The Global X research team updated the Scientific Beta Factor Report for Q2 2019, analyzing the performance and characteristics of factors in the US and international markets. The full Q2 Factor Report can be read here.
Factor Investing in the US: Low Volatility Boost
The second quarter exhibited continuation of positive performance across the board. The Global X Scientific Beta US ETF (SCIU) outperformed the S&P 500 Index (bps), with much of the attribution coming from the Low Volatility factor which outpaced the S&P 500's 4.30% return during Q2 by 100 bps. Performance was