*BETA*
ETF Selection November 2017
The ETF selection below is based on the historical data, in 3 month period (01 August 2017 - 31 October 2017).
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Analysis summary
Selection criteria:
- ETF have existed at least two years, and has minimum 50M in AUM
- Non-leveraged, maximum yield and minimal volatility (specific threshold/range)
| symbol | name | yield |
|---|---|---|
| SBIO | ALPS Medical Breakthroughs ETF | 11.8 |
| ERUS | iShares MSCI Russia Capped | 10.4 |
| HAO | Guggenheim China Small Cap ETF | 8.9 |
| XBI | SPDR S&P; Biotech ETF | 8.5 |
| PTH | PowerShares DWA Healthcare Momentum ETF | 7.4 |
| FBT | First Trust NYSE Arca Biotech ETF | 7.2 |
| PBE | PowerShares Dynamic Biotech & Genome ETF | 7.1 |
| MCHI | iShares MSCI China | 6.4 |
| GXC | SPDR S&P; China ETF | 6 |
| PGJ | PowerShares Golden Dragon China ETF | 5.1 |
| PJP | PowerShares Dynamic Pharmaceuticals ETF | 4.6 |
| PEK | Market Vectors ChinaAMC A-Share ETF | 4.3 |
| IYH | iShares US Healthcare | 4.2 |
| VHT | Vanguard Health Care ETF | 4.2 |
| GMF | SPDR S&P; Emerging Asia Pacific ETF | 4.1 |
| BBH | Market Vectors Biotech ETF | 3.9 |
| XLV | Health Care Select Sector SPDR ETF | 3.6 |
| IXJ | iShares Global Healthcare | 3.6 |
| FXI | iShares China Large-Cap | 3 |
| IHI | iShares US Medical Devices | 3 |
| IDU | iShares US Utilities | 2.9 |
| VPU | Vanguard Utilities ETF | 2.9 |
| ZROZ | PIMCO 25+ Year Zero Coupon US Trs ETF | 2.8 |
| EIRL | iShares MSCI Ireland Capped | 2.6 |
| FEEU | Barclays ETN+ FI Enhanced Europe 50 | 2.6 |
| EDV | Vanguard Extended Duration Treasury ETF | 2.5 |
| PBW | PowerShares WilderHill Clean Energy ETF | 2.4 |
| FIEU | Credit Suisse FI Enhanced Europe50 ETN | 2.2 |
| RYH | Guggenheim S&P; 500 Eq Weight HC ETF | 2.1 |
| IEZ | iShares US Oil Equipment&Services; | 2 |
| IHF | iShares US Healthcare Providers | 2 |
| IHE | iShares US Pharmaceuticals | 2 |
| DFE | WisdomTree Europe SmallCap Dividend ETF | 1.9 |
| TLT | iShares 20+ Year Treasury Bond | 1.8 |
| IXC | iShares Global Energy | 1.7 |
| HEDJ | WisdomTree Europe Hedged Equity ETF | 1.6 |
| PZD | PowerShares Cleantech ETF | 1.5 |
| PEZ | PowerShares DWA Cnsmr Cyclicals Mom ETF | 1.2 |
data file: redfilter_totalcorr_l.xlsx
Sub-Selection 1 - Least aligned to each other
| symbol | name | sector | region | volatility | yield |
|---|---|---|---|---|---|
| SBIO | ALPS Medical Breakthroughs ETF | Healthcare, Biotechnology | North America, U.S. | 18.56 | 11.84 |
| GMF | SPDR S&P; Emerging Asia Pacific ETF | N/A | Emerging Asia Pacific, Broad | 27.25 | 4.08 |
| XLV | Health Care Select Sector SPDR ETF | Healthcare, Broad | North America, U.S. | 25.75 | 3.61 |
| IXJ | iShares Global Healthcare | Healthcare, Broad | Global, Broad | 29.04 | 3.56 |
