ETF Action: Research

ETF Playbooks

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Weekly reviews of popular ETF market segments, including visualizations of major market moves, performance highlights, technical trends and more.


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ETF Playbooks Archives

 Global Thematic Playbook

12.8.2021

An overview of the Global Thematic ETF landscape - Performance, Flows, Valuations, Earnings, & Technicals.

  • Over the past week, the Industrial Revolution segment was the lone segment to see net inflows. Sustainability saw the most net outflows in the period (-$298 million) followed by Health Innovation (-$198 million)
  • The Invesco Solar ETF (TAN) saw $170 million in net outflows over the past week. However, Year-to-date, TAN has gathered nearly $500 million in net inflows. Additionally, 5 ARK ETFs (ARKG, ARKK, ARKW, ARKF, ARKQ) are in the top 10 thematic ETFs for net outflows over the last week
  • All thematic segments have posted losses over the past month with FinTech and Evolving Consumer both declining double digits, on average
  • The AdvisorShares Psychedelics ETF (PSIL) has plunged 31.37% over the last month. 3 other thematic ETFs (BTCR, PSY, DAPP) have sunken over 20% in the period

 

 U.S. Factor Playbook

12.7.2021

An overview of the U.S. Factor ETF landscape - Performance, Flows, Valuations, Earnings, & Technicals.

  • On average, Momentum/ Growth ETFs have underperformed all other U.S. Factor strategies across the 1-month, 3-month, year-to-date and 1-year periods
  • After posting solid gains in October, all U.S. Factor strategies declined slightly in November. Dividend ETFs lead month-to-date performance, adding 2.77%, on average
  • Only 8 U.S. Factor ETFs (LEAD, SPLV, DVOL, LVHD, HUSV, LGLV, KVLE, XMLV) are up over the past month, with the large majority being Low Volatility ETFs
  • The worst performer over the last month has been the Innovator IBD 50 ETF (FFTY) which plunged nearly 14%
  • S&P 500 Value (SPVU) now sits between its 50-day and 200-day moving averages

 

 U.S. Sector & Industry Playbook

12.6.2021

An overview of the U.S. Sector ETF landscape - Performance, Flows, Valuations, Earnings, & Technicals.

  • Financials ETFs saw over $1.1 billion in net outflows over the past week while Real Estate ETFs saw over $800 million in net outflows in the period. Despite relative underperformance over the past week, Technology ETFs gathered $806 million in net inflows
  • Over the past month, Communication Services ETFs, Health Care ETFs, and Energy ETFs were all down over 8% on average. All sector ETFs seen declines over the last month on average
  • The iShares U.S. Home Construction ETF (ITB) gained 8.38% and was the best perfoming U.S. Sector ETF in the last month. The worst performer in the period was the Invesco Dynamic Oil & Gas Services ETF (PXJ) which plunged 19.52%
  • Communication Services (XLC) has now fallen well below its 50-day and 200-day moving averages

 

 

 

 U.S. Size & Style Playbook

12.5.2021

An overview of the broad U.S. Size & Style ETF landscape - Performance, Flows, Valuations, Earnings, & Technicals.

  • Small-caps see over $500 million in net outflows last week while large-caps brought in significant inflows ($15 billion)
  • Invesco QQQ Trust (QQQ) sees $3.1 billion in net inflows last week; has brought in over $17 billion YTD
  • Large-cap growth leads in performance during November, up 0.89%; small-cap growth lags (-3.95%)
  • Best performing size and style ETF over past month? SPDR Portfoli oS&P 500 Growth ETF (-1.63%)

 Global Thematic Playbook

12.1.2021

An overview of the Global Thematic ETF landscape - Performance, Flows, Valuations, Earnings, & Technicals.

  • The ARK Innovation ETF (ARKK) led net inflows over the past week gathering $112 million. However, the ARK Fintech Innovation ETF (ARKF, -$67 million), the ARK Next Generation Internet ETF (ARKW, -$57 million), and the ARK Genomic Revolution ETF (ARKG, -$51 million) saw the most net outflows in the period
  • All global thematic segments saw losses in November. Evolving Consumer was the worst performer on the month down 7.87%. 
  • The KraneShares SSE STAR Market 50 Index ETF (KSTR) outperformed all other thematic ETFs over the past month adding 6.54%. Meanwhile, the AdvisorShares Psychedelics ETF (PSIL) declined over 20% in the period
  • The Global X Education ETF (EDUT) also dropped 13.27% in the period and is down nearly 50% year-to-date

 

 

 U.S. Factor Playbook

11.30.2021

An overview of the U.S. Factor ETF landscape - Performance, Flows, Valuations, Earnings, & Technicals.

  • Fairly concentrated performance over the past month with for U.S. Factor strategies as all strategies were within +0.58% and -1.30% on average in the period. On a 3-month basis, the performance range for all strategies is between +0.60% and +2.40%, on average
  • Low Volatility ETFs have gathered over $1.5 billion in net inflows over the past week. Over the last year, Low Volatility ETFs have seen $10.4 billion in net outflows
  • The iShares MSCI USA Quality Factor ETF (QUAL) saw net inflows of $3.4 billion in the past week while the iShares MSCI USA Momentum Factor ETF (MTUM) gathered $2.1 billion in net inflows 
  • The Alpha Architect U.S. Quantitative Value ETF (QVAL) has been the top performing U.S. Factor ETF over the past month gaining 3.71%. Meanwhile, the Motley Fool Small-Cap Growth ETF (MFMS) has been the worst performer in the period sinking 6.84%
  • The closing price, 50-day moving average, and 200-day moving average for the S&P 500 Dividend ETF (SPYD) have converged around the $40 level

 

 U.S. Sector & Industry Playbook

11.29.2021

An overview of the U.S. Sector ETF landscape - Performance, Flows, Valuations, Earnings, & Technicals.

  • The Technology Select Sector SPDR Fund (XLK) led in net inflows over the past week, gathering $341 million. Despite relatively weak performance recently, the Energy Select SPDR Fund (XLE) also saw net inflows for the second consecutive week.
  • The SPDR S&P Retail ETF (XRT) saw net outflows totaling $247 million in the period bringing its overall assets undermanagement to just over $1 billion
  • After leading other sector ETFs in September and October, Energy ETFs have underperformed all other sectors on average thus far in November, declining 4.93% this month
  • The top five performers over the past month (PSI, XSD, SOXX, FTXL, SOXQ) are all semiconductor ETFs that have each climbed over 10.50% in the period
  • Communication Services (XLC) now sits below its 50-day and 200-day moving averages

 

 

 

 U.S. Factor Playbook

11.23.2021

An overview of the U.S. Factor ETF landscape - Performance, Flows, Valuations, Earnings, & Technicals.

  • Dividend ETFs gathered another $618 million in net inflows over the past week while Momentum/ Growth ETFs saw $451 million in net outflows over the period
  • Amid recent tech losses over the past week, the SPDR Dow Jones Industrial Average ETF (DIA) Trust saw $540 million in net inflows
  • The Invesco S&P SmallCap Momentum ETF (XSMO) has been the top performer over the past month climbing 7.80%
  • Quality (SPHQ) sits just below relative trailing-twelve-month performance of the S&P 500 (SPY) while Size (RSP) is just above relative performance

 

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