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
MTUM	iShares MSCI USA Momentum Factor ETF	$9,318,445,000	0.15%	129	62.04%	0.24%	99.79%	11	11	80	99	69
QMOM	Alpha Architect MomentumShares U.S. Quantitative Momentum ETF	$65,784,560	0.49%	51	92.23%	0.53%	99.05%	38	3	40	99	44
VFMO	Vanguard U.S. Momentum Factor ETF	$39,330,000	0.13%	533	76.63%	0.17%	81.15%	56	10	29	98	31
PWB	Invesco Dynamic LargeCap Growth ETF	$654,375,500	0.63%	52	74.01%	0.85%	99.75%	12	8	97	98	75
DWEQ	AdvisorShares DWA Alpha Equal Wght ETF	$38,075,260	0.99%	42	86.97%	1.14%	99.08%	24	5	79	98	45
PDP	Invesco DWA Technical Leaders Portfolio ETF	$168,717,400	0.60%	103	78.84%	0.76%	99.26%	22	4	76	98	70
IWY	iShares Russell Top 200 Growth Index Fund ETF	$2,442,433,000	0.20%	111	48.89%	0.41%	99.71%	2	9	97	97	77
JKE	iShares Morningstar Large Growth Index Fund ETF	$1,630,017,000	0.25%	45	72.72%	0.34%	99.77%	7	3	89	97	66
FDMO	Fidelity Momentum Factor ETF	$79,484,290	0.29%	131	51.97%	0.56%	99.01%	9	16	71	97	77
QQQ	Invesco QQQ Trust ETF	$107,395,000,000	0.20%	104	61.61%	0.32%	99.98%	5	12	93	97	64
PTNQ	Pacer Trendpilot 100 ETF	$762,415,800	0.65%	105	61.61%	1.05%	99.92%	5	12	94	96	64
CFO	VictoryShares US 500 Enh Vol Wtd ETF	$724,709,000	0.35%	503	70.19%	0.50%	99.75%	46	91	98	96	95
IWF	iShares Russell 1000 Growth ETF	$51,730,170,000	0.19%	439	44.42%	0.43%	99.63%	18	8	91	96	66
NULG	NuShares ESG Large-Cap Growth ETF	$284,870,800	0.35%	78	82.46%	0.42%	99.79%	17	7	94	95	67
FTC	First Trust Large Cap Growth AlphaDEX Fund	$898,073,300	0.61%	187	68.50%	0.89%	99.63%	23	7	69	95	57
SPMO	Invesco S&P 500 Momentum Portfolio	$54,896,550	0.13%	102	68.18%	0.19%	99.63%	9	15	92	95	89
STLG	iShares Factors US Growth Style ETF	$4,911,348	0.25%	106	69.41%	0.36%	99.56%	12	13	97	94	73
TECB	iShares US Tech Breakthrough Mltsctr ETF	$185,134,700	0.25%	159	68.50%	0.36%	96.56%	30	8	72	94	52
DFND	Reality Shares DIVCON DIVIDEND DEFENDER ETF	$32,221,140	1.44%	72	85.27%	1.69%	99.70%	30	76	97	94	92
MGK	Vanguard Mega Cap 300 Growth ETF	$7,599,059,000	0.07%	117	51.82%	0.14%	99.54%	3	10	94	93	75
SYG	SPDR MFS Systematic Growth Equity ETF	$36,571,040	0.60%	51	66.58%	0.90%	100.00%	5	20	92	93	78
SCHG	Schwab U.S. Large-Cap Growth ETF	$10,177,910,000	0.03%	373	44.64%	0.07%	99.74%	18	11	83	92	70
MMTM	SPDR S&P 1500 Momentum Tilt ETF	$67,207,410	0.12%	1,343	26.28%	0.46%	97.56%	35	20	90	92	88
DWAS	Invesco DWA SmCp Technical Ldrs ETF	$168,709,000	0.60%	202	100.00%	0.60%	82.92%	88	9	7	92	11
IVW	iShares S&P 500 Growth Index Fund ETF	$26,529,730,000	0.20%	283	30.78%	0.65%	99.58%	9	14	95	91	74
VUG	Vanguard Growth ETF	$54,118,970,000	0.04%	281	45.09%	0.09%	99.73%	11	9	90	91	69
PWC	Invesco XTF: Dynamic Market Portfolio ETF	$114,851,700	0.59%	101	85.72%	0.69%	96.38%	43	39	52	91	50
SPYG	SPDR Portfolio S&P 500 Growth ETF	$7,442,703,000	0.04%	281	30.73%	0.13%	99.68%	9	13	95	91	74
RPG	Invesco - Guggenheim (Rydex) S&P 500 Pure Growth ETF	$2,225,093,000	0.35%	111	74.61%	0.47%	99.61%	20	16	86	90	49
VOOG	Vanguard S&P 500 Growth ETF	$3,611,253,000	0.03%	281	29.86%	0.10%	99.65%	9	14	96	90	76
JKH	iShares Morningstar Mid Growth Index Fund ETF	$789,011,800	0.30%	166	96.05%	0.31%	99.78%	53	4	50	90	39
