{"url":"https://etfiq.com/benchmarks/factor/","section":"benchmarks","title":"Factor benchmarks: all 6 | ETFIQ","description":"6 ETFIQ factor benchmarks for factor and smart-beta models, with weights, rule and returns over 1, 3, 5 and 10 years.","as_of":"Oct 7, 2026","structured_data":[{"@type":"ItemList","name":"Factor benchmarks: all 6","numberOfItems":6,"itemListElement":[{"@type":"ListItem","position":1,"name":"ETFIQ Factor, 20% stocks","url":"https://etfiq.com/benchmarks/factor-20/"},{"@type":"ListItem","position":2,"name":"ETFIQ Factor, 40% stocks","url":"https://etfiq.com/benchmarks/factor-40/"},{"@type":"ListItem","position":3,"name":"ETFIQ Factor, 60% stocks","url":"https://etfiq.com/benchmarks/factor-60/"},{"@type":"ListItem","position":4,"name":"ETFIQ Factor, 80% stocks","url":"https://etfiq.com/benchmarks/factor-80/"},{"@type":"ListItem","position":5,"name":"ETFIQ Factor, 95% stocks","url":"https://etfiq.com/benchmarks/factor-95/"},{"@type":"ListItem","position":6,"name":"ETFIQ Factor, 100% stocks","url":"https://etfiq.com/benchmarks/factor-100/"}]},{"@type":"FAQPage","mainEntity":[{"@type":"Question","name":"What is an ETFIQ benchmark?","acceptedAnswer":{"@type":"Answer","text":"A rule over broad, low-cost ETFs, written down before its returns were looked at, that measures model portfolios the way the S&P 500 measures large US stocks. Its weights, rule and returns are published."}},{"@type":"Question","name":"Can I invest in an ETFIQ benchmark?","acceptedAnswer":{"@type":"Answer","text":"No. A benchmark is a published yardstick, not a fund, and ETFIQ publishes no trades for any of them. It takes no payment from the issuer of any fund a benchmark holds."}},{"@type":"Question","name":"Why are some returns hypothetical?","acceptedAnswer":{"@type":"Answer","text":"Each family\u2019s rule is frozen on a stated date. Returns before it apply today\u2019s rule and funds to earlier prices, which is look-ahead; returns from it are tracked. The price source does not carry funds that closed before 2016, so nothing here is free of survivorship bias."}}]},{"@type":"BreadcrumbList","itemListElement":[{"@type":"ListItem","position":1,"name":"ETFIQ","item":"https://etfiq.com/"},{"@type":"ListItem","position":2,"name":"Benchmarks","item":"https://etfiq.com/benchmarks/"},{"@type":"ListItem","position":3,"name":"Factor","item":"https://etfiq.com/benchmarks/factor/"}]},{"@type":"WebPage","name":"Factor benchmarks: all 6","description":"6 ETFIQ factor benchmarks for factor and smart-beta models, with weights, rule and returns over 1, 3, 5 and 10 years.","url":"https://etfiq.com/benchmarks/factor/","dateModified":"2026-10-08","isPartOf":{"@type":"WebSite","name":"ETFIQ","url":"https://etfiq.com"},"speakable":{"@type":"SpeakableSpecification","cssSelector":[".verdict",".lede",".faq"]},"publisher":{"@id":"https://etfiq.com/#org"}}],"characters":4278,"truncated":false,"content":"ETFIQ / Benchmarks / Factor \n \n Rebuilt every trading night. Figures as of Oct 7, 2026; trailing windows end at the last month end, Sep 30, 2026.\n Factor benchmarks\n 6 ETFIQ benchmarks for factor and smart-beta models. The rule, as the method states it, with x the stock share: \u201cx% stock sleeve, (100 - x)% the US bonds sleeve.\u201d Launched on Oct 3, 2026.\n 6 Benchmarks \n 7 Funds held \n\n Over 10 years to Sep 30, 2026, the 6 factor benchmarks returned +3.63% to +13.41% a year, hypothetical.\n Launched on Oct 3, 2026, when ETFIQ froze its rule. Figures before Oct 5, 2026 are hypothetical: today\u2019s rule and funds applied to earlier prices, which is look-ahead. From Oct 5, 2026 the record is tracked, and a window that starts before it is hypothetical as a whole.