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Macro Monday: Comparing Key Data Points of US Momentum ETFs

Apr 22, 2019

 

Better Research, Better Investments.Better Research, Better Investments.
Better Research, Better Investments.Better Research, Better Investments.

 

The Data Daily: Where the charts tell the story

This week we are comparing key data points of US Momentum stocks.

 

US Momentum/US Growth Russell 1000 Momentum Index / Russell 1000 Growth Index - 1 Year

macro-monday-chart

Source: Bloomberg

US Momentum /US Value    Russell 1000 Momentum Factor  Index / Russell 1000 Value Index - 1 Year

us-momentum-charts

Source: Bloomberg

 

We Crunch the Numbers, You Make the Trade.We Crunch the Numbers, You Make the Trade.
We Crunch the Numbers, You Make the Trade.We Crunch the Numbers, You Make the Trade.

 

Momentum Strategy - Momentum ETFs Fund Flows      Assets +3.56% YTD

Name Ticker 1D Flow
(MLN USD)
1W Flow
(MLN USD)
YTD Flow
(MLN USD)
1Y Flow
(MLN USD)
3Y Flow
(MLN USD)
Oppenheimer Russell 1000 Dynam OMFL US 0 0 632.3927 868.1342 869.4232
First Asset Morningstar Canada WXM CN 0 0 267.6683 351.4063 345.2287
Invesco S&P 500 Pure Growth ET RPG US 0 0 249.8856 146.8566 -28.04504
iShares Edge MSCI USA Momentum IUMO LN 7.5446 64.8401 92.63481 213.8359 236.0526
Invesco DWA Utilities Momentum PUI US -1.57365 -18.92697 59.39669 164.4616 3.10939
Xtrackers Russell 1000 Compreh DEUS US 0 1.67022 43.33492 64.33113 191.3115
Global X Adaptive US Factor ET AUSF US 0 1.2255 27.7565 142.8755 142.8755
USAA MSCI USA Value Momentum B ULVM US 0 0 27.19135 189.7502 431.2346
PIMCO RAFI Dynamic Multi-Facto MFUS US 0 0 24.91303 28.04829 73.10596
IQ Enhanced Core Bond US ETF AGGE US 0 0 24.16117 37.18503 92.23353
First Trust Dorsey Wright Mome DVOL US 7.10613 7.10613 14.18286 31.94825 31.94825
USAA MSCI USA Small Cap Value USVM US 0 0 10.04464 62.37333 92.99315
First Trust Dorsey Wright Mome DVLU US 4.58904 4.58904 9.903242 21.74763 21.74763
Alpha Architect US Quantitativ QMOM US 0 0 4.48847 11.45793 48.87092
Invesco S&P 500 Momentum ETF SPMO US -5.80549 -5.80549 4.42515 26.47035 46.80212
First Trust Lunt US Factor Rot FCTR US 0 0 3.88844 35.86644 35.86644
Aptus Behavioral Momentum ETF BEMO US 0 0 2.96413 27.34203 71.62524
Fidelity Momentum Factor ETF FDMO US 0 -1.72168 2.23238 26.13681 89.4738
Vanguard US Momentum Factor ET VFMO US 0 0 1.981 26.7595 28.68725
JPMorgan US Momentum Factor ET JMOM US 0 0 1.36162 8.92318 10.1851
Hartford Multifactor Low Volat LVUS US 0 0 1.31273 1.31273 -1.097899
SPDR S&P 1500 Momentum Tilt ET MMTM US 0 0 0.24548 6.70195 18.83676
Invesco DWA Technology Momentu PTF US 0 0 0.18389 5.66842 -117.8835
Invesco S&P 500 QVM UCITS ETF PQVM LN 0 0 0 6.22353 6.27541
Oppenheimer Russell 2000 Dynam OMFS US 0 0 0 -1.39996 -1.4833
Xtrackers Russell 2000 Compreh DESC US 0 0 0 0.02334 6.67189
Oppenheimer Russell 1000 Momen OMOM US 0 0 0 0.00073 -0.01136
ELEMENTS SPECTRUM ETN EEH US 0 0 0 0 0
iShares MSCI Mexico Momentum T MEXMTUM MM 0 0 0 0 -134.3916
Invesco Exchange-Traded Fund T DWAQ US 0 0 -0.0733 -9.56214 -7.029
First Asset Morningstar US Mom YXM CN 0 0 -0.4594436 -2.437491 -20.90202
First Asset Morningstar US Mom YXM/B CN 0 0 -0.4784554 -6.646119 -18.01088
Arrow QVM Equity Factor ETF QVM US 0 0 -1.349 -0.1065 -1.2545
iShares Edge MSCI USA Momentum IUMD LN 0 0 -1.376611 -5.273266 0.4923837
Principal US Small Cap Multi F PSC US 0 0 -1.56573 -6.51166 285.6583
AGFiQ US Market Neutral Moment MOM US 0 0 -2.43691 -3.76049 1.255247
First Trust Dorsey Wright Mome DDIV US 0 0 -3.41018 4.41449 4.41449
Invesco DWA Financial Momentum PFI US 0 0 -4.82647 -44.35857 -14.12712
Invesco DWA Energy Momentum ET PXI US 0 0 -6.40054 -12.98532 -44.89919
RiverFront Dynamic US Dividend RFDA US 0 0 -6.44891 28.77263 133.3646
RiverFront Dynamic US Flex-Cap RFFC US 0 0 -6.59333 35.9825 138.2574
Invesco DWA Consumer Staples M PSL US 0 0 -7.06633 79.54604 -145.9097
Invesco DWA Healthcare Momentu PTH US 0 0 -7.72727 62.6646 88.19375
Cambria Value and Momentum ETF VAMO US 0 0 -8.8345 -6.666 20.3215
Invesco DWA Basic Materials Mo PYZ US 0 0 -8.83707 -26.61221 -115.8563
Invesco DWA Industrials Moment PRN US 0 0 -8.87285 -19.57146 17.70687
Invesco DWA Consumer Cyclicals PEZ US 0 0 -29.91419 -25.69124 -73.11216
SPDR Russell 1000 Momentum Foc ONEO US 0 0 -38.81189 -139.7626 20.91287
Invesco DWA SmallCap Momentum DWAS US 0 0 -52.39326 -0.67249 18.57441
Invesco DWA Momentum ETF PDP US 0 2.89269 -180.697 -126.4237 -422.3965
iShares Edge MSCI USA Momentum MTUM US -11.166 -16.7365 -473.0395 612.1935 5887.526

Source: Boomberg

 

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