| EIRL | iShares MSCI Ireland Capped | N/A | Developed Europe, Ireland | 8.94 | 2.64 |
| IEZ | iShares US Oil Equipment&Services; | Energy, Oil Equipment & Services | North America, U.S. | 19.28 | 2.03 |
| TLT | iShares 20+ Year Treasury Bond | N/A | North America, U.S. | 29.61 | 1.78 |
| IXC | iShares Global Energy | Energy, Broad | Global, Broad | 9.89 | 1.7 |
data file: selectorengine_corr_pn.xlsx
Sub-Selection 2 - Most yield and less risk
| symbol | name | yield |
|---|---|---|
| HAO | Guggenheim China Small Cap ETF | 8.9 |
| ERUS | iShares MSCI Russia Capped | 10.4 |
| EDV | Vanguard Extended Duration Treasury ETF | 2.5 |
| PEZ | PowerShares DWA Cnsmr Cyclicals Mom ETF | 1.2 |
| IXC | iShares Global Energy | 1.7 |
| EIRL | iShares MSCI Ireland Capped | 2.6 |
| PTH | PowerShares DWA Healthcare Momentum ETF | 7.4 |
| VPU | Vanguard Utilities ETF | 2.9 |
Analysis reports / details >>
Intermediate data - sub sector selections
APAC Bonds Consumer Retail EU ETF Healthcare Utilities
APAC ETFs
| HAO | Guggenheim China Small Cap ETF | 8.9 |
| MCHI | iShares MSCI China | 6.4 |
| GXC | SPDR S&P; China ETF | 6 |
| PGJ | PowerShares Golden Dragon China ETF | 5.1 |
| PEK | Market Vectors ChinaAMC A-Share ETF | 4.3 |
| GMF | SPDR S&P; Emerging Asia Pacific ETF | 4.1 |
| FXI | iShares China Large-Cap | 3 |
Bonds
| ZROZ | PIMCO 25+ Year Zero Coupon US Trs ETF | 2.8 |
| EDV | Vanguard Extended Duration Treasury ETF | 2.5 |
| TLT | iShares 20+ Year Treasury Bond | 1.8 |
Consumer Retail
| PEZ | PowerShares DWA Cnsmr Cyclicals Mom ETF | 1.2 |
EU ETF
| EIRL | iShares MSCI Ireland Capped | 2.6 |
| FEEU | Barclays ETN+ FI Enhanced Europe 50 | 2.6 |
| FIEU | Credit Suisse FI Enhanced Europe50 ETN | 2.2 |
| DFE | WisdomTree Europe SmallCap Dividend ETF | 1.9 |
| HEDJ | WisdomTree Europe Hedged Equity ETF | 1.6 |
Healthcare
| SBIO | ALPS Medical Breakthroughs ETF | 11.8 |
| XBI | SPDR S&P; Biotech ETF | 8.5 |
| PTH | PowerShares DWA Healthcare Momentum ETF | 7.4 |
| FBT | First Trust NYSE Arca Biotech ETF | 7.2 |
| PBE | PowerShares Dynamic Biotech & Genome ETF | 7.1 |
| PJP | PowerShares Dynamic Pharmaceuticals ETF | 4.6 |
| IYH | iShares US Healthcare | 4.2 |
| VHT | Vanguard Health Care ETF | 4.2 |
| BBH | Market Vectors Biotech ETF | 3.9 |
| XLV | Health Care Select Sector SPDR ETF | 3.6 |
| IXJ | iShares Global Healthcare | 3.6 |
| IHI | iShares US Medical Devices | 3 |
| RYH | Guggenheim S&P; 500 Eq Weight HC ETF | 2.1 |
| IHF | iShares US Healthcare Providers | 2 |
| IHE | iShares US Pharmaceuticals | 2 |
data file: etf_healthcare.xlsx
Utilities
| IDU | iShares US Utilities | 2.9 |
| VPU | Vanguard Utilities ETF | 2.9 |
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