Multi-Factor ETFs

Our combined factor score ranks all ETFs using a combination of value, momentum, quality, and low volatility. The stocks with the highest scores and the greatest consistency across the factors will receive the best rankings.

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ETFs with Most Multi-Factor Exposure

Ticker Total
XMHQ $101,038,200 0.25% 82
USMF $151,654,500 0.28% 200
LRGF $903,801,000 0.20% 169
DIVO $197,926,600 0.49% 27
DEUS $174,035,500 0.17% 834
RESP $82,796,460 0.28% 298
SYE $19,864,350 0.60% 51
ROUS $310,284,600 0.19% 368
AFLG $4,532,777 0.55% 269
MIDF $3,250,189 0.25% 91
MFUS $69,321,480 0.30% 785
ONEO $248,582,400 0.20% 933
SPGP $297,082,000 0.34% 77
XSHQ $25,808,970 0.29% 121
OMFL $1,230,911,000 0.29% 774
STLC $5,433,445 0.25% 260
DYNF $93,010,260 0.30% 620
AFMC $2,268,709 0.65% 301
ACSI $69,559,420 0.66% 34
FLQS $97 0.35% 510
EPS $456,812,600 0.08% 500
SPTM $4,206,335,000 0.03% 1,530
XRLV $52,188,810 0.25% 101
USEQ $3,083,849 0.29% 614
VTHR $1,910,000,000 0.10% 2,969
RNLC $24,115,540 0.60% 362
GSLC $11,434,320,000 0.09% 445
IWV $10,321,000,000 0.20% 2,864
AVUS $607,077,300 0.15% 2,034
FEX $1,049,518,000 0.59% 376
PTLC $1,857,054,000 0.60% 507
PAVE $1,009,260,000 0.47% 94
VONE $4,210,000,000 0.08% 1,020
IWB $25,393,140,000 0.15% 1,020
ITOT $31,092,910,000 0.03% 3,604

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Performance Disclaimer: Returns presented on are model returns and do not represent actual trading. As a result, they do not incorporate any commissions or other trading costs or fees. Model portfolios with inception dates on or after 12/30/2005 include a combination of back tested and live model returns. The back-tested performance results shown are hypothetical and are not the result of real-time management of actual accounts. The back-testing of performance differs from actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Back-tested returns are presented to provide general information regarding how the underlying strategy behind the portfolio performed in our historical testing. A back-tested strategy has the benefit of hindsight and the results do not reflect the impact that material economic or market factors may have had on advisor's decision-making if actual client assets were being managed using this approach.

Optimal portfolios presented on represent the rebalancing period that has led to the best historical performance for each of our equity models. Each optimal portfolio was determined after the fact with performance information that was not available at portfolio inception. As a result, an investor could not have invested in the optimal portfolio since its inception. Optimal portfolios are presented to allow investors to quickly determine the portfolio size and rebalancing period that has performed best for each of our models in our historical testing.

Both the model portfolio and benchmark returns presented for all equity portfolios on are not inclusive of dividends. Returns for our ETF portfolios and trend following system, and the benchmarks they are compared to, are inclusive of dividends. The S&P 500 is presented as a benchmark because it is the most widely followed benchmark of the overall US market and is most often used by investors for return comparison purposes. As with any investment strategy, there is potential for profit as well as the possibility of loss and investors may incur a loss despite a past history of gains. Past performance does not guarantee future results. Results will vary with economic and market conditions.