The Best Multi-factor ETFs
The table below compares the performance and other essential indicators like dividend yield and expense ratio of Multi-factor ETFs.
Multi-factor ETFs are exchange-traded funds that incorporate multiple investment factors or strategies to construct portfolios. These factors, which are quantitative characteristics of stocks, can include value, growth, momentum, quality, low volatility, and size, among others. Multi-factor ETFs employ a systematic, rules-based approach to select and weigh their holdings. By balancing exposure to different factors, these ETFs seek to benefit from the unique strengths of each factor and reduce the impact of any single factor's underperformance.
- Number of ETFs
- 17
- Avg. Expense Ratio
- 0.35%
- Avg. Dividend Yield
- 1.37%
- Avg. 1 Year Return
- 23.73%
- Median Risk/Return Score
- 64 / 100
The Best Multi-factor ETFs
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| Symbol | Full Name | Category | Inception | Expense Ratio | YTD Return | 10Y Return (Annualized) | Dividend Yield | Risk / Return Rank | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Omega Ratio | Martin Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| iShares Edge MSCI Australia Multifactor ETF | Multi-factor | Oct 11, 2016 | 0.30% | -1.94% | — | 1.44% | 12 |
Best Multi-factor ETFs by Risk/Return Score
The top Multi-factor ETFs by PortfoliosLab Risk/Return Score are VFMF (94) and VSMV (91).
The score measures risk-adjusted performance over the past year, accounting for volatility, drawdown, and return consistency.
| Symbol | Name | Risk / Return Rank | AUM | Inception |
|---|---|---|---|---|
| Vanguard U.S. Multifactor ETF | 94 | 642.80M | Feb 2018 | |
| VictoryShares US Multi-Factor Minimum Volatility E... | 91 | 155.19M | Jun 2017 | |
| PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 86 | 290.05M | Aug 2017 | |
| Invesco S&P SmallCap 600 QVM Multi-factor ETF | 79 | 251.05M | Jun 2021 | |
| Invesco S&P 500 QVM Multi-factor ETF | 73 | 1.49B | Jun 2021 |
Best-Performing Multi-factor ETFs Over 5 Years
The top Multi-factor ETFs is VFMF (15.20%).
Across the lineup, Multi-factor ETFs show an average 1-year return of 23.73% and an average 5-year return of 10.48%, providing a clearer view of performance across different investment horizons.
| Symbol | Name | Return 5Y | AUM | Inception |
|---|---|---|---|---|
| Vanguard U.S. Multifactor ETF | 15.20% | 642.80M | Feb 2018 | |
| Global X Adaptive U.S. Factor ETF | 14.24% | 866.42M | Aug 2018 | |
| Invesco S&P 500 QVM Multi-factor ETF | 13.67% | 1.49B | Jun 2021 | |
| PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 13.31% | 290.05M | Aug 2017 | |
| PIMCO RAFI Dynamic Multi-Factor International Equi... | 10.92% | 449.93M | Aug 2017 |
Lowest-Cost Multi-factor ETFs
The top Multi-factor ETFs is QVML (0.11%).
With an average expense ratio of 0.35%, Multi-factor ETFs remain a low-cost option for investors seeking broad market exposure, sector allocations, and diversified portfolio building blocks.
| Symbol | Name | Expense Ratio | AUM | Inception |
|---|---|---|---|---|
| Invesco S&P 500 QVM Multi-factor ETF | 0.11% | 1.49B | Jun 2021 | |
| Invesco S&P MidCap 400 QVM Multi-factor ETF | 0.15% | 429.11M | Jun 2021 | |
| Invesco S&P SmallCap 600 QVM Multi-factor ETF | 0.15% | 251.05M | Jun 2021 | |
| Xtrackers Russell US Multifactor ETF | 0.17% | 295.98M | Nov 2015 | |
| Vanguard U.S. Multifactor ETF | 0.18% | 642.80M | Feb 2018 |
Highest-Yield Multi-factor ETFs
The top Multi-factor ETFs is MFDX (2.90%).
Across the lineup, Multi-factor ETFs show an average dividend yield of 1.37%, offering investors a steady stream of income through regular dividend payments, making them attractive for income-seeking portfolios.
| Symbol | Name | Dividend Yield | AUM | Inception |
|---|---|---|---|---|
| PIMCO RAFI Dynamic Multi-Factor International Equi... | 2.90% | 449.93M | Aug 2017 | |
| Global X Adaptive U.S. Factor ETF | 2.69% | 866.42M | Aug 2018 | |
| PIMCO RAFI Dynamic Multi-Factor Emerging Markets E... | 2.30% | 149.92M | Aug 2017 | |
| Alpha Architect Global Factor Equity ETF | 1.80% | 22.06M | May 2017 | |
| Xtrackers Russell US Multifactor ETF | 1.41% | 295.98M | Nov 2015 |
Top ETFs Categories
Global Equities · 672 ETFsEurope Equities · 572 ETFsLeveraged Equities · 550 ETFsDerivative Income · 491 ETFsLarge Cap Blend Equities · 450 ETFsAsia Pacific Equities · 418 ETFsTechnology Equities · 415 ETFsDefined Outcome · 343 ETFsS&P 500 · 292 ETFsDividend · 276 ETFsGovernment Bonds · 266 ETFsCorporate Bonds · 265 ETFsEmerging Markets Equities · 265 ETFsLarge Cap Growth Equities · 241 ETFsForeign Large Cap Equities · 230 ETFsHigh Yield Bonds · 199 ETFsCryptocurrency · 193 ETFsLarge Cap Value Equities · 183 ETFsOptions Trading · 164 ETFsPrecious Metals · 158 ETFsHealth & Biotech Equities · 152 ETFsMunicipal Bonds · 150 ETFsEnergy Equities · 149 ETFsJapan Equities · 148 ETFsREIT · 146 ETFsFinancials Equities · 133 ETFsNasdaq-100 · 131 ETFsESG · 125 ETFsEmerging Markets Bonds · 125 ETFsChina Equities · 124 ETFs
Top ETFs Comparisons
Compare the top ETFs symbols based on PortfoliosLab usage data.
Risk vs. Return Scatterplot
The Risk vs. Return Scatterplot allows you to quickly compare funds, stocks, and ETFs in one view. It displays the yearly return of an instrument on one axis and the risk (volatility) on the other.
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5 Years