US small cap value

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This page presents a selection of  index funds and exchange traded funds.

Selection
Most indexes are market-cap weighted and hold a subset of the target small-cap index. However, the "pure value" indexes weight the value stocks by a measure of their value characteristic, which is why they have much lower market caps (bordering on micro-cap) and price/book ratios. (Note that funds report portfolios on different dates; the S&P 600 Value ETFs should all have the same holdings, even though they have different reported market caps and price/book ratios.)

Small cap value ETFs based on Alternate Indexes include PowerShares Dynamic Small Cap Value (PWY) and WisdomTree SmallCap Earnings (EES).

Resources

 * Altruist FA Domestic Small Cap Value Funds

Forum discussions

 * Which SCV ETF to pair with TSM?
 * Persistence of the value premium
 * Small value in taxable (includes factor loading estimates by Robert T)