Weekly ETFs Compass
International Equities / Equity Styles / Special Situations / Size vs. Value / Fixed Income / Real Assets
ETFs Overview
In our weekly ETF Compass, we review the performance of 45 ETFs grouped across six investment themes: International Equities, Equity Styles, Special Situations, Size vs. Value, Fixed Income and Real Assets. The performance table will show the ETF performance over 1 week, 1 month, 3 months, 1 year and the Investment Amount that generates an expected maximum loss (based on 99% 3Y Historical VaR) of $10k. In the second section we have a performance report for an hypothetical portfolio equally invested in each ETF belonging to each investment theme.
In the last section, the reader may find a quick summary data for the ETFs discussed on this page.
In the coming weeks, we will work on improving the data quality and the layout, but I hope that in the meanwhile you may find the information useful.
Risk Aversion Index ETFs
Overvalued / Undervalued ETFs
International Equities
Equity Styles
Special Situations
Size vs. Value
Fixed Income
Real Assets
Long Term Performance Analysis
International Equity
Performance Summary
Tearsheet
Equity Styles ETFs
Performance Summary
Tearsheet
Special Situations ETFs
Performance Summary
Tearsheet
Size vs. Value ETFs
Performance Summary
Tearsheet
Fixed Income ETFs
Performance Summary
Tearsheet
Real Assets ETFs
Performance Summary
Tearsheet
ETFs Overview
International Equities ETFs
QQQ - Invesco QQQ Trust
Launch Date: 1999-03-10
AUM: $197.4 billion
Main Exposures: Large-cap U.S. technology stocks
Factsheet: https://www.etf.com/QQQ#overview
SPY - SPDR S&P 500 ETF Trust
Launch Date: 1993-01-22
AUM: $414.3 billion
Main Exposures: Large-cap U.S. stocks across all sectors
Key Data: https://www.etf.com/SPY#overview
IWB - iShares Russell 1000
Launch Date: 2000-05-15
AUM: $30.6 billion
Main Exposures: Large-cap U.S. stocks
Key Data: https://www.etf.com/IWB#overview
IWM - iShares Russell 2000
Launch Date: 2000-05-19
AUM: $68.9 billion
Main Exposures: Small-cap U.S. stocks
Key Data: https://www.etf.com/IWM#overview
VGK - Vanguard FTSE Europe
Launch Date: 2005-03-04
AUM: $28.1 billion
Main Exposures: Large- and mid-cap European stocks
Key Data: https://www.etf.com/VGK#overview
EWJ - iShares MSCI Japan
Launch Date: 1996-03-12
AUM: $14.6 billion
Main Exposures: Large- and mid-cap Japanese stocks
Key Data: https://www.etf.com/EWJ#overview
MCHI - iShares MSCI China
Launch Date: 2011-03-29
AUM: $10.1 billion Main Exposures: Large- and mid-cap Chinese stocks
Key Data: https://www.etf.com/MCHI#overview
SPEM - SPDR Portfolio Emerging Markets
Launch Date: 2007-08-15
AUM: $8.8 billion
Main Exposures: Large-, mid-, and small-cap stocks in emerging markets
Key Data: https://www.etf.com/SPEM#overview
Equity Styles ETFs
IWD - iShares Russell 1000 Value
Launch Date: 2000-05-22
AUM: $64.3 billion
Main Exposures: Large-cap U.S. value stocks
Key Data: https://www.etf.com/IWD#overview
IWF - iShares Russell 1000 Growth
Launch Date: 2000-07-18
AUM: $94.9 billion
Main Exposures: Large-cap U.S. growth stocks
Key Data: https://www.etf.com/IWF#overview
VYM - Vanguard High Dividend Yield
Launch Date: 2006-11-16
AUM: $52.4 billion
Main Exposures: Large-cap U.S. dividend-paying stocks
Key Data: https://www.etf.com/VYM#overview
USM - iShares Russell Mid-Cap Value
Launch Date: 2001-07-18
AUM: $2.2 billion
Main Exposures: Mid-cap U.S. value stocks
Key Data: https://www.etf.com/USM#overview
MTUM - iShares MSCI USA Momentum Factor
Launch Date: 2013-04-18
AUM: $22.3 billion
Main Exposures: Large- and mid-cap U.S. stocks with positive momentum
Key Data: https://www.etf.com/MTUM#overview
IJR - iShares Core S&P Small-Cap
Launch Date: 2000-05-22
AUM: $77.7 billion
Main Exposures: Small-cap U.S. stocks
Key Data: https://www.etf.com/IJR#overview
QUAL - iShares MSCI USA Quality Factor
Launch Date: 2013-07-16
AUM: $32.2 billion
Main Exposures: Large- and mid-cap U.S. stocks with strong financials and stable earnings
Key Data: https://www.etf.com/QUAL#overview
Special Situations ETFs
IPO - Renaissance IPO
Launch Date: 2013-10-16
AUM: $1.8 billion
Main Exposures: Newly listed U.S. IPOs
Key Data: https://www.etf.com/IPO#overview