\n Total return a year, longest window\n Factor, 20% stocks: +3.63% a year, 10 years, hypothetical \n Factor, 40% stocks: +6.13% a year, 10 years, hypothetical \n Factor, 60% stocks: +8.59% a year, 10 years, hypothetical \n Factor, 80% stocks: +11.02% a year, 10 years, hypothetical \n Factor, 95% stocks: +12.82% a year, 10 years, hypothetical \n Factor, 100% stocks: +13.41% a year, 10 years, hypothetical \n Browse by family\n Strategic 8 Tax-aware 6 Factor 6 Income 5 Tactical 5 Thematic 6 Every factor benchmark\n Total return over each trailing window to the last month end, with distributions reinvested. Data sourced by Tiingo .\n 6 ETFIQ factor benchmarks, as of Oct 7, 2026. Data sourced by Tiingo. Benchmark Name Family Stocks Total return 1Y A year, 3Y A year, 5Y A year, 10Y Max drawdown Expense ratio Basis 1Y \n Factor, 20% stocks ETFIQ Factor, 20% stocks Factor 20% +2.86% +7.71% +1.91% +3.63% \u221218.08% 0.05% Hypothetical \n Factor, 40% stocks ETFIQ Factor, 40% stocks Factor 40% +7.70% +11.43% +4.44% +6.13% \u221218.95% 0.07% Hypothetical \n Factor, 60% stocks ETFIQ Factor, 60% stocks Factor 60% +12.68% +15.21% +6.95% +8.59% \u221223.33% 0.09% Hypothetical \n Factor, 80% stocks ETFIQ Factor, 80% stocks Factor 80% +17.80% +19.06% +9.46% +11.02% \u221230.00% 0.11% Hypothetical \n Factor, 95% stocks ETFIQ Factor, 95% stocks Factor 95% +21.73% +21.98% +11.32% +12.82% \u221234.81% 0.12% Hypothetical \n Factor, 100% stocks ETFIQ Factor, 100% stocks Factor 100% +23.06% +22.96% +11.94% +13.41% \u221236.37% 0.13% Hypothetical \n\n Questions people ask\n What is an ETFIQ benchmark? A rule over broad, low-cost ETFs, written down before its returns were looked at, that measures model portfolios the way the S&P 500 measures large US stocks. Its weights, rule and returns are published. Can I invest in an ETFIQ benchmark? No. A benchmark is a published yardstick, not a fund, and ETFIQ publishes no trades for any of them. It takes no payment from the issuer of any fund a benchmark holds. Why are some returns hypothetical? Each family\u2019s rule is frozen on a stated date. Returns before it apply today\u2019s rule and funds to earlier prices, which is look-ahead; returns from it are tracked. The price source does not carry funds that closed before 2016, so nothing here is free of survivorship bias. Total returns are market price with distributions reinvested, net of each fund\u2019s own fees, with nothing else deducted. The price source does not carry funds that closed before 2016, so nothing here is free of survivorship bias. Data sourced by Tiingo .\n Where these figures came from\n Data sourced by Tiingo U.S. Treasury daily bill rates, for the Sharpe ratio Where to next\n How the benchmarks are built Every benchmark Core funds Look a portfolio through Every method Every model, side by side ETFIQ is an independent publisher of exchange-traded fund data. It is not a fund issuer, broker-dealer or investment adviser, takes no payment from issuers, and makes no recommendations.\n \n Cite this page. ETFIQ, Factor benchmarks: all 6, data as of Oct 7, 2026. https://etfiq.com/benchmarks/factor/ Free to use with attribution for figures ETFIQ computes; issuer data stays under its owner's terms. The underlying files are at Open data .\n Other forms Plain ETFIQ, Factor benchmarks: all 6, data as of Oct 7, 2026. https://etfiq.com/benchmarks/factor/ APA ETFIQ. (Oct 7, 2026). Factor benchmarks: all 6. Retrieved from https://etfiq.com/benchmarks/factor/ Markdown [Factor benchmarks: all 6 (ETFIQ, Oct 7, 2026)](https://etfiq.com/benchmarks/factor/)","source":"ETFIQ, independent ETF data. Recomputed nightly from public filings and prices.","publisher":{"@id":"https://etfiq.com/#org","name":"ETFIQ","url":"https://etfiq.com"},"license":"https://etfiq.com/license/","license_text":"Figures ETFIQ computes are free to use with attribution: ETFIQ (etfiq.com). Issuer data stays under its owner's terms.","citation":"ETFIQ, Factor benchmarks: all 6, data as of Oct 7, 2026. https://etfiq.com/benchmarks/factor/"}