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List of Quant ETFs

Updated Mar 8, 2019
The world of exchange-traded funds (ETF) continues to see new innovative financial schemes being launched by various fund houses and asset management companies. Quant ETFs, or Quant-based ETF or simply called Quantitative ETFs, have emerged as a new class of investment in ETF market, and gained sufficient prominence that has led to many quant ETFs being introduced.

How Quant ETFs Work?

Such quant ETFs work on the concept of quantitative trading or quantitative investment style. This methodology involves using computers, algorithms, number crunching mathematical analysis to identify and design new trading strategies. Often used on past trading data, such quantitative analysis involves mathematical calculation to spot profitable trading patterns like entry and exit points, impact of news on stock movement, other price driving factors and similar characteristics.
Since the world of analysis is a big open arena and use of high-speed computers has further expanded the territory where sky is the limit, a lot of variety exists in quant ETFs. It may involve investment which is based on principles of high frequency trading, or on new advanced indexes. It may also involve multi-factors based investment, stock rotation strategy based investment, new market or new sector-based investment, and active management strategies based investments.
However, irrespective of how fancy a quant-based investment scheme sounds, one must clearly understand what lies beneath the ETF. Often such quant ETFs come at a high cost in terms expense ratio, which investors should weigh against the potential of expected returns. Such quant ETFs may also be high risk and may involve investment in risky securities, including futures and options.