PSP - Invesco Global Listed Private Equity
Launch Date: 2006-10-24
AUM: $834.8 million
Main Exposures: Listed private equity companies globally
Key Data: https://www.etf.com/PSP#overview
PKW - Invesco Buyback Achievers
Launch Date: 2006-12-21
AUM: $4.2 billion
Main Exposures: U.S. companies with a history of share buybacks
Key Data: https://www.etf.com/PKW#overview
CSD - Invesco S&P Spin-Off
Launch Date: 2006-12-20
AUM: $1.1 billion
Main Exposures: U.S. companies that have been spun off from their parent companies
Key Data: https://www.etf.com/CSD#overview
Size vs Value ETFs
IVE - iShares S&P 500 Value
Launch Date: 2000-07-18
AUM: $32.8 billion
Main Exposures: Large-cap U.S. stocks with value characteristics
Key Data: https://www.etf.com/IVE#overview
IVW - iShares S&P 500 Growth
Launch Date: 2000-07-18
AUM: $43.9 billion
Main Exposures: Large-cap U.S. stocks with growth characteristics
Key Data: https://www.etf.com/IVW#overview
IJJ - iShares S&P Mid-Cap 400 Value
Launch Date: 2000-07-26
AUM: $6.2 billion
Main Exposures: Mid-cap U.S. stocks with value characteristics
Key Data: https://www.etf.com/IJJ#overview
IJK - iShares S&P Mid-Cap 400 Growth
Launch Date: 2000-07-26
AUM: $9.6 billion
Main Exposures: Mid-cap U.S. stocks with growth characteristics
Key Data: https://www.etf.com/IJK#overview
IWO - iShares Russell 2000 Growth
Launch Date: 2000-07-24
AUM: $15.7 billion
Main Exposures: Small-cap U.S. stocks with growth characteristics
Key Data: https://www.etf.com/IWO#overview
IJH - iShares S&P Mid-Cap 400
Launch Date: 2000-05-22
AUM: $75.1 billion
Main Exposures: Mid-cap U.S. stocks
Key Data: https://www.etf.com/IJH#overview
IWM - iShares Russell 2000
Launch Date: 2000-05-19
AUM: $68.9 billion
Main Exposures: Small-cap U.S. stocks
Key Data: https://www.etf.com/IWM#overview
IWN - iShares Russell 2000 Value
Launch Date: 2000-07-24
AUM: $12.7 billion
Main Exposures: Small-cap U.S. stocks with value characteristics
Key Data: https://www.etf.com/IWN#overview
Fixed Income ETFs
BIL - SPDR Bloomberg Barclays 1-3 Month T-Bill
Launch Date: 2007-08-07
AUM: $14.3 billion
Main Exposures: Short-term U.S. Treasury bills
Key Data: https://www.etf.com/BIL#overview
VTIP - Vanguard Short-Term Inflation-Protected Securities
Launch Date: 2010-12-02
AUM: $25.1 billion
Main Exposures: Short-term U.S. Treasury Inflation-Protected Securities
Key Data: https://www.etf.com/VTIP#overview
SPSB - SPDR Portfolio Short Term Corporate Bond
Launch Date: 2017-10-03
AUM: $7.1 billion
Main Exposures: Short-term investment-grade U.S. corporate bonds
Key Data: https://www.etf.com/SPSB#overview
SRLN - SPDR Blackstone / GSO Senior Loan
Launch Date: 2013-04-08
AUM: $6.3 billion
Main Exposures: Senior floating-rate loans to U.S. companies
Key Data: https://www.etf.com/SRLN#overview
AGG - iShares Core U.S. Aggregate Bond
Launch Date: 2003-09-22 AUM: $95.6 billion
Main Exposures: Broad-based U.S. investment-grade bonds
Key Data: https://www.etf.com/AGG#overview
GOVT - iShares U.S. Treasury Bond
Launch Date: 2012-02-14
AUM: $18.4 billion
Main Exposures: U.S. Treasury bonds across the yield curve
Key Data: https://www.etf.com/GOVT#overview
BNDX - Vanguard Total International Bond
Launch Date: 2013-06-04
AUM: $56.6 billion
Main Exposures: Investment-grade foreign bonds hedged to the U.S. dollar
Key Data: https://www.etf.com/BNDX#overview
TLT - iShares 20+ Year Treasury Bond
Launch Date: 2002-07-22
AUM: $14.9 billion
Main Exposures: Long-term U.S. Treasury bonds
Key Data: https://www.etf.com/TLT#overview
LQD - iShares iBoxx $ Investment Grade Corporate Bond
Launch Date: 2002-07-22
AUM: $57.9 billion
Main Exposures: Investment-grade U.S. corporate bonds
Key Data: https://www.etf.com/LQD#overview
HYG - iShares iBoxx $ High Yield Corporate Bond
Launch Date: 2007-04-04
AUM: $23.2 billion
Main Exposures: High-yield U.S. corporate bonds
Key Data: https://www.etf.com/HYG#overview
EMB - iShares J.P. Morgan USD Emerging Markets Bond
Launch Date: 2007-12-11
AUM: $20.9 billion
Main Exposures: U.S. dollar-denominated bonds issued by emerging-market governments and corporations
Key Data: https://www.etf.com/EMB#overview
EMLC - VanEck Vectors J.P. Morgan EM Local Currency Bