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Among low volatility ETFs, it's large-cap focused that is winning assets

Jun 18, 2019

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

Factor ETF Fund Flows

Name Ticker 1-Day
Fund Flow ($)
1-Week
Fund Flow ($)
1-Month
Fund Flow ($)
3-Month
Fund Flow ($)
Assets Under
Management ($ billions)
Net
Expense Ratio (%)
Invesco Russell 1000 Low Beta Equal Weight ETF USLB $0 -$1,630,300 -$8,050,750 -$53,141,700 $0.13 0.35%
Invesco S&P MidCap Low Volatility ETF XMLV $0 -$28,461,950 $82,065,150 $309,578,150 $2.90 0.25%
Invesco S&P SmallCap Low Volatility ETF XSLV $0 -$118,916,000 -$78,576,450 $149,255,900 $1.87 0.25%
VictoryShares US 500 Enhanced Volatility Wtd ETF CFO $0 -$9,615,430 -$47,048,810 -$104,165,445 $0.82 0.35%
SPDR Russell 1000 Low Volatility Focus ETF ONEV $0 $1,584,412 $6,895,616 $10,738,146 $0.52 0.20%
Invesco S&P 500 Low Volatility ETF SPLV $2,778,800 $82,855,400 $623,254,800 $1,036,880,750 $11.62 0.25%
First Trust Capital Strength ETF FTCS $2,780,846 $27,130,540 $115,321,663 $453,760,763 $2.20 0.60%
SPDR SSGA US Large Cap Low Volatility Index ETF LGLV $0 $7,478,599 $135,113,733 $201,391,317 $0.53 0.12%
iShares Edge MSCI Min Vol USA ETF USMV $18,567,210 $184,988,560 $1,512,422,040 $2,869,543,090 $28.27 0.15%

 

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.

 

  • While the earlier part of 2019 saw a surging stock markets, the last 8 weeks have been much more volatile amid the raging US-China trade war
  • As the noise over the trade war has grown, investors have continued to pour assets into low volatility ETFs
  • With large-cap stocks outperforming small-caps recently, we see the same dynamic among low volatility ETFs, with those focused on small-caps losing assets as those focused on larger-cap stocks gain

 

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