Momentum & low volatility stock indices can improve your investing outcomes.

Most robo-advisors cheaply and easily invest their clients in a passive diversified basket of index ETFs. Huygens offers you the same ease, but with a better way to invest - both passive and active - using smart beta ETFs.

Smart beta ETFs give you exposure to a broad portfolio of stocks, with each stock’s weighting in the portfolio driven by quantitatively defined indices to enhance aspects of investment performance. Other robo-advisors will typically invest you in capitalization weighted ETFs, which offer attractive fees but can have significant drawbacks.

We use two types of smart beta indices in our ETF portfolios - Momentum and Low Volatility - that for decades have been persistent drivers of better risk-adjusted performance. And we let you choose whether to include only U.S. market exposure, or U.S. plus international.

*Total ETF returns net of fees, 2014-2022; Past performance is not necessarily indicative of future results

Low volatility

Similarly, research has also shown that in volatile markets, stocks whose prices have been more stable recently tend to sell off less than the broader market.

We use the following low-volatility index ETFs in our clients’ portfolios to reduce the potential for volatility of returns:

  • SPLV: Invesco S&P 500 low volatility stock ETF

  • IDLV: Invesco S&P International developed market low volatility stock ETF

  • EEMV: iShares MSCI emerging markets minimum volatility stock ETF


Momentum

Substantial research has shown that over many decades, stocks with recent strong price performance have tended to continue that momentum.

We use the following momentum index ETFs in our clients’ passive and active portfolios to enhance potential for higher returns:

  • MTUM: iShares MSCI USA momentum factor ETF

  • IMTM: iShares MSCI International momentum factor ETF



See MTUM & SPLV past 10-year price performance relative to the S&P 500 US large cap index →

See IMTM & IDLV past 10-year performance relative to the MSCI International developed market index ETF →

Equities

Government bonds

U.S.

International

U.S.

International

  • MTUM: iShares MSCI USA momentum factor ETF

  • SPLV: Invesco S&P 500 low volatility stock ETF

  • IMTM: iShares MSCI International momentum factor ETF

  • IDLV: Invesco S&P International developed market low volatility stock ETF

  • EEMV: iShares MSCI emerging markets minimum volatility stock ETF

  • MUB: iShares National municipal bond ETF

  • VTIP: Vanguard Inflation-protected treasuries ETF

  • SHY: iShares 1 to 3 year treasuries ETF

  • BNDX: Vanguard Total International investment grade government bond ETF

  • EMB: iShares JP Morgan emerging market bond ETF

Optional cap-weighted passive portfolio components

We understand that some of our customers may instead seek the cheapest possible diversified passive ETF portfolio, even if it means giving up the potential for better risk-adjusted performance. For that reason we also offer cap-weighted passive portfolios:

Equities

Government bonds

U.S.

International

U.S.

International

  • VTI - Vanguard total U.S. stock market ETF

  • VEA - Vanguard non-U.S. developed markets stocks ETF

  • VWO - Vanguard emerging markets stocks ETF

  • MUB: iShares National municipal bond ETF

  • VTIP: Vanguard Inflation-protected treasuries ETF

  • SHY: iShares 1 to 3 year treasuries ETF

  • BNDX: Vanguard Total International investment grade government bond ETF

  • EMB: iShare JP Morgan emerging market bond ETF

 

or…

 
 

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IMPORTANT DISCLOSURES

Huygens Capital LLC is a New York Registered Investment Adviser. 

This website is for informational purposes only and does not constitute an offer to sell or the solicitation of an offer to purchase any interest in an investment vehicle or to establish a managed account. Any investor, whether through a managed account or participation in any collective investment vehicle sponsored by Huygens Capital LLC, must be able to bear the risks involved and must meet the specific suitability requirements relating to any such investment. In addition, this document does not constitute an offer to sell, or the solicitation of an offer to purchase any interest in Huygens Capital itself.

Huygens Capital does not provide accounting, tax, or legal advice to its clients and all potential investors are strongly urged to consult with their own advisors concerning their individual situations. Federal and state tax laws are complex and constantly changing. This material was not intended or written to be used as a substitute for any investor to conduct its own due diligence in connection with making any investment decision.