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
- 1.38%
- Avg. 1 Year Return
- 21.77%
- Median Risk/Return Score
- 61 / 100
The Best Multi-factor ETFs
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Best Multi-factor ETFs by Risk/Return Score
The top Multi-factor ETFs by PortfoliosLab Risk/Return Score are VFMF (93) and VSMV (92).
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 | 93 | 642.80M | Feb 2018 | |
| VictoryShares US Multi-Factor Minimum Volatility E... | 92 | 155.19M | Jun 2017 | |
| PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 82 | 290.05M | Aug 2017 | |
| Invesco S&P SmallCap 600 QVM Multi-factor ETF | 76 | 251.05M | Jun 2021 | |
| Xtrackers Russell US Multifactor ETF | 70 | 295.98M | Nov 2015 |
Best-Performing Multi-factor ETFs Over 5 Years
The top Multi-factor ETFs is VFMF (15.32%).
Across the lineup, Multi-factor ETFs show an average 1-year return of 21.77% and an average 5-year return of 10.37%, providing a clearer view of performance across different investment horizons.
| Symbol | Name | Return 5Y | AUM | Inception |
|---|---|---|---|---|
| Vanguard U.S. Multifactor ETF | 15.32% | 642.80M | Feb 2018 | |
| Global X Adaptive U.S. Factor ETF | 14.50% | 866.42M | Aug 2018 | |
| Invesco S&P 500 QVM Multi-factor ETF | 13.31% | 1.49B | Jun 2021 | |
| PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 13.19% | 290.05M | Aug 2017 | |
| VictoryShares US Multi-Factor Minimum Volatility E... | 10.90% | 155.19M | Jun 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 (2.94%).
Across the lineup, Multi-factor ETFs show an average dividend yield of 1.38%, 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... | 2.94% | 449.93M | Aug 2017 | |
| Global X Adaptive U.S. Factor ETF | 2.65% | 866.42M | Aug 2018 | |
| PIMCO RAFI Dynamic Multi-Factor Emerging Markets E... | 2.36% | 149.92M | Aug 2017 | |
| Alpha Architect Global Factor Equity ETF | 1.83% | 22.06M | May 2017 | |
| Xtrackers Russell US Multifactor ETF | 1.40% | 295.98M | Nov 2015 |
Top ETFs Categories
Global Equities · 597 ETFsEurope Equities · 575 ETFsLeveraged Equities · 552 ETFsDerivative Income · 494 ETFsLarge Cap Blend Equities · 476 ETFsAsia Pacific Equities · 428 ETFsTechnology Equities · 412 ETFsDefined Outcome · 343 ETFsS&P 500 · 300 ETFsCorporate Bonds · 283 ETFsEmerging Markets Equities · 280 ETFsDividend · 274 ETFsGovernment Bonds · 262 ETFsLarge Cap Growth Equities · 246 ETFsForeign Large Cap Equities · 230 ETFsLarge Cap Value Equities · 201 ETFsHigh Yield Bonds · 199 ETFsCryptocurrency · 193 ETFsOptions Trading · 164 ETFsPrecious Metals · 159 ETFsHealth & Biotech Equities · 152 ETFsEnergy Equities · 151 ETFsMunicipal Bonds · 150 ETFsESG · 147 ETFsREIT · 146 ETFsJapan Equities · 140 ETFsEmerging Markets Bonds · 136 ETFsFinancials Equities · 135 ETFsNasdaq-100 · 133 ETFsEuropean Government Bonds · 126 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