994 Smart-Beta ETF Reports: Ratings, Holdings, Analysis | ETF.com [PDF]

Smart beta has emerged as one of the most exciting and hotly debated investment trends of the past 10 years. Going by many different names (strategic beta, fundamental indexing, factor investing and more), smart beta is a catchall term for rules-based strategies that aim to deliver better risk-adjusted returns than traditional market-cap-weighted indexes. Today there are hundreds of ETFs, and, if you count institutional assets, hundreds of billions of dollars benchmarked against smart-beta indexes. With 1000 ETFs traded in the U.S. markets, Smart-Beta ETFs ETFs gather total assets under management of $781.38B. The average expense ratio is of 0.56%. Smart-Beta ETFs ETFs can be found in the following asset classes:

The largest Smart-Beta ETFs ETF is the iShares Russell 1000 Value ETF IWD with $41.18B in assets. In the last trailing year, the best performing Smart-Beta ETFs ETF was the LABU at 117.89%. The most-recent ETF launched in the Smart-Beta ETFs space was the Innovator IBD ETF Leaders ETF LDRS in 12/21/17.

DYY

DB Commodity Double Long ETN

55.12%

USMV

iShares Edge MSCI Min Vol USA ETF

1,269.32

USMC

Principal U.S. Mega-Cap MultiFactor Index E…

KOLD

ProShares UltraShort Bloomberg Natural Gas…

37.40%

MTUM

iShares Edge MSCI USA Momentum Factor ETF…

1,186.26

NUMG

NuShares ESG Mid-Cap Growth ETF

207.38%

RETL

Direxion Daily Retail Bull 3x Shares

30.07%

FXL

First Trust Technology AlphaDEX Fund

946.66

ESGG

FlexShares STOXX Global ESG Impact Index Fun…

206.61%

DPST

Direxion Daily Regional Banks Bull 3X Shares…

20.31%

IWD

iShares Russell 1000 Value ETF

660.12

NULG

NuShares ESG Large-Cap Growth ETF

186.57%

GUSH

Direxion Daily S&P Oil & Gas Exp. & Prod. Bu…

16.40%

KRE

SPDR S&P Regional Banking ETF

606.49

NUMV

NuShares ESG Mid-Cap Value ETF

184.68%

BOIL

ProShares Ultra Bloomberg Natural Gas

-32.85%

FXU

First Trust Utilities AlphaDEX Fund

-854.47

LSTK

iPath Pure Beta Livestock ETN

-73.37%

KFYP

KraneShares Zacks New China ETF

-25.54%

HEDJ

WisdomTree Europe Hedged Equity Fund

-281.71

RINF

ProShares Inflation Expectations ETF

-72.71%

WDRW

Direxion Daily Regional Banks Bear 3X Shares…

-18.67%

XBI

SPDR S&P BIOTECH ETF

-249.40

FTXG

First Trust Nasdaq Food & Beverage ETF

-66.48%

DRIP

Direxion Daily S&P Oil & Gas Exp. & Prod. Be…

-18.31%

IWY

iShares Russell Top 200 Growth ETF

-162.16

ESGS

Columbia Sustainable U.S. Equity Income ETF…

-59.42%

GAZB

iPath Series B Bloomberg Natural Gas Subinde…

-18.20%

IWN

iShares Russell 2000 Value ETF

-147.46

FOIL

iPath Pure Beta Aluminum ETN

-51.67%

1,000 ETFs 10

20

TICKER

IWD IWF VTV VUG VIG VYM IVW DVY SDY IVE USMV RSP VBR IWS AMLP IWN DXJ IWO IWP VOE

As of 12/21/2017

50 100

FUND BASICS

5,539.87%

1

PERFORMANCE

ANALYSIS

FUNDAMENTALS

CLASSIFICATION

FUND NAME

ISSUER

iShares Russell 1000 Value ETF iShares Russell 1000 Growth ETF Vanguard Value ETF Vanguard Growth ETF Vanguard Dividend Appreciation ETF Vanguard High Dividend Yield ETF iShares S&P 500 Growth ETF iShares Select Dividend ETF SPDR S&P Dividend ETF iShares S&P 500 Value ETF iShares Edge MSCI Min Vol USA ETF Guggenheim S&P 500 Equal Weight ETF Vanguard Small-Cap Value ETF iShares Russell Mid-Cap Value ETF Alerian MLP ETF iShares Russell 2000 Value ETF WisdomTree Japan Hedged Equity Fund iShares Russell 2000 Growth ETF iShares Russell Mid-Cap Growth ETF Vanguard Mid-Cap Value ETF

BlackRock BlackRock Vanguard Vanguard Vanguard Vanguard BlackRock BlackRock State Street Global Advisors BlackRock BlackRock Guggenheim Vanguard BlackRock ALPS BlackRock WisdomTree BlackRock BlackRock Vanguard

TAX EXPENSE RATIO

ESG AUM

0.20% 0.20% 0.06% 0.06% 0.08% 0.08% 0.18% 0.39% 0.35% 0.18% 0.15% 0.40% 0.07% 0.25% 1.42% 0.24% 0.48% 0.24% 0.25% 0.07%

$41.14B $40.54B $36.88B $31.73B $27.51B $21.67B $19.81B $17.76B $16.15B $15.19B $15.11B $14.99B $12.69B $11.00B $9.99B $9.66B $9.54B $9.31B $8.49B $8.38B

CUSTOM SPREAD %

0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.02% 0.01% 0.02% 0.01% 0.04% 0.03% 0.09% 0.03% 0.02% 0.03% 0.03% 0.04%

SEGMENT

Equity: U.S. - Large Cap Value Equity: U.S. - Large Cap Growth Equity: U.S. - Large Cap Value Equity: U.S. - Large Cap Growth Equity: U.S. - Total Market Equity: U.S. - High Dividend Yield Equity: U.S. - Large Cap Growth Equity: U.S. - High Dividend Yield Equity: U.S. - High Dividend Yield Equity: U.S. - Large Cap Value Equity: U.S. - Total Market Equity: U.S. - Large Cap Equity: U.S. - Small Cap Value Equity: U.S. - Mid Cap Value Equity: U.S. MLPs Equity: U.S. - Small Cap Value Equity: Japan - Total Market Equity: U.S. - Small Cap Growth Equity: U.S. - Mid Cap Growth Equity: U.S. - Mid Cap Value

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