
Monthly Updated US ETF Scores
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
Capturing alternative risk premia using liquid ETFs.

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

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

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

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 – Factor Tombstone (FF6 through Dec-31-2022) $SCHD Factor Capture Score: 100% Value HML 40% Small SMB5 0% Profitability RMW 95%


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