Let us assume that one believes the Fama French hypothesis and one wants to increase investment return. If so, a greater proportion of one's portfolio, then justified based on market capitalization, should be in small cap and value stocks. How can one do this in the Canadian stock market especially if you are a index fund investor? iShares has a small cap index ETF and a value index ETF. However, both ETFs are less than $40 million in size; I'm not sure how long they are going to be around. Any suggestions?