List of Quant ETFs: FKnol.com

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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.
Following is the list of all 36 exchange-traded funds that FKnol has in its database for ETFs which belong to the Quant category:

All Quant ETFs

List of All Quant ETFs

Ticker	Name	Short Description	Expense Ratio	No. of Holdings	Dividend Frequency	Category
VFLQ	Vanguard US Liquidity Factor ETF	VFLQ is an actively managed fund that invests in US equities with low trading liquidity. The fund seeks long-term capital appreciation. ...Full Details	0.13%	873 Full List	Quarterly	All Cap Equities
VFQY	Vanguard US Quality Factor ETF	The 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 Details	0.13%	635 Full List	Quarterly	All Cap Equities
VFVA	Vanguard US Value Factor ETF	The 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 Details	0.13%	792 Full List	Quarterly	All Cap Equities
VFMF	Vanguard US Multifactor ETF	VFMF 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 Details	0.18%	564 Full List	Quarterly	All Cap Equities
QVAL	ValueShares US Quantitative Value ETF	The Alpha Architect US Quantitative Value ETF tracks an equal-weighted index of US value stocks, with screens for forensic accounting and earnings quality. ...Full Details	0.79%	41 Full List	Quarterly	All Cap Equities
FFTY	Innovator IBD 50 Fund	The 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 Details	0.8%	51 Full List	Annually	All Cap Equities
DWEQ	AdvisorShares Dorsey Wright Alpha Equal Weight ETF	DWEQ is an actively managed fund of funds that follows a quantitative proprietary model based on momentum indicators and seeks long-term capital appreciation. ...Full Details	0.99%	41 Full List		All Cap Equities
DBMF	iM DBi Managed Futures Strategy ETF	DBMF aims to emulate the performance of a group of CTA hedge funds. The fund’s model allocates weights to derivatives selected by the fund’s active managers. ...Full Details	0.85%	24	Quarterly	Commodities
WIZ	Merlyn.AI Bull-Rider Bear-Fighter ETF	WIZ tracks a proprietary index that uses artificial intelligence to analyze momentum indicators in order to shift between aggressive or conservative ETF portfolios. �The fund aims for capital appreciation. ...Full Details	0.95%	9		Diversified Portfolio
DWUS	AdvisorShares Dorsey Wright FSM US Core ETF	DWUS is an actively managed fund of funds that follows a proprietary rules-based momentum strategy and seeks long-term capital appreciation. ...Full Details	1.14%	3		Diversified Portfolio
ROAM	Hartford Multifactor Emerging Markets ETF	The 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 Details	0.49%	318 Full List	Semi-Annually	Emerging Markets Equities
INTF	iShares Edge MSCI Multifactor Intl ETF	The 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 Details	0.3%	262 Full List	Semi-Annually	Foreign Large Cap Equities
ROMO	Strategy Shares Newfound/ReSolve Robust Momentum ETF	ROMO is a passively managed fund-of-funds that shifts exposure to global equities regionally or U.S. Treasurys based on momentum and trend. ...Full Details	0.87%	5		Hedge Fund
KDFI	KFA Dynamic Fixed Income ETF	KDFI tracks an index of USD denominated high yield or treasury securities, selected based on momentum. ...Full Details	0.46%	59 Full List		High Yield Bonds
ROUS	Hartford Multifactor US Equity ETF	The 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 Details	0.19%	350 Full List	Quarterly	Large Cap Blend Equities
CLRG	IQ Chaikin US Large Cap ETF	The 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 Details	0.25%	66 Full List	Quarterly	Large Cap Blend Equities
RODM	Hartford Multifactor Developed Markets (ex-US) ETF	The 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 Details	0.29%	420 Full List	Semi-Annually	Large Cap Blend Equities
ACWF	iShares Edge MSCI Multifactor Global ETF	The 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 Details	0.35%	414 Full List	Semi-Annually	Large Cap Blend Equities
SYV	SPDR MFS Systematic Value Equity ETF	The 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 Details	0.6%	47 Full List	Quarterly	Large Cap Blend Equities
