Monthly Updated US ETF Scores
November 2, 2025
download as CSV ETF Factor Scores through Aug, 2025 Ticker Fund Name Fund Score Mkt Beta Score Small Factor Score Value Factor Score Profitability Factor
insights
Capturing alternative risk premia using liquid ETFs.
Canadian ETF Factor Leaders
October 13, 2025
Canadian ETF Factor Leaders Canadian ETF Factor Leaders Updated October 13, 2025 TMX-listed ETF factor scores through July 2025, ranked by multi-factor ‘Fund Score’ and
Two Thirds of Smart Beta ETFs Will Never Beat the Market
July 2, 2023
It’s Market Beta all the Way Down Ignoring diversification benefits , beating the cap-weighted total market index (nominally $VTI) on a risk-adjusted basis over the
$DEM – Wisdomtree’s High Yield Emerging Markets ETF is inexpensive Quality
June 8, 2023
With a 7.5% dividend yield through June 6th 2023, the WisdomTree Emerging Markets High Dividend Fund ($DEM) presents the opportunity to own a diversified basket
Schwab US Dividend Equity ETF – A Superior Smart Beta Dividend Fund
May 15, 2023
Schwab US Dividend Equity ETF – Factor Tombstone (FF6 through Dec-31-2022) $SCHD Factor Capture Score: 100% Value HML 40% Small SMB5 0% Profitability RMW 95%
Combining Valuation and Sharpe Ratio in ETF Selection
April 28, 2023
Why Valuation Matters Aggregate equity fund valuation metrics matter; research shows that starting valuations correlate inversely with forward 10 year returns. How starting valuation is