ONEQ	Fidelity Nasdaq Composite Index Tracking Stock ETF	$2,525,167,000	0.21%	1,023	58.80%	0.36%	92.60%	40	13	73	90	53
FAD	First Trust Multi Cap Growth AlphaDEX Fund	$157,303,500	0.66%	674	77.86%	0.85%	74.50%	55	9	39	90	38
DWMC	AdvisorShares Dorsey Wright Micro-Cap ETF	$2,120,172	1.25%	158	100.00%	1.25%	95.54%	99	24	10	89	15
IUSG	iShares Core US Growth ETF	$8,483,112,000	0.04%	522	31.92%	0.13%	98.65%	23	14	94	89	72
VONG	Vanguard Russell 1000 Growth ETF	$4,272,450,000	0.12%	538	37.87%	0.32%	99.51%	21	12	94	89	72
NUMG	NuShares ESG Mid-Cap Growth ETF	$137,394,200	0.40%	58	97.84%	0.41%	99.73%	52	7	51	88	40
XMMO	Invesco S&P MidCap Momentum ETF	$583,610,800	0.39%	74	99.36%	0.39%	96.41%	68	21	54	88	54
XLG	Invesco - Guggenheim (Rydex) Russell Top 50 ETF	$1,299,638,000	0.20%	52	45.59%	0.44%	99.68%	2	23	95	88	88
AIEQ	ETFMG AI Powered Equity ETF	$86,374,710	0.86%	142	63.29%	1.36%	97.61%	18	19	45	88	52
PBJ	Invesco Dynamic Food & Beverage ETF	$64,925,810	0.63%	32	97.38%	0.65%	98.75%	50	54	38	88	89
LEAD	Reality Shares DIVCON LEADERS DIVIDEND ETF	$30,720,560	0.43%	56	83.69%	0.51%	99.78%	23	18	99	88	89
IWP	iShares Russell Midcap Growth Index ETF	$11,832,390,000	0.24%	335	93.07%	0.26%	99.95%	58	6	47	87	35
GVIP	Goldman Sachs Hedge Industry VIP ETF	$91,939,970	0.45%	51	73.20%	0.61%	99.83%	11	15	33	87	42
ADME	Aptus Drawdown-Managed Equity ETF	$145,721,100	0.79%	59	55.46%	1.42%	99.76%	5	17	92	86	78
TTAC	TrimTabs Float Shrink ETF	$105,261,500	0.59%	1,000	66.02%	0.89%	99.10%	13	18	93	86	64
QQQE	Direxion NASDAQ-100 Equal Wtd Idx Shrs	$214,746,600	0.35%	104	76.37%	0.46%	99.76%	18	19	77	85	57
JKD	iShares Morningstar Large Core Index Fund ETF	$711,431,000	0.20%	84	70.36%	0.28%	99.95%	8	22	91	84	90
IQSU	IQ Candriam ESG U.S. Equity ETF (IQSU)	$5,661,510	0.09%	321	28.91%	0.31%	99.63%	11	23	90	83	85
FVL	First Trust Value Line 100 Exchange-Traded Fund	$32,319,960	0.70%	100	75.22%	0.93%	99.33%	23	31	87	83	93
QQEW	First Trust NASDAQ-100 Equal Weighted Index Fund	$810,541,800	0.59%	105	77.49%	0.76%	100.00%	20	18	73	83	53
RFG	Invesco - Guggenheim (Rydex) S&P MidCap 400 Pure Growth ETF	$290,874,600	0.40%	90	98.94%	0.40%	95.41%	68	21	43	83	22
SYE	SPDR MFS Systematic Core Equity ETF	$22,821,770	0.60%	51	69.75%	0.86%	99.78%	7	54	79	82	80
OEF	iShares S&P 100 Index Fund ETF	$5,955,439,000	0.20%	105	35.36%	0.57%	99.78%	3	29	94	82	84
IWL	iShares Russell Top 200 Index Fund ETF	$565,289,500	0.20%	198	18.69%	1.07%	99.78%	5	26	88	82	82
FTCS	First Trust Capital Strength ETF	$5,023,087,000	0.58%	51	74.81%	0.78%	99.97%	13	27	99	82	91
ARKK	ARK Innovation ETF	$3,780,168,000	0.75%	35	99.51%	0.75%	98.99%	67	2	5	81	3
VOT	Vanguard Mid-Cap Growth ETF	$7,415,252,000	0.07%	163	93.05%	0.08%	99.78%	49	11	57	81	49
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	81	84
PSET	Principal Price Setters Index ETF	$16,770,280	0.29%	150	72.63%	0.40%	99.61%	26	19	99	80	89
FPX	First Trust US Equity Opportunities ETF	$1,222,855,000	0.58%	101	96.08%	0.60%	95.99%	46	4	8	80	8
FLQL	Franklin LibertyQ US Equity ETF	$1,086,105,000	0.15%	126	59.58%	0.25%	99.68%	16	33	98	80	92
ARKW	ARK Web x.0 ETF	$3,704,896,000	0.76%	35	99.51%	0.76%	98.99%	67	2	4	80	3