Smart Beta

01/16/2018, 8:17 AM ET - Today column is in real-time. Otherwise as of previous close.

Low Volatility - U.S.

ETF or ETNToday3 Mths1 YrYTD
Broad USMV 5.4% 19.8% 1.4%
Russell 1000 LGLV 5.4% 18.9% 1.3%
S&P 500 SPLV 3.4% 17.6% 0.4%
S&P 400 XMLV 1.9% 12.2% -0.6%
S&P 600 XSLV 0.5% 10.4% 0.7%
Russell 2000 SMLV 1.3% 7.6% 1.3%

Fundamentally Weighted - U.S.

ETF or ETNToday3 Mths1 YrYTD
Total Market FNDB 10.2% 20.4% 3.9%
Large Cap PRF 9.7% 19.2% 3.8%
Pure Mid Cap PXMC 8.5% 17.5% 3.5%
Small/Mid Cap PRFZ 6.9% 17.2% 3.8%
Pure Small Cap PXSC 6.0% 14.4% 3.3%

Equal Weighted - U.S.

ETF or ETNToday3 Mths1 YrYTD
Nasdaq 100 QQEW 8.7% 27.2% 5.2%
Russell 200 EQWL 8.7% 26.2% 3.3%
S&P 500 RSP 9.1% 21.1% 3.8%
Russell 1000 EQAL 8.2% 18.6% 3.1%
Russell Mid Cap EWMC 8.0% 15.3% 3.5%
Russell 2000 EWSC 8.2% 14.7% 4.1%

Momentum - U.S.

ETF or ETNToday3 Mths1 YrYTD
Nasdaq DWAQ 8.5% 36.0% 5.9%
S&P 1500 MMTM 9.1% 26.5% 3.3%
Broad PDP 7.8% 26.3% 4.1%
Small Cap DWAS 6.7% 25.7% 3.9%

Additional Factors - U.S.

ETF or ETNToday3 Mths1 YrYTD
Quality - Broad QUAL 9.8% 26.2% 4.0%
Quality - Large Cap SPHQ 9.0% 23.1% 4.4%
High Beta - Large Cap SPHB 13.1% 22.3% 6.3%

Low Volatility - Global/International

ETF or ETNToday3 Mths1 YrYTD
Emerging Markets EELV 7.1% 27.0% 4.4%
Developed Markets IDLV 4.0% 21.2% 2.2%
Global Markets ACWV 4.6% 18.7% 1.5%

Fundamental - Global/International

ETF or ETNToday3 Mths1 YrYTD
Developed Markets - Small/Mid Cap PDN 8.4% 31.9% 4.2%
Emerging Markets PXH 7.9% 26.8% 6.2%
Developed Markets PXF 8.0% 26.5% 5.3%

Quality - Global/International

ETF or ETNToday3 Mths1 YrYTD
Global Dividends IQDF 5.8% 25.4% 4.0%
Developed Markets IQLT 4.6% 24.7% 3.1%
Global Markets QWLD 7.9% 24.1% 3.2%

High Beta - Global/International

ETF or ETNToday3 Mths1 YrYTD
Emerging Markets EEMO 7.6% 52.9% 5.4%
Developed Markets IDMO 8.0% 34.0% 4.5%

Momentum - Global/International

ETF or ETNToday3 Mths1 YrYTD
Emerging Markets PIE 9.4% 43.4% 5.1%
Developed Markets PIZ 4.1% 31.5% 3.3%