ETF / What ETFs - December 2017
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ETF Selection December 2017

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

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Yield or Risk provides monthly analysis of major ETF, to assist investors in selecting the best ones, for their portfolio.
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Learn more about the proprietary filtering, benchmarking and ranking algorithm

Analysis summary

Source of this analysis comes from the base, "best performer" filtration. 

Selection A - Least aligned to each other

sub-Selection A - Least aligned to each other
symbolnamesectorregionvolatilityyield
XOPSPDR S&P; Oil & Gas Explor & Prodtn ETFEnergy, Oil & Gas Exploration & ProductionNorth America, U.S.29.1410
IEZiShares US Oil Equipment&Services;Energy, Oil Equipment & ServicesNorth America, U.S.24.218.37
XLEEnergy Select Sector SPDR ETFEnergy, BroadNorth America, U.S.24.457.47
KCESPDR S&P; Capital Markets ETFFinancials, Capital MarketsNorth America, U.S.24.176.72
IAIiShares US Broker-Dealers & Secs ExchsFinancials, Broker-DealersNorth America, U.S.26.776.09
KBESPDR S&P; Bank ETFFinancials, BanksNorth America, U.S.26.486.02
FNCLFidelity MSCI Financials ETFFinancials, BroadNorth America, U.S.16.835.61
VFHVanguard Financials ETFFinancials, BroadNorth America, U.S.28.975.53
RYFGuggenheim S&P; 500 Eq Weight Fincl ETFFinancials, BroadNorth America, U.S.17.175.32
IATiShares US Regional BanksFinancials, Regional BanksNorth America, U.S.29.335.24
IXGiShares Global FinancialsFinancials, BroadGlobal, Broad194.33
IPACiShares Core MSCI PacificN/ADeveloped Asia Pacific, Broad8.254.15
PPHMarket Vectors Pharmaceutical ETFHealthcare, PharmaceuticalNorth America, U.S.24.464.07
VPLVanguard FTSE Pacific ETFN/ADeveloped Asia Pacific, Broad9.783.91
RXIiShares Globl Consumer DiscretionaryConsumer Discretionaries, BroadGlobal, Broad18.053.26
GMFSPDR S&P; Emerging Asia Pacific ETFN/AEmerging Asia Pacific, Broad23.333.2
IXJiShares Global HealthcareHealthcare, BroadGlobal, Broad242.74
RTHMarket Vectors Retail ETFConsumer Discretionaries, RetailNorth America, U.S.26.591.9
XLYConsumer Discret Sel Sect SPDR ETFConsumer Discretionaries, BroadNorth America, U.S.23.381.47

data file: selectorengine_corr_pn.xlsx

Selection B - yield / risk / gain adjusted profiling

sub-Selection B - yield / risk / gain adjusted profiling
symbolnamevolatilityyield
FEEUBarclays ETN+ FI Enhanced Europe 50184.037
IAIiShares US Broker-Dealers & Secs Exchs26.776.09
IYGiShares US Financial Services52.335.83
EWYiShares MSCI South Korea Capped15.575.37
RYFGuggenheim S&P; 500 Eq Weight Fincl ETF17.175.32
IYFiShares US Financials34.524.37
IPACiShares Core MSCI Pacific8.254.15
FXIiShares China Large-Cap11.873.98
VPLVanguard FTSE Pacific ETF9.783.91
TANGuggenheim Solar ETF14.343.28
RXIiShares Globl Consumer Discretionary18.053.26
XBISPDR S&P; Biotech ETF48.232.51
IYHiShares US Healthcare45.892.38
VHTVanguard Health Care ETF40.782.3
PTHPowerShares DWA Healthcare Momentum ETF36.112.24
IHIiShares US Medical Devices57.711.79
VCRVanguard Consumer Discretionary ETF36.471.73
IHEiShares US Pharmaceuticals65.61.69
FBTFirst Trust NYSE Arca Biotech ETF50.831.58
XLYConsumer Discret Sel Sect SPDR ETF23.381.47
INCOEGShares India Consumer ETF9.871.46
RCDGuggenheim S&P; 500 Eq Wt Cons Discr ETF31.451.21

data file: selection_b_totalcorr.xlsx


Intermediate filtration - sub sector selection

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APAC  Consumer Retail  Energy  EU ETF  Financials  Healthcare 

APAC ETFs

symbolnameyield
MCHIiShares MSCI China5.6
EWYiShares MSCI South Korea Capped5.4
GXCSPDR S&P; China ETF5.4
IPACiShares Core MSCI Pacific4.1
FXIiShares China Large-Cap4
VPLVanguard FTSE Pacific ETF3.9
GMFSPDR S&P; Emerging Asia Pacific ETF3.2

data file: etf_apac.xlsx

Consumer Retail

symbolnameyield
PEZPowerShares DWA Cnsmr Cyclicals Mom ETF5.9
RXIiShares Globl Consumer Discretionary3.3
RTHMarket Vectors Retail ETF1.9
VCRVanguard Consumer Discretionary ETF1.7
XLYConsumer Discret Sel Sect SPDR ETF1.5
INCOEGShares India Consumer ETF1.5
RCDGuggenheim S&P; 500 Eq Wt Cons Discr ETF1.2

