.32%	0.14%	99.70%	9	14	96	88	75
MOM	AGFiQ U.S. Market Neutral Momentum Fund ETF	$3,058,165	2.32%	402	90.37%	2.57%	97.80%	40	20	47	88	45
IVW	iShares S&P 500 Growth Index Fund ETF	$29,387,210,000	0.18%	286	28.37%	0.63%	99.61%	9	14	96	88	75
IUSG	iShares Core US Growth ETF	$9,247,807,000	0.04%	531	29.43%	0.14%	98.48%	23	15	95	87	73
ADME	Aptus Drawdown-Managed Equity ETF	$171,321,000	0.81%	66	53.16%	1.52%	99.76%	5	16	94	86	82
IWP	iShares Russell Midcap Growth Index ETF	$13,725,350,000	0.24%	347	93.00%	0.26%	99.99%	56	6	48	86	34
RPG	Invesco - Guggenheim (Rydex) S&P 500 Pure Growth ETF	$2,463,730,000	0.35%	115	73.71%	0.47%	99.64%	20	17	87	86	50
XLG	Invesco - Guggenheim (Rydex) Russell Top 50 ETF	$1,563,455,000	0.20%	52	44.37%	0.45%	99.83%	2	22	97	86	87
TTAC	TrimTabs Float Shrink ETF	$179,566,900	0.59%	1,000	67.74%	0.87%	99.40%	13	18	89	85	58
LEAD	Reality Shares DIVCON LEADERS DIVIDEND ETF	$36,153,110	0.43%	56	84.21%	0.51%	99.76%	23	18	99	85	90
JMOM	JPMorgan US Momentum Factor ETF	$132,343,000	0.12%	269	61.26%	0.20%	99.81%	25	13	72	85	66
FNY	First Trust Mid Cap Growth AlphaDEX- ETF	$8,901,672	0.70%	227	99.76%	0.70%	83.19%	73	16	7	84	6
GARD	Reality Shares DIVCON DIVIDEND GUARD ETF	$10,118,090	1.58%	56	84.25%	1.88%	99.76%	22	19	99	83	92
FAD	First Trust Multi Cap Growth AlphaDEX Fund	$3,515,206	0.66%	675	92.73%	0.71%	74.40%	68	18	7	83	7
IQSU	IQ Candriam ESG U.S. Equity ETF	$234,087,300	0.09%	305	27.42%	0.33%	99.65%	10	22	91	83	79
VOT	Vanguard Mid-Cap Growth ETF	$17,440,000,000	0.07%	163	93.49%	0.07%	99.81%	47	7	50	82	44
USXF	iShares- ESG Advanced MSCI USA ETF	$42,849,740	0.10%	304	54.77%	0.18%	99.50%	20	18	90	82	73
JKD	iShares Morningstar Large Core Index Fund ETF	$768,791,900	0.20%	83	69.61%	0.29%	99.93%	7	25	94	81	91
IWL	iShares Russell Top 200 Index Fund ETF	$831,371,400	0.15%	198	18.64%	0.80%	99.76%	5	24	88	81	80
OEF	iShares S&P 100 Index Fund ETF	$6,709,839,000	0.20%	105	34.63%	0.58%	99.76%	3	28	95	81	84
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	80	85
RFFC	RiverFront Dynamic US Flex-Cap ETF	$72,639,470	0.52%	117	64.46%	0.81%	97.84%	27	36	83	80	59
RESP	WisdomTree U.S. ESG ETF	$78,246,000	0.28%	297	44.13%	0.63%	98.41%	22	39	82	80	68