ETF / What ETFs - September 2017
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ETF Selection September 2017

The ETF selection below is based on the historical data, in 3 month period (01 June 2017 - 30 Aug 2017).

How this stuff works >>

Yield or Risk provides monthly analysis of major ETF, to assist investors in selecting the best ones, for their portfolio.
Combining the cutting edge technology with institutional-level investment experience.

Learn more about the proprietary filtering, benchmarking and ranking algorithm

Best performers: positive yield (%)

Selection criterias:

  1. ETF have existed at least two years, and has minimum 50M in AUM
  2. Non-leveraged, maximum yield (specific threshold/range), minimal volatility
  3. Least aligned to each other
symbolnamesectorregionvolatilityyield
SBIOALPS Medical Breakthroughs ETFHealthcare, BiotechnologyNorth America, U.S.22.613.75
TANGuggenheim Solar ETFEnergy, Solar EnergyGlobal, Broad11.7513.05
KCESPDR S&P Capital Markets ETFFinancials, Capital MarketsNorth America, U.S.19.446.39
PEKMarket Vectors ChinaAMC A-Share ETFN/AEmerging Asia Pacific, China6.476.33
MCHIiShares MSCI ChinaN/AEmerging Asia Pacific, China23.936.01
FNIFirst Trust ISE Chindia ETFN/AEmerging Asia Pacific, Chindia20.375.62
FXHFirst Trust Health Care AlphaDEX ETFHealthcare, BroadNorth America, U.S.28.443.01
XLVHealth Care Select Sector SPDR ETFHealthcare, BroadNorth America, U.S.26.323.87

Analysis summary

ETF filter - total corr

data file: redfilter_corr_l.xlsx

optimization/selector - total corr

data file: selectorengine_corr_pn.xlsx

Analysis reports / details >>

Intermediate data - sub sector selections

APAC Energy Financials Healthcare REIT

APAC ETFs

APAC ETF Sep - 2017
PEKMarket Vectors ChinaAMC A-Share ETF6.3
GXCSPDR S&P China ETF6.2
MCHIiShares MSCI China6
FNIFirst Trust ISE Chindia ETF5.6
PGJPowerShares Golden Dragon China ETF5
GMFSPDR S&P; Emerging Asia Pacific ETF4.4
EWYiShares MSCI South Korea Capped4
FXIiShares China Large-Cap2.9

data file: etf_apac.xlsx

Energy

TANGuggenheim Solar ETF13
GEXMarket Vectors Global Alt Energy ETF3.2

data file: etf_energy.xlsx

Financials

Financials ETF Sep - 2017
IAIiShares US Broker-Dealers & Secs Exchs6.7
KCESPDR S&P; Capital Markets ETF6.4
IYGiShares US Financial Services5.9
VFHVanguard Financials ETF4.8
IXGiShares Global Financials4.5
KRESPDR S&P Regional Banking ETF4
IYFiShares US Financials4
IAKiShares US Insurance2.2
KIESPDR S&P; Insurance ETF2

data file: etf_eu.xlsx

Healthcare

Healthcare ETF Sep - 2017
XHSSPDR S&P; Health Care Services ETF7
IHFiShares US Healthcare Providers5.6
PPHMarket Vectors Pharmaceutical ETF4.6
IHIiShares US Medical Devices3.8
IXJiShares Global Healthcare3.8
RYHGuggenheim S&P; 500 Eq Weight HC ETF3.3
FXHFirst Trust Health Care AlphaDEX ETF3.2
XLVHealth Care Select Sector SPDR ETF3
FHLCFidelity MSCI Health Care ETF3
VHTVanguard Health Care ETF2.9
IYHiShares US Healthcare2.7
PTHPowerShares DWA Healthcare Momentum ETF1.6
FBTFirst Trust NYSE Arca Biotech ETF1.6
PBEPowerShares Dynamic Biotech & Genome ETF1.1

data file: etf_healthcare.xlsx

Real Estate (REIT)

ICFiShares Cohen & Steers REIT1.1

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