Vanguard Asset Management vanguard investments home page launched four new global factor investing ETFs, based on the value, liquidity, momentum, and low volatility return premiums. My thanks to reader Snowman for tipping us off about these new ETFs.
I haven’t seen an official press release on Vanguard’s UK website, but the factor ETFs are already being talked about in the investing media. Vanguard’s four new factor ETFs are already listed on its website. Vanguard Global Liquidity Factor UCITS ETF The Fund pursues an actively-managed investment strategy. The Investment Manager’s quantitative model implements a rules-based active approach that aims to assess the factor exposures of securities, favouring equity securities which, when compared to other securities in the investment universe, have low trading volumes and other measures of trading liquidity, including lower trading share and dollar volumes, based on percentage turnover, and price impact.