List of All Quant ETFs

Following is the list of all 23 exchange-traded funds that FKnol has in its database for ETFs which belong to the Quant category:
All Quant ETFs
TickerNameShort DescriptionExpense
Ratio
No. of
Holdings
Dividend
Frequency
Category
VFLQVanguard US Liquidity Factor ETFVFLQ is an actively managed fund that invests in US equities with low trading liquidity. The fund seeks long-term capital appreciation. ...Full Details0.13%873QuarterlyAll Cap Equities
VFQYVanguard US Quality Factor ETFThe Vanguard U.S. Quality Factor ETF is an actively managed fund of US equities featuring strong fundamentals. The fund seeks long-term capital appreciation. ...Full Details0.13%635QuarterlyAll Cap Equities
VFVAVanguard US Value Factor ETFThe Vanguard U.S. Value Factor ETF is an actively managed fund of US equities with lower share prices relative to fundamental values, as determined by the manager. The fund seeks long-term capital appreciation. ...Full Details0.13%792QuarterlyAll Cap Equities
VFMFVanguard US Multifactor ETFVFMF is an actively managed fund that invests in US equities exhibiting value, momentum, quality, and low volatility factors. The fund seeks long-term capital appreciation. ...Full Details0.18%564QuarterlyAll Cap Equities
QVALValueShares US Quantitative Value ETFThe Alpha Architect US Quantitative Value ETF tracks an equal-weighted index of US value stocks, with screens for forensic accounting and earnings quality. ...Full Details0.79%41QuarterlyAll Cap Equities
FFTYInnovator IBD 50 FundThe Innovator IBD 50 ETF tracks an index of 50 US-listed stocks with aggressive growth characteristics. Holdings are selected based on fundamental and technical rankings. The fund can toggle to 50% T-bills based on market technical signals. ...Full Details0.8%51AnnuallyAll Cap Equities
ROAMHartford Multifactor Emerging Markets ETFThe Hartford Multifactor Emerging Markets ETF tracks a multifactor and quant-driven index of emerging market stocks aimed at reducing concentration risk prevalent in cap-weighted indexes. ...Full Details0.49%318Semi-AnnuallyEmerging Markets Equities
EMEMVirtus Glovista Emerging Markets ETFThe Virtus Glovista Emerging Markets ETF tracks a multi-factor-selected, market-cap-weighted index of stocks from 15 “large liquid” emerging-market countries. ...Full Details0.68%531AnnuallyEmerging Markets Equities
INTFiShares Edge MSCI Multifactor Intl ETFThe iShares Edge MSCI Multifactor Intl ETF tracks an index of international firms in developed markets. Stocks are selected and weighted to increase exposure to multiple factors, with similar characteristics to the MSCI World ex USA Index. ...Full Details0.3%262Semi-AnnuallyForeign Large Cap Equities
ROUSHartford Multifactor US Equity ETFThe Hartford Multifactor US Equity ETF tracks an index of US large-cap stocks. The index relies on value, momentum and quality factors, among others. ...Full Details0.19%350QuarterlyLarge Cap Blend Equities
CLRGIQ Chaikin US Large Cap ETFThe IQ Chaikin US Large Cap ETF tracks an equal-weighted index of large-cap US stocks. Holdings are selected based on a multi-factor model. ...Full Details0.25%66QuarterlyLarge Cap Blend Equities
RODMHartford Multifactor Developed Markets (ex-US) ETFThe Hartford Multifactor Developed Markets (ex-US) ETF tracks an index that selects companies within developed markets outside of the US based on valuation, momentum, quality and other factors. ...Full Details0.29%420Semi-AnnuallyLarge Cap Blend Equities
ACWFiShares Edge MSCI Multifactor Global ETFThe iShares Edge MSCI Multifactor Global ETF tracks an index of large and midcap global equities. Stocks are selected and weighted to increase exposure to 4 factors (quality, value, momentum and small size) while maintaining similar characteristics to the MSCI ACWI Index. ...Full Details0.35%414Semi-AnnuallyLarge Cap Blend Equities
SYVSPDR MFS Systematic Value Equity ETFThe SPDR MFS Systematic Value Equity ETF holds large-cap US stocks that the manager (Massachusetts Financial Services) believes are undervalued, based on fundamental and quantitative analysis. ...Full Details0.6%47QuarterlyLarge Cap Blend Equities
BRGLBernstein Global Research FundThe Bernstein Global Research Fund tracks an index of large-cap global stocks, including emerging markets, selected on a variety of fundamental and technical factors including expected return. The index components are equally weighted. ...Full Details0.65%144AnnuallyLarge Cap Blend Equities
HUSEUS Equity Rotation Strategy ETFThe US Equity Rotation Strategy ETF is an actively managed fund that under- and overweights sectors based on the views of its portfolio managers. ...Full Details1.13%39AnnuallyLarge Cap Blend Equities
FWDDAdvisorShares Madrona Domestic ETFThe AdvisorShares Madrona Forward Domestic ETF is an actively managed ETF holding U.S. equities weighted and selected according to consensus analyst estimates of earnings relative to price. ...Full Details1.25%480AnnuallyLarge Cap Blend Equities
BERNBernstein US Research FundThe Bernstein US Research Fund tracks an index of US large-cap stocks selected on a variety of fundamental and technical factors, including expected return. The index components are equally weighted. ...Full Details0.5%66AnnuallyLarge Cap Growth Equities
ACSIAmerican Customer Satisfaction Core Alpha ETFThe American Customer Satisfaction Core Alpha ETF tracks an index of US-listed large-cap companies, weighted toward those with high customer satisfaction scores from surveys. ...Full Details0.66%84AnnuallyLarge Cap Growth Equities
AIEQAI Powered Equity ETFThe AI Powered Equity ETF is an actively managed fund of US stocks selected by a proprietary, quantitative model that incorporates artificial intelligence (AI). ...Full Details0.75%108QuarterlyLarge Cap Growth Equities
KLDWKnowledge Leaders Developed World ETFThe Knowledge Leaders Developed World ETF tracks an index of "highly innovative" companies from developed markets. ...Full Details0.75%328AnnuallyLarge Cap Growth Equities
MSUSLHA Market State US Tactical ETFMSUS is an actively managed fund that provides variable exposure to US large-cap stocks, between 0 and 160%, by holding ETFs and futures contracts. The fund uses artificial intelligence to determine net exposure, and seeks risk-adjusted outperformance. ...Full Details1.25%2AnnuallyLong-Short
ISCFiShares Edge MSCI Multifactor Intl Small-Cap ETFThe iShares Edge MSCI Multifactor Intl Small-Cap ETF tracks an index of international small-cap firms. Stocks are selected and weighted to increase exposure to 4 factors (quality, value, momentum and small size) while maintaining similar characteristics of the MSCI World ex USA Small Cap Index. ...Full Details0.4%709Semi-AnnuallySmall Cap Blend Equities
All Quant ETFs

Where do Quant ETFs Invest?

A long list of companies and different financial instruments exist where the Quant exchange-traded funds may invest the money collected from the ETF investors. Below is a small sample of companies whose stocks may qualify for investment by Quant ETFs, though there can be many more businesses and financial instruments where these ETFs can park the capital for returns:
 ▶ Atlassian Corporation Plc (TEAM): Atlassian Corporation Plc, incorporated on November 14, 2013, is a holding company. The Company offers a range of team collaboration products. The Company offers products, including JIRA, Confluence, HipChat, Bitbucket ...Full Details  Dividend History

 ▶ Dr. Reddy's Laboratories Ltd (RDY): Dr. Reddys Laboratories Limited, incorporated on February 24, 1984, is a pharmaceutical company that is engaged in providing medicines. The Company operates in three segments: Global Generics, Pharmaceutical Services and ...Full Details  Dividend History

 ▶ Fortinet, Inc. (FTNT): Fortinet, Inc., incorporated on November 28, 2000, is a network security company. The Company provides cyber security solutions to a range of enterprises, service providers and government organizations across the ...Full Details  Dividend History

 ▶ Infosys Limited (INFY): Infosys Limited, incorporated on July 2, 1981, is engaged in consulting, technology, outsourcing and next-generation services. The Company, along with its subsidiaries, provides business information technology (IT) services comprising application ...Full Details  Dividend History