HUSE	US Equity Rotation Strategy ETF	The US Equity Rotation Strategy ETF is an actively managed fund that under- and overweights sectors based on the views of its portfolio managers. ...Full Details	1.13%	39 Full List	Annually	Large Cap Blend Equities
LGH	HCM Defender 500 Index ETF	LGH tracks a proprietary index that toggles between U.S. large-cap stocks and Treasury’s, or a combination of both, depending on risk in the U.S. equity market. ...Full Details	1.25%	446 Full List		Large Cap Blend Equities
AFLG	First Trust Active Factor Large Cap ETF	AFLG is an actively managed portfolio of factor-focused US large-cap companies seeking capital appreciation. ...Full Details	0.55%	200 Full List		Large Cap Growth Equities
XOUT	GraniteShares XOUT US Large Cap ETF	XOUT tracks a market-cap weighted index of US large-cap stocks selected based on a proprietary, quantitative scoring methodology excluding potentially underperforming companies. ...Full Details	0.6%	251 Full List	Quarterly	Large Cap Growth Equities
ACSI	The American Customer Satisfaction Core Alpha ET	ACSI tracks an index of US-listed large-cap companies, weighted toward those with high customer satisfaction scores from surveys. ...Full Details	0.66%	97 Full List	Annually	Large Cap Growth Equities
AIEQ	AI Powered Equity ETF	The AI Powered Equity ETF is an actively managed fund of US stocks selected by a proprietary, quantitative model that incorporates artificial intelligence (AI). ...Full Details	0.75%	108 Full List	Quarterly	Large Cap Growth Equities
KLDW	Knowledge Leaders Developed World ETF	The Knowledge Leaders Developed World ETF tracks an index of "highly innovative" companies from developed markets. ...Full Details	0.75%	328 Full List	Annually	Large Cap Growth Equities
DWAW	AdvisorShares Dorsey Wright FSM All Cap World ETF	DWAW is an actively managed fund of funds that follows a proprietary rules-based momentum strategy and seeks long-term capital appreciation. ...Full Details	1.14%	3		Large Cap Growth Equities
AESR	Anfield Universal Fixed Income ETF	AESR is an actively managed fund-of-funds of large-cap US equities that uses macroeconomic and forecasting methodology to pursue a sector rotation strategy. ...Full Details	1.42%	10		Large Cap Growth Equities
REVS	Columbia Research Enhanced Value ETF	REVS tracks an index of US stocks pulled from the Russell 1000 Value Index. REVS’ index uses multifactor selection and market cap weighting. ...Full Details	0.19%	275 Full List		Large Cap Value Equities
FLSP	Franklin Liberty Systematic Style Premia ETF	FLSP is an actively managed, absolute return fund that aims to produce positive returns in a rising or falling market by employing a multi-asset, long/short strategy via the use of derivatives. ...Full Details	0.65%	241		Long Short
DBEH	iM DBi Hedge Strategy ETF	DBEH is an actively managed fund that seeks to model the performance of long/short equity hedge fund strategies via US futures contracts. The fund seeks long-term capital appreciation. ...Full Details	0.85%	16		Long Short
MSUS	LHA Market State US Tactical ETF	MSUS 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 Details	1.25%	2	Annually	Long-Short
ISCF	iShares Edge MSCI Multifactor Intl Small-Cap ETF	The 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 Details	0.4%	709 Full List	Semi-Annually	Small Cap Blend Equities
AFSM	First Trust Active Factor Small Cap ETF	AFSM is an actively managed portfolio of US small-cap companies that exhibit exposure to one or more investing factors. ...Full Details	0.75%	236 Full List		Small Cap Blend Equities
QQH	HCM Defender 100 Index ETF	QQH tracks a proprietary index that toggles between technology stocks and Treasury’s, or a combination of both, depending on risk in the U.S. equity market. ...Full Details	1.25%	105 Full List		Technology Equities
WBIN	WBI BullBear Trend Switch US Total Return ETF	The WBI BullBear Trend Switch US Total Return ETF is an actively managed fund that switches between several varieties of bonds depending on macro-economic conditions. ...Full Details	0.77%	0		Total Bond Market

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All Quant ETFs

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.

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