data file: etf_consumerretail.xlsx

Energy

symbolnameyield
PXIPowerShares DWA Energy Momentum ETF10.4
XOPSPDR S&P; Oil & Gas Explor & Prodtn ETF10
IEOiShares US Oil&Gas; Explor&Prodtn;9.7
IEZiShares US Oil Equipment&Services;8.4
VDEVanguard Energy ETF7.6
XLEEnergy Select Sector SPDR ETF7.5
RYEGuggenheim S&P; 500 Equal Wt Energy ETF7.5
GEXMarket Vectors Global Alt Energy ETF4.1
TANGuggenheim Solar ETF3.3

data file: etf_energy.xlsx

EU ETF

symbolnameyield
FIEUCredit Suisse FI Enhanced Europe50 ETN7.4
FEEUBarclays ETN+ FI Enhanced Europe 507
HEDJWisdomTree Europe Hedged Equity ETF5.2

data file: etf_eu.xlsx

Financials

symbolnameyield
KCESPDR S&P; Capital Markets ETF6.7
KRESPDR S&P; Regional Banking ETF6.3
IAIiShares US Broker-Dealers & Secs Exchs6.1
KBESPDR S&P; Bank ETF6
IYGiShares US Financial Services5.8
FNCLFidelity MSCI Financials ETF5.6
VFHVanguard Financials ETF5.5
RYFGuggenheim S&P; 500 Eq Weight Fincl ETF5.3
IATiShares US Regional Banks5.2
IAKiShares US Insurance4.4
IYFiShares US Financials4.4
IXGiShares Global Financials4.3

data file: etf_financials.xlsx

Healthcare

symbolnameyield
PPHMarket Vectors Pharmaceutical ETF4.1
PJPPowerShares Dynamic Pharmaceuticals ETF3.3
IXJiShares Global Healthcare2.7
XBISPDR S&P; Biotech ETF2.5
IYHiShares US Healthcare2.4
VHTVanguard Health Care ETF2.3
PTHPowerShares DWA Healthcare Momentum ETF2.2
IHIiShares US Medical Devices1.8
IHEiShares US Pharmaceuticals1.7
FBTFirst Trust NYSE Arca Biotech ETF1.6

data file: etf_healthcare.xlsx

Raw filtration (analysis source)

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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
PXIPowerShares DWA Energy Momentum ETF10.4
XOPSPDR S&P; Oil & Gas Explor & Prodtn ETF10
IEOiShares US Oil&Gas; Explor&Prodtn;9.7
IEZiShares US Oil Equipment&Services;8.4
VDEVanguard Energy ETF7.6
XLEEnergy Select Sector SPDR ETF7.5
RYEGuggenheim S&P; 500 Equal Wt Energy ETF7.5
FIEUCredit Suisse FI Enhanced Europe50 ETN7.4
FEEUBarclays ETN+ FI Enhanced Europe 507
KCESPDR S&P; Capital Markets ETF6.7
KRESPDR S&P; Regional Banking ETF6.3
IAIiShares US Broker-Dealers & Secs Exchs6.1
KBESPDR S&P; Bank ETF6
PEZPowerShares DWA Cnsmr Cyclicals Mom ETF5.9
IYGiShares US Financial Services5.8
FNCLFidelity MSCI Financials ETF5.6
MCHIiShares MSCI China5.6
VFHVanguard Financials ETF5.5
EWYiShares MSCI South Korea Capped5.4
GXCSPDR S&P; China ETF5.4
RYFGuggenheim S&P; 500 Eq Weight Fincl ETF5.3
IATiShares US Regional Banks5.2
HEDJWisdomTree Europe Hedged Equity ETF5.2
IAKiShares US Insurance4.4
IYFiShares US Financials4.4
IXGiShares Global Financials4.3
IPACiShares Core MSCI Pacific4.1
GEXMarket Vectors Global Alt Energy ETF4.1
PPHMarket Vectors Pharmaceutical ETF4.1
FXIiShares China Large-Cap4
VPLVanguard FTSE Pacific ETF3.9
PJPPowerShares Dynamic Pharmaceuticals ETF3.3
TANGuggenheim Solar ETF3.3
RXIiShares Globl Consumer Discretionary3.3
GMFSPDR S&P; Emerging Asia Pacific ETF3.2
IXJiShares Global Healthcare2.7
XBISPDR S&P; Biotech ETF2.5
IYHiShares US Healthcare2.4
VHTVanguard Health Care ETF2.3
PTHPowerShares DWA Healthcare Momentum ETF2.2
RTHMarket Vectors Retail ETF1.9
IHIiShares US Medical Devices1.8
VCRVanguard Consumer Discretionary ETF1.7
IHEiShares US Pharmaceuticals1.7
FBTFirst Trust NYSE Arca Biotech ETF1.6
XLYConsumer Discret Sel Sect SPDR ETF1.5
INCOEGShares India Consumer ETF1.5
RCDGuggenheim S&P; 500 Eq Wt Cons Discr ETF1.2

data file: redfilter_raw.xlsx

data file: redfilter_totalcorr_l.xlsx

Sliding performance distribution

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