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

11.30.2022

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

  • The AdvisorShares Pure US Cannabis ETF (MSOS) saw the largest net inflows amongst thematic ETFs in the last week gathering $23 million. Year-to-date, MSOS has seen $299 million in net inflows, the largest amongst the Cannabis ETFs in the period
  • Evolving Consumer ETFs have outperformed over the past month rising 7.40%, on avergae. FinTech ETFs have continued to lag declining more than 19%, on average
  • Over the past month, the 4 best performing thematic ETFs are focused on China or Emerging Markets. The KraneShares CSI China Internet ETF (KWEB, +38.38%) has been the top performer
  • The 10 worst performing thematic ETFs on the month are all Blockchain ETFs and 7 have fallen more than 30% (BKCH, BITQCRPTDAMDAPPRIGZWGMI)

 

 U.S. Factor Playbook

11.29.2022

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

  • Over the past year, Quality ETFs, Value ETFs, and Momentum/ Growth ETFs have all seen net outflows. Quality ETFs have also seen net outflows across the 1-week, 3-month, and 6-month periods
  • The iShares MSCI USA Quality Factor ETF (QUAL) saw $263 million in net outflows over the past week, the highest net outflows amongst U.S. Factor ETFs. Year-to-date, QUAL has seen $2.2 billion in net outflows
  • The American Century Low Volatility ETF (LVOL) has handily outpaced other U.S. Factor ETFs in the last month rising 11.61% 
  • S&P 500 Equal Weight (RSP), S&P 500 Quality (SPHQ), S&P 500 Low Volatility (SPLV), S&P 500 Momentum (SPMO), and S&P 500 Value (SPYV) are currently trading above relative 50-day and 200-day moving averages

 

 U.S. Sector & Industry Playbook

11.28.2022

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

  • The Health Care Select Sector SPDR Fund (XLV) gathered $459 million in net inflows over the last week while the SPDR S&P Oil & Gas Exploration & Production ETF (XOP) saw $319 million in net outflows
  • Energy ETFs have risen more than 12%, on average, in the last month followed by Materials ETFs which have added more than 9.5%, on average
  • The 3 worst performing U.S. Sector & Industry ETFs over the past month are all Internet ETFs: the SPDR S&P Internet ETF (XWEB, -8.42%), the First Trust Dow Jones Internet Index Fund (FDN, -5.91%), and the Invesco NASDAQ Internet ETF (PNQI, -3.63%)
  • Consumer Staples (XLP), Energy (XLE), Financials (XLF), Health Care (XLV), Industrials (XLI), and Materials (XLB) are all currently trading above relative 50-day and 200-day moving averages

 

 

 U.S. Factor Playbook

11.22.2022

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

  • All U.S. factor strategies are up over 5%, on average, over the past month. Dividend ETFs have narrowly outperformed, rising 9.14%, on average. Over the past year, Dividend ETFs have declined just 1.35%, on average
  • The Schwab US Dividend Equity ETF (SCHD) has seen the highest net inflows in the last week amongst U.S. factor ETFs with $494 million. Year-to-date, SCHD has gathered over $13 billion in net inflows
  • Only two U.S. factor ETFs have posted losses in the last month: the AOT Growth and Innovation ETF (AOTG, -2.87%) and the Innovator IBD 50 ETF (FFTY, -55 bps). Meanwhile, 5 U.S. factor ETFs have climbed more than 11% (KLVETMDVNUDVDJDLVOL)
  • S&P 500 Equal Weight (RSP), S&P 500 Quality (SPHQ), S&P 500 Low Volatility (SPLV), S&P 500 Momentum (SPMO), and S&P 500 Value (SPYV) are currently trading above relative 50-day and 200-day moving averages

 

 U.S. Sector & Industry Playbook

11.21.2022

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

  • Health Care ETFs saw $601 million in net inflows over the past week while Technology ETFs gathered $535 million in net inflows. The Vanguard Information Technology ETF (VGT) saw the largest net inflows on the week with $615 million
  • Over the past month, Energy ETFs are up 11.47%, on average, Technology ETFs are up 10.38%, on average, and Materials ETFs are up 10.31%, on average
  • The Credit Suisse S&P MLP Index ETN (MLPO) has rocketed 72.59% in the last month and has risen 134.65% year-to-date. The SPDR S&P Internet ETF (XWEB) has lagged in the last month, declining 6.31%
  • Consumer Staples (XLP), Energy (XLE), Financials (XLF), Health Care (XLV), Industrials (XLI), and Materials (XLB) are all currently trading above relative 50-day and 200-day moving averages

 

 Global Thematic Playbook

11.16.2022

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

  • The ARK Innovation ETF (ARKK) saw another $520 million in net inflows in the last week. Year-to-date, ARKK has gathered $1.73 billion in net inflows, the highest amongst thematic ETFs by a sizeable margin
  • FinTech ETFs have lagged other thematic segments in the last month declining 22 bps, on average. All other thematic segments have posted double digit returns, on average, on the month. Industrial Revolution ETFs and Sustainability ETFs have both risen more than 17, on average, in the period 
  • 6 Blockchain ETFs have declined more than 10% over the past month. The First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) has been the worst performer, falling 17.21%
  • The 4 best performing thematic ETFs in the last month are Cannabis ETFs (PSDNWEEDMJUSMSOS). Despite excellent recent performance, PSDN sits 66.50% below 52-week highs

 

 U.S. Factor Playbook

11.15.2022

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

  • Size ETFs have narrowly outpaced other U.S. factors in the last month rising 12.48%, on average. Value ETFs have also gained 12.12%, on average, in the month and Quality ETFs have added 11.10%, on average
  • Size ETFs have also gathered more than $1 billion in the last week. The SPDR Dow Jones Industrial Average ETF Trust (DIA) saw $633 million in net inflows and the Invesco S&P 500 Equal Weight ETF (RSP) saw $527 million in net inflows on the week 
  • All U.S. Factor ETFs are up more than 2.75% over the past month. The First Trust Rising Dividend Achievers ETF (RDVY) and the WBI Power Factor High Dividend ETF (WBIY) were the top performers on the month, both rising more than 15%
  • S&P 500 Equal Weight (RSP), S&P 500 Momentum (SPMO), and S&P 500 Value (SPYV) are currently trading above relative 50-day and 200-day moving averages

 

 U.S. Sector & Industry Playbook

11.14.2022

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

  • The Vanguard Real Estate ETF (VNQ) and the Industrial Select Sector SPDR Fund (XLI) saw the largest net inflows over the past week gathering $447 million and $207 million, respectively
  • Materials ETFs have risen more than 16% on average in the last month while Energy ETFs are up 15.62% on average in the period. Technology ETFs, Financials ETFs, and Industrial ETFs have all gained more than 14% on average
  • The Invesco DWA Healthcare Momentum ETF (PTH, -52 bps) was the only U.S. Sector & Industry ETF to post losses in the last month. The Credit Suisse S&P MLP Index ETN (MLPO) outperformed on the month, climbing 37.61%. MLPO is up nearly 80% year-to-date
  • Energy (XLE), Financials (XLF), Health Care (XLV), Industrials (XLI), and Materials (XLB) are all currently trading above relative 50-day and 200-day moving averages

 

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