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Top ETF Ideas of the Week: Opportunity in Momentum ETF as Models Continue Biased Towards Small-Cap and Large-Cap US Stocks

Jun 10, 2019

Better Data for Better Investment DecisionsBetter Data for Better Investment Decisions
Better Data for Better Investment DecisionsBetter Data for Better Investment Decisions

Top ETF Ideas for the Week

Name Ticker Size Exposure Smart Beta Rating Trading Signal
SPDR S&P 600 Small Cap ETF SLY SMID-Cap Best Buy
Vanguard Small-Cap ETF VB SMID-Cap Best Buy
Invesco S&P 500 Equal Weight ETF RSP Large-Cap Best Buy
iShares Russell 2000 Value ETF IWN SMID-Cap Best Buy
iShares Russell 2000 ETF IWM SMID-Cap Best Buy
Vanguard Russell 2000 ETF VTWO SMID-Cap Best Buy
iShares Core S&P Small-Cap ETF IJR SMID-Cap Best Buy
Alpha Architect U.S. Quantitative Momentum ETF QMOM Mutli-Cap Best Buy
Invesco Buyback Achievers ETF PKW Large-Cap Best Buy
iShares MSCI Germany Small-Cap ETF EWGS Small-Cap Best Buy
Vanguard Small-Cap Value ETF VBR Small-Cap Best Buy

Source: ETF Global

 

  • Small-cap strategies continue to be the favorite of our models with 8 of the 11 top ETF ideas highlihgted above investing in small-cap stocks.  
  • The Quantamize models also see opportunity in broad US large-cap stocks with the Invesco S&P 500 Equal Weight ETF (RSP) as a top ETF idea highlighted above.
  • This week, our models highlighted a few unique investment strategies within our top ETF ideas.  
    • The Alpha Architect US Quantitative Momentum ETF (QMOM) is a fund that invests based on momentum factor investing and receives a “BUY” trading signal and a “Best” Smart Beta rating from the Quantamize models.  
    • The Invesco Buyback Achievers ETF (PKW) seeks to hold stocks who have displayed a priority of returning value to shareholders through robust buyback programs and receives a “BUY” trading signal and a “Best” Smart Beta rating from the Quantamize models. 

 

Fund Flows for Top ETF Ideas for the Week

Name Ticker 1-Day
Fund Flow ($)
1-Week
Fund Flow ($)
30-Day
Fund Flow ($)
90-Day
Fund Flow ($)
Assets Under
Management ($ billions)
Net Expense Ratio (%)
SPDR S&P 600 Small Cap ETF SLY $0 $0 $19,656,068 $19,787,393 $1.23 0.15%
Vanguard Small-Cap ETF VB $75,973,563 $110,761,593 -$1,494,363 $298,784,565 $24.13 0.05%
Invesco S&P 500 Equal Weight ETF RSP $0 -$51,419,750 -$9,477,550 $199,698,350 $15.50 0.20%
iShares Russell 2000 Value ETF IWN $0 -$22,836,640 -$98,323,105 -$456,258,280 $8.65 0.24%
iShares Russell 2000 ETF IWM $0 $663,897,755 -$124,593,640 -$508,935,260 $40.64 0.20%
Vanguard Russell 2000 VTWO $0 $0 $9,294,000 -$38,048,250 $1.49 0.15%
iShares Core S&P Small-Cap ETF IJR $7,517,670 -$80,624,570 $27,309,135 $150,452,245 $42.59 0.07%
Alpha Architect US Quantitative Momentum ETF QMOM $0 -$1,447,500 -$11,960,000 -$10,512,000 $0.08 0.79%
Invesco BuyBack Achievers ETF PKW $0 -$20,370,000 -$148,064,450 -$296,276,500 $1.30 0.63%
iShares MSCI Germany Small-Cap ETF EWGS $0 -$2,679,035 -$2,679,035 -$2,679,035 $0.04 0.59%
Vanguard Small-Cap Value ETF VBR $69,974,978 $90,009,747 $125,278,787 $229,142,225 $12.98 0.07%

 

Global Top Stock IdeasTOP LONG & TOP SHORT STOCK IDEAS FOR GLOBAL MARKETSMONTHLY TOP IDEAS FROM OUR MULTI-FACTOR QUANTITATIVE MODELS
Global Top Stock IdeasTOP LONG & TOP SHORT STOCK IDEAS FOR GLOBAL MARKETSMONTHLY TOP IDEAS FROM OUR MULTI-FACTOR QUANTITATIVE MODELS