ETF / What ETFs - November 2017
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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)
ETF filter - total corr
symbolnameyield
SBIOALPS Medical Breakthroughs ETF11.8
ERUSiShares MSCI Russia Capped10.4
HAOGuggenheim China Small Cap ETF8.9
XBISPDR S&P; Biotech ETF8.5
PTHPowerShares DWA Healthcare Momentum ETF7.4
FBTFirst Trust NYSE Arca Biotech ETF7.2
PBEPowerShares Dynamic Biotech & Genome ETF7.1
MCHIiShares MSCI China6.4
GXCSPDR S&P; China ETF6
PGJPowerShares Golden Dragon China ETF5.1
PJPPowerShares Dynamic Pharmaceuticals ETF4.6
PEKMarket Vectors ChinaAMC A-Share ETF4.3
IYHiShares US Healthcare4.2
VHTVanguard Health Care ETF4.2
GMFSPDR S&P; Emerging Asia Pacific ETF4.1
BBHMarket Vectors Biotech ETF3.9
XLVHealth Care Select Sector SPDR ETF3.6
IXJiShares Global Healthcare3.6
FXIiShares China Large-Cap3
IHIiShares US Medical Devices3
IDUiShares US Utilities2.9
VPUVanguard Utilities ETF2.9
ZROZPIMCO 25+ Year Zero Coupon US Trs ETF2.8
EIRLiShares MSCI Ireland Capped2.6
FEEUBarclays ETN+ FI Enhanced Europe 502.6
EDVVanguard Extended Duration Treasury ETF2.5
PBWPowerShares WilderHill Clean Energy ETF2.4
FIEUCredit Suisse FI Enhanced Europe50 ETN2.2
RYHGuggenheim S&P; 500 Eq Weight HC ETF2.1
IEZiShares US Oil Equipment&Services;2
IHFiShares US Healthcare Providers2
IHEiShares US Pharmaceuticals2
DFEWisdomTree Europe SmallCap Dividend ETF1.9
TLTiShares 20+ Year Treasury Bond1.8
IXCiShares Global Energy1.7
HEDJWisdomTree Europe Hedged Equity ETF1.6
PZDPowerShares Cleantech ETF1.5
PEZPowerShares DWA Cnsmr Cyclicals Mom ETF1.2
ETF filter - raw data

data file: redfilter_raw.xlsx

data file: redfilter_totalcorr_l.xlsx

Sub-Selection 1 - Least aligned to each other

sub-Selection 1 - Least aligned to each other
symbolnamesectorregionvolatilityyield
SBIOALPS Medical Breakthroughs ETFHealthcare, BiotechnologyNorth America, U.S.18.5611.84
GMFSPDR S&P; Emerging Asia Pacific ETFN/AEmerging Asia Pacific, Broad27.254.08
XLVHealth Care Select Sector SPDR ETFHealthcare, BroadNorth America, U.S.25.753.61
IXJiShares Global HealthcareHealthcare, BroadGlobal, Broad29.043.56
EIRLiShares MSCI Ireland CappedN/ADeveloped Europe, Ireland8.942.64
IEZiShares US Oil Equipment&Services;Energy, Oil Equipment & ServicesNorth America, U.S.19.282.03
TLTiShares 20+ Year Treasury BondN/ANorth America, U.S.29.611.78
IXCiShares Global EnergyEnergy, BroadGlobal, Broad9.891.7

data file: selectorengine_corr_pn.xlsx

Sub-Selection 2 - Most yield and less risk

sub-Selection 2 - Most yield and less risk
symbolnameyield
HAOGuggenheim China Small Cap ETF8.9
ERUSiShares MSCI Russia Capped10.4
EDVVanguard Extended Duration Treasury ETF2.5
PEZPowerShares DWA Cnsmr Cyclicals Mom ETF1.2
IXCiShares Global Energy1.7
EIRLiShares MSCI Ireland Capped2.6
PTHPowerShares DWA Healthcare Momentum ETF7.4
VPUVanguard Utilities ETF2.9

Analysis reports / details >>

Intermediate data - sub sector selections

APAC Bonds Consumer Retail EU ETF Healthcare Utilities

APAC ETFs

APAC ETF Nov - 2017
HAOGuggenheim China Small Cap ETF8.9
MCHIiShares MSCI China6.4
GXCSPDR S&P; China ETF6
PGJPowerShares Golden Dragon China ETF5.1
PEKMarket Vectors ChinaAMC A-Share ETF4.3
GMFSPDR S&P; Emerging Asia Pacific ETF4.1
FXIiShares China Large-Cap3

data file: etf_apac.xlsx

Bonds

BONDS ETF Nov - 2017
ZROZPIMCO 25+ Year Zero Coupon US Trs ETF2.8
EDVVanguard Extended Duration Treasury ETF2.5
TLTiShares 20+ Year Treasury Bond1.8

data file: etf_bonds.xlsx

Consumer Retail

PEZPowerShares DWA Cnsmr Cyclicals Mom ETF1.2

EU ETF

EU ETF Nov - 2017
EIRLiShares MSCI Ireland Capped2.6
FEEUBarclays ETN+ FI Enhanced Europe 502.6
FIEUCredit Suisse FI Enhanced Europe50 ETN2.2
DFEWisdomTree Europe SmallCap Dividend ETF1.9
HEDJWisdomTree Europe Hedged Equity ETF1.6

data file: etf_eu.xlsx

Healthcare

Healthcare ETF Nov - 2017
SBIOALPS Medical Breakthroughs ETF11.8
XBISPDR S&P; Biotech ETF8.5
PTHPowerShares DWA Healthcare Momentum ETF7.4
FBTFirst Trust NYSE Arca Biotech ETF7.2
PBEPowerShares Dynamic Biotech & Genome ETF7.1
PJPPowerShares Dynamic Pharmaceuticals ETF4.6
IYHiShares US Healthcare4.2
VHTVanguard Health Care ETF4.2
BBHMarket Vectors Biotech ETF3.9
XLVHealth Care Select Sector SPDR ETF3.6
IXJiShares Global Healthcare3.6
IHIiShares US Medical Devices3
RYHGuggenheim S&P; 500 Eq Weight HC ETF2.1
IHFiShares US Healthcare Providers2
IHEiShares US Pharmaceuticals2

data file: etf_healthcare.xlsx

Utilities

IDUiShares US Utilities2.9
VPUVanguard Utilities ETF2.9

data file: etf_utilities.xlsx


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