先选大类，再展开子类；数量、规模、收益与回撤均来自当前全市场快照。
每日资金流由 AUM、收益和份额变化估算；公开源无法统一得到实际申购/赎回单位时明确显示“未披露”，不会把估算冒充成交。
完整持仓使用 SEC N-PORT 法定申报，覆盖面广但有监管披露时滞；Yahoo 前十大持仓只用于更及时的概览。
收益使用复权收盘价。跟踪误差只有明确基准映射时计算；杠杆衰减拆分为每日复位路径影响和实现偏差。
| ETF | 规模 | 费率 | 1 年 | 5 年 | 回撤 |
|---|---|---|---|---|---|
MTUM iShares MSCI USA Momentum Factor ETF | $29.0B | 0.1% | +24.7% | +80.8% | -32.3% |
SPMO Invesco S&P 500 Momentum ETF | $19.8B | 0.1% | +25.3% | +149.3% | -22.7% |
XMMO Invesco S&P MidCap Momentum ETF | $6.9B | 0.3% | +17.7% | +87.8% | -27.9% |
IMTM iShares MSCI Intl Momentum Factor ETF | $4.2B | 0.3% | +22.0% | +59.4% | -30.7% |
IDMO Invesco S&P International Developed Momentum ETF | $3.9B | 0.3% | +23.4% | +101.9% | -27.1% |
XSMO Invesco S&P SmallCap Momentum ETF | $2.9B | 0.4% | +27.6% | +72.5% | -29.6% |
JMOM JPMorgan U.S. Momentum Factor ETF | $2.6B | 0.1% | +25.1% | +89.9% | -28.3% |
PDP Invesco Dorsey Wright Momentum ETF | $2.1B | 0.6% | +16.9% | +47.7% | -33.9% |
VFMO Vanguard U.S. Momentum Factor ETF | $1.7B | 0.1% | +28.9% | +83.3% | -25.8% |
SEIM SEI QiM U.S. Large Cap Momentum Active ETF | $1.3B | 0.1% | +23.8% | — | -22.2% |
FDMO Fidelity Momentum Factor ETF | $957M | 0.1% | +18.8% | +92.3% | -25.4% |
PIZ Invesco Dorsey Wright Developed Markets Momentum ETF | $777M | 0.8% | +14.3% | +40.6% | -40.9% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | $444M | 0.3% | +16.2% | +59.1% | -26.8% |
DWAS Invesco Dorsey Wright SmallCap Momentum ETF | $412M | 0.6% | +33.4% | +38.0% | -33.8% |
PIE Invesco Dorsey Wright Emerging Markets Momentum ETF | $266M | 0.9% | +39.6% | +27.2% | -37.6% |
FMTM MarketDesk Focused U.S. Momentum ETF | $246M | 0.5% | +39.9% | — | -15.4% |
JOET Virtus ETF Trust II Virtus Terranova U.S. Quality Momentum ETF | $245M | 0.3% | +10.3% | +56.3% | -26.6% |
MMTM State Street SPDR S&P 1500 Momentum Tilt ETF | $166M | 0.1% | +10.3% | +70.9% | -23.7% |
IMOM Alpha Architect International Quantitative Momentum ETF | $159M | 0.4% | +24.0% | +30.9% | -39.3% |
QQQA ProShares Nasdaq-100 Dorsey Wright Momentum ETF | $83M | 0.6% | +55.7% | +62.3% | -38.4% |
DVOL First Trust Dorsey Wright Momentum & Low Volatility ETF | $73M | 0.6% | +10.2% | +38.7% | -24.6% |
SMOM Symmetry Panoramic Sector Momentum ETF | $69M | 0.6% | — | — | -7.5% |
GMOM Cambria Global Momentum ETF | $68M | 1.0% | +25.2% | +43.7% | -19.2% |
MATE Man Active Trend Enhanced ETF | $38M | 1.0% | — | — | -13.2% |