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
- 16
- Avg. Expense Ratio
- 0.33%
- Avg. Dividend Yield
- 1.46%
- Avg. 1 Year Return
- 21.66%
- Median Risk/Return Score
- 58 / 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 STOXX World Equity Multifactor UCITS ETF E... | Multi-factor | Sep 27, 2017 | 0.33% | 11.48% | — | 0.00% | 75 |
Best Multi-factor ETFs by Risk/Return Score
The top Multi-factor ETFs by PortfoliosLab Risk/Return Score are VFMF (90) and VSMV (88).
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 | 90 | 642.80M | Feb 2018 | |
| VictoryShares US Multi-Factor Minimum Volatility E... | 88 | 153.23M | Jun 2017 | |
| PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 84 | 267.72M | Aug 2017 | |
| Invesco S&P SmallCap 600 QVM Multi-factor ETF | 74 | 254.59M | Jun 2021 | |
| Invesco S&P 500 QVM Multi-factor ETF | 65 | 1.44B | Jun 2021 |
Best-Performing Multi-factor ETFs Over 5 Years
The top Multi-factor ETFs is VFMF (14.02%).
Across the lineup, Multi-factor ETFs show an average 1-year return of 21.66% and an average 5-year return of 9.91%, providing a clearer view of performance across different investment horizons.
| Symbol | Name | Return 5Y | AUM | Inception |
|---|---|---|---|---|
| Vanguard U.S. Multifactor ETF | 14.02% | 642.80M | Feb 2018 | |
| Global X Adaptive U.S. Factor ETF | 13.68% | 856.11M | Aug 2018 | |
| Invesco S&P 500 QVM Multi-factor ETF | 13.19% | 1.44B | Jun 2021 | |
| PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 12.85% | 267.72M | Aug 2017 | |
| VictoryShares US Multi-Factor Minimum Volatility E... | 10.85% | 153.23M | Jun 2017 |
Lowest-Cost Multi-factor ETFs
The top Multi-factor ETFs is QVML (0.11%).
With an average expense ratio of 0.33%, 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% | 1.44B | Jun 2021 | |
| Invesco S&P SmallCap 600 QVM Multi-factor ETF | 0.15% | 254.59M | Jun 2021 | |
| Invesco S&P MidCap 400 QVM Multi-factor ETF | 0.15% | 433.10M | Jun 2021 | |
| Xtrackers Russell US Multifactor ETF | 0.17% | 330.42M | 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 (2.92%).
Across the lineup, Multi-factor ETFs show an average dividend yield of 1.46%, 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... | 2.92% | 456.07M | Aug 2017 | |
| Global X Adaptive U.S. Factor ETF | 2.70% | 856.11M | Aug 2018 | |
| PIMCO RAFI Dynamic Multi-Factor Emerging Markets E... | 2.30% | 159.06M | Aug 2017 | |
| Alpha Architect Global Factor Equity ETF | 1.80% | 22.06M | May 2017 | |
| Xtrackers Russell US Multifactor ETF | 1.40% | 330.42M | Nov 2015 |
Top ETFs Categories
Leveraged Equities · 534 ETFsEurope Equities · 530 ETFsGlobal Equities · 475 ETFsDerivative Income · 467 ETFsLarge Cap Blend Equities · 417 ETFsAsia Pacific Equities · 415 ETFsTechnology Equities · 379 ETFsDefined Outcome · 340 ETFsS&P 500 · 289 ETFsEmerging Markets Equities · 235 ETFsLarge Cap Growth Equities · 233 ETFsDividend · 222 ETFsCorporate Bonds · 218 ETFsGovernment Bonds · 215 ETFsForeign Large Cap Equities · 213 ETFsCryptocurrency · 182 ETFsLarge Cap Value Equities · 178 ETFsHigh Yield Bonds · 173 ETFsOptions Trading · 164 ETFsPrecious Metals · 159 ETFsMunicipal Bonds · 150 ETFsEnergy Equities · 142 ETFsHealth & Biotech Equities · 138 ETFsREIT · 132 ETFsNasdaq-100 · 129 ETFsJapan Equities · 124 ETFsFinancials Equities · 122 ETFsDiversified Portfolio · 119 ETFsEuropean Government Bonds · 115 ETFsChina Equities · 114 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