 ▶ BioTelemetry, Inc. (BEAT): BioTelemetry, Inc., incorporated on April 12, 2013, provides monitoring services and digital population health management in a healthcare setting, medical device manufacturing and centralized laboratory services for clinical research. The ...Full Details  Dividend History

 ▶ HDFC Bank Limited (HDB): HDFC Bank Limited provides a range of banking and financial services to individuals and businesses in India, Bahrain, Hong Kong, and Dubai. The company operates in Treasury, Retail Banking, Wholesale ...Full Details  Dividend History

Company (Ticker)Company DescriptionMarket Cap%YTD Gains
Other ETF Categories
 ◐ List of Alternatives ETFs
 ◐ List of Zero Duration Bond ETFs
 ◐ List of All Term Duration Bond ETFs
 ◐ List of Intermediate Term Duration Bond ETFs
 ◐ List of Long Term Duration Bond ETFs
 ◐ List of Negative Duration Bond ETFs
 ◐ List of Short Term Duration Bond ETFs
 ◐ List of Ultra Short Term Duration Bond ETFs
 ◐ List of S&p 500 ETFs
 ◐ List of Leveraged Bond ETFs
 ◐ List of Leveraged Equities ETFs
 ◐ List of Inverse Equity ETFs
 ◐ List of Bond Duration ETFs
 ◐ List of Inverse S&p 500 ETFs
 ◐ List of Inverse Market Cap ETFs
 ◐ List of Hedge Fund ETFs
 ◐ List of Blockchain ETFs
 ◐ List of Airlines ETFs
 ◐ List of Agriculture ETFs
 ◐ List of Water ETFs
 ◐ List of Volatility ETFs
 ◐ List of Tips ETFs
 ◐ List of Socially Responsible ETFs
 ◐ List of Inverse Vix ETFs
 ◐ List of Reit ETFs
 ◐ List of Leveraged Reit ETFs
 ◐ List of S&p Index ETFs
 ◐ List of Natural Resources ETFs
 ◐ List of Nasdaq 100 ETFs
 ◐ List of Internet ETFs
 ◐ List of 1.25x Leveraged Equities ETFs
 ◐ List of 2x Leveraged Equities ETFs
 ◐ List of 3x Leveraged Equities ETFs
 ◐ List of Inverse Bond ETFs
 ◐ List of Russia ETFs
 ◐ List of India ETFs
 ◐ List of China ETFs
 ◐ List of Brazil ETFs
 ◐ List of Mexico ETFs
 ◐ List of Micro Cap ETFs
 ◐ List of Small Cap ETFs
 ◐ List of Mid Cap ETFs
 ◐ List of Renewable Energy ETFs
 ◐ List of 2x Leveraged Bond ETFs
 ◐ List of 3x Leveraged Bond ETFs
 ◐ List of No Underlying Index ETFs
 ◐ List of Mbs ETFs
 ◐ List of Silver ETFs
 ◐ List of Gold ETFs
 ◐ List of Platinum ETFs
 ◐ List of Precious Metals ETFs
 ◐ List of Palladium ETFs
 ◐ List of Telecom ETFs
 ◐ List of Silver Miners ETFs
 ◐ List of Transportation ETFs
 ◐ List of Large Cap ETFs
 ◐ List of Mega Cap ETFs
 ◐ List of Clean Energy ETFs
 ◐ List of Softs ETFs
 ◐ List of Quant ETFs
 ◐ List of Semiconductor ETFs
 ◐ List of Solar Energy ETFs
 ◐ List of Utilities ETFs
 ◐ List of Technology ETFs
 ◐ List of Preferred Stock ETFs
 ◐ List of Pharmaceutical ETFs
 ◐ List of Large Cap Blend ETFs
 ◐ List of Mid Cap Blend ETFs
 ◐ List of Mega Cap Blend ETFs
 ◐ List of Small Cap Blend ETFs
 ◐ List of Micro Cap Blend ETFs
 ◐ List of Multi Cap Blend ETFs
 ◐ List of Blend ETFs
 ◐ List of Growth ETFs
 ◐ List of Value ETFs
 ◐ List of Africa ETFs
 ◐ List of South Africa ETFs
 ◐ List of Broad Asia ETFs
 ◐ List of Developed Asia ETFs
 ◐ List of Emerging Asia ETFs
 ◐ List of Asia ETFs
 ◐ List of Iron ETFs
 ◐ List of Steel ETFs
 ◐ List of Dogs Of The Dow ETFs
 ◐ List of 5g ETFs
 ◐ List of Low Volatility ETFs
 ◐ List of Aluminum ETFs
 ◐ List of Biotech ETFs
 ◐ List of Nasdaq ETFs
 ◐ List of Software ETFs
 ◐ List of Biofuels ETFs
 ◐ List of Gaming ETFs
 ◐ List of Meat ETFs

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