Smart Beta

11/18/2018, 10:01 AM ET - Today column is in real-time. Otherwise as of previous close.

Low Volatility - U.S.

ETF or ETNToday3 Mths1 YrYTD
Broad USMV 0.1% 8.7% 5.2%
Russell 1000 LGLV -0.9% 7.4% 4.3%
S&P 500 SPLV -1.5% 5.2% 2.5%
S&P 400 XMLV -3.2% 5.1% 3.1%
Russell 2000 SMLV -6.0% 1.6% 0.7%
S&P 600 XSLV -6.8% 1.1% 0.7%

Fundamentally Weighted - U.S.

ETF or ETNToday3 Mths1 YrYTD
Total Market FNDB -3.6% 6.5% 1.0%
Large Cap PRF -3.8% 4.8% -0.2%
Pure Mid Cap PXMC -6.0% 3.1% -1.3%
Small/Mid Cap PRFZ -8.7% 2.3% -0.6%
Pure Small Cap PXSC -9.2% 1.4% -1.7%

Equal Weighted - U.S.

ETF or ETNToday3 Mths1 YrYTD
Russell 200 EQWL -4.6% 5.0% 0.6%
S&P 500 RSP -5.3% 4.4% -0.6%
Nasdaq 100 QQEW -7.0% 3.7% 0.6%
Russell Mid Cap EWMC -8.0% 1.1% -3.0%
Russell 1000 EQAL 0.0% 0.0% 0.0%
Russell 2000 EWSC 0.0% 0.0% 0.0%

Momentum - U.S.

ETF or ETNToday3 Mths1 YrYTD
S&P 1500 MMTM -4.0% 7.8% 4.1%
Broad PDP -5.7% 4.5% 2.7%
Small Cap DWAS -8.7% 3.4% 2.1%
Nasdaq DWAQ -10.7% -3.1% -3.0%

Additional Factors - U.S.

ETF or ETNToday3 Mths1 YrYTD
Quality - Broad QUAL -3.0% 7.2% 2.2%
Quality - Large Cap SPHQ -1.1% 6.4% 1.5%
High Beta - Large Cap SPHB 0.0% 0.0% 0.0%

Low Volatility - Global/International

ETF or ETNToday3 Mths1 YrYTD
Global Markets ACWV -2.1% 3.8% 0.7%
Emerging Markets EELV -7.0% -2.5% -6.8%
Developed Markets IDLV -6.0% -3.6% -6.1%

Fundamental - Global/International

ETF or ETNToday3 Mths1 YrYTD
Emerging Markets PXH -6.4% -4.4% -7.7%
Developed Markets - Small/Mid Cap PDN -10.6% -9.1% -12.7%

Quality - Global/International

ETF or ETNToday3 Mths1 YrYTD
Global Markets QWLD -4.1% 2.8% -0.9%
Developed Markets IQLT -8.3% -4.6% -6.9%
Global Dividends IQDF -9.1% -10.4% -12.9%

High Beta - Global/International

ETF or ETNToday3 Mths1 YrYTD
Developed Markets IDMO 0.0% 0.0% 0.0%
Emerging Markets EEMO 0.0% 0.0% 0.0%

Momentum - Global/International

ETF or ETNToday3 Mths1 YrYTD
Developed Markets PIZ -12.3% -9.1% -10.9%
Emerging Markets PIE -18.1% -15.1% -20.0%