Smart Beta

05/24/2018, 10:19 PM ET - Today column is in real-time. Otherwise as of previous close.

Low Volatility - U.S.

ETF or ETNToday3 Mths1 YrYTD
S&P 600 XSLV 6.0% 13.1% 3.0%
Russell 2000 SMLV 4.9% 10.4% 2.0%
S&P 400 XMLV 3.1% 10.1% 2.0%
Russell 1000 LGLV -0.9% 9.9% -0.3%
Broad USMV -0.4% 8.4% -0.2%
S&P 500 SPLV -0.6% 8.0% -1.1%

Fundamentally Weighted - U.S.

ETF or ETNToday3 Mths1 YrYTD
Small/Mid Cap PRFZ 5.0% 19.1% 5.7%
Pure Small Cap PXSC 6.7% 16.9% 4.5%
Total Market FNDB 1.1% 14.8% 1.6%
Large Cap PRF 0.0% 13.3% 0.7%
Pure Mid Cap PXMC 2.4% 12.9% 2.4%

Equal Weighted - U.S.

ETF or ETNToday3 Mths1 YrYTD
Russell 2000 EWSC 8.4% 21.2% 7.6%
Russell 200 EQWL 0.0% 15.4% 1.0%
Nasdaq 100 QQEW -1.1% 13.5% 3.9%
Russell Mid Cap EWMC 4.0% 12.9% 2.8%
Russell 1000 EQAL 1.9% 12.9% 1.6%
S&P 500 RSP 0.0% 0.0% 0.0%

Momentum - U.S.

ETF or ETNToday3 Mths1 YrYTD
Small Cap DWAS 2.8% 27.6% 7.7%
Nasdaq DWAQ 1.3% 26.4% 7.7%
S&P 1500 MMTM 1.7% 21.7% 5.5%
Broad PDP 3.0% 20.4% 7.4%

Additional Factors - U.S.

ETF or ETNToday3 Mths1 YrYTD
High Beta - Large Cap SPHB 1.4% 20.4% 4.9%
Quality - Broad QUAL -0.5% 14.9% 2.0%
Quality - Large Cap SPHQ -1.7% 10.4% 0.2%

Low Volatility - Global/International

ETF or ETNToday3 Mths1 YrYTD
Emerging Markets EELV -3.0% 12.1% 2.0%
Global Markets ACWV -0.6% 8.1% -0.5%
Developed Markets IDLV -0.6% 7.1% -0.6%

Fundamental - Global/International

ETF or ETNToday3 Mths1 YrYTD
Developed Markets - Small/Mid Cap PDN 0.3% 15.3% 1.4%
Emerging Markets PXH -8.6% 11.8% -0.1%
Developed Markets PXF -0.6% 11.5% 0.8%

Quality - Global/International

ETF or ETNToday3 Mths1 YrYTD
Global Markets QWLD 0.1% 13.4% 1.4%
Developed Markets IQLT 1.0% 9.8% 1.4%
Global Dividends IQDF -4.3% 6.3% -2.3%

High Beta - Global/International

ETF or ETNToday3 Mths1 YrYTD
Emerging Markets EEMO -6.7% 22.9% -2.7%
Developed Markets IDMO 0.5% 20.2% 2.5%

Momentum - Global/International

ETF or ETNToday3 Mths1 YrYTD
Emerging Markets PIE -0.7% 29.6% 4.6%
Developed Markets PIZ -0.5% 13.5% 2.6%