sotnkSIZE iShares MSCI USA Size Factor ETF
- Last close
- 176.98
- 504-day return
- +23.56%
- Median $/day
- $696k
- Significant pairs
- 4479
SIZE vs GSEW
Both indexed to 100 at 2026-05-11.
Moves with SIZE
Same-day co-movement.
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF | $5.2M | 0d | +0.96 | +0.95 | 100% | <1e-15 | robust |
| RSP Invesco S&P 500 Equal Weight ETF | $1.9B | 0d | +0.95 | +0.92 | 100% | <1e-15 | robust |
| VO Vanguard Morningstar Mid-Cap ETF | $181.4M | 0d | +0.95 | +0.92 | 100% | <1e-15 | robust |
| AVMC Avantis U.S. Mid Cap Equity ETF | $1.1M | 0d | +0.94 | +0.91 | 100% | <1e-15 | robust |
| TPLC Timothy Plan US Large/Mid Cap Core ETF | $742k | 0d | +0.94 | +0.90 | 100% | <1e-15 | robust |
| EQAL Invesco Russell 1000 Equal Weight ETF | $1.4M | 0d | +0.94 | +0.91 | 100% | <1e-15 | robust |
| DFVE DoubleLine Fortune 500 Equal Weight ETF | $105k | 0d | +0.93 | +0.89 | 100% | <1e-15 | robust |
| VBR Vanguard Morningstar Small-Cap Value ETF | $69.2M | 0d | +0.92 | +0.89 | 100% | <1e-15 | robust |
| FMDE Fidelity Enhanced Mid Cap Core ETF | $20.3M | 0d | +0.92 | +0.91 | 100% | <1e-15 | robust |
| FEX First Trust Large Cap Core AlphaDEX Fund | $1.8M | 0d | +0.92 | +0.86 | 100% | <1e-15 | robust |
| VFQY Vanguard U.S. Quality Factor ETF | $1.0M | 0d | +0.92 | +0.89 | 100% | <1e-15 | robust |
| JPME JPMorgan Diversified Return US Mid Cap Equity ETF | $870k | 0d | +0.91 | +0.84 | 100% | <1e-15 | robust |
| DXUV U.S. Vector Equity Portfolio ETF Class Shares | $979k | 0d | +0.91 | +0.89 | 100% | <1e-15 | robust |
| NUMV Nuveen ESG Mid-Cap Value ETF | $812k | 0d | +0.91 | +0.87 | 100% | <1e-15 | robust |
| EZM WisdomTree U.S. MidCap Fund | $1.2M | 0d | +0.91 | +0.86 | 100% | <1e-15 | robust |
Moves against SIZE
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| HDGE AdvisorShares Active Bear ETF | $1.1M | 0d | -0.79 | -0.71 | 100% | <1e-15 | robust |
| DWSH AdvisorShares Trust AdvisorShares Dorsey Wright Short ETF | $195k | 0d | -0.72 | -0.59 | 100% | <1e-15 | robust |
| VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | $222.2M | 0d | -0.66 | -0.58 | 100% | <1e-15 | robust |
| YQQQ Tidal Trust II YieldMax Short N100 Option Income Strategy ETF | $353k | 0d | -0.59 | -0.56 | 100% | <1e-15 | robust |
| VIXM ProShares VIX Mid-Term Futures ETF | $2.7M | 0d | -0.58 | -0.49 | 100% | <1e-15 | robust |
| VXZ iPath Series B S&P 500 VIX Mid-Term Futures ETN | $572k | 0d | -0.58 | -0.46 | 100% | <1e-15 | robust |
| BTAL AGF U.S. Market Neutral Anti-Beta Fund | $8.6M | 0d | -0.52 | -0.54 | 100% | <1e-15 | robust |
| CRSH YieldMax Short TSLA Option Income Strategy ETF | $455k | 0d | -0.40 | -0.42 | 100% | <1e-15 | robust |
| TAIL Cambria Tail Risk ETF | $1.9M | 0d | -0.44 | -0.21 | 75% | <1e-15 | moderate |
| QBER TrueShares Quarterly Bear Hedge ETF | $424k | 0d | -0.35 | -0.30 | 88% | 7e-15 | robust |