yield / risk adjusted ETF portfolio ideas.

ETF portfolio ideas - the approach

For retail investors, there could hardly be any better investment vehicle than a Exchange Traded Fund (ETF). The catch is - nowadays there are thousands of them, where each has each own goals and benefits.


Investing in ETF has just got so much simpler. No need to manually browse thru an ETF database. Using of proprietary filtering, benchmarking and ranking algorithm for the past few months, Yield or Risk does monthly analysis/snapshots of major ETF sector data.

Of course, past performance is not always indicative of future performance. However, it is important to compare how similar ETFs have performed versus each other. Other less important factors to consider are the amount of assets the ETF has under management, the daily average volume and the bid/ask spread of the ETF. The amount of assets under management is important because an ETF with low levels could be in danger of closing, a situation investors want to avoid. The average daily volume could be an issue when purchasing/selling large amounts of shares because it will move the bid/ask spread. Finally, a wide bid/ask spread is another display of low liquidity, and will be more costly to investors.

Reference: investopedia.com

YoR: ETF wizard


The analysis attempts to answer the following questions:

  • What ETF have existed at least two years, have minimum 50M in AUM and have yielded at least 1.25%
  • Filter by performance (yield) and risk (volatility)
  • Which of these have best match to performance of selected market indexes
  • Which of these are least correlated with each other

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Materials on this web site are presented as ideas. Yield or Risk does not represent nor warrant that any Content will be error-free, or that use of the Content will provide specific results. The Content is delivered on an "as-is" and "as-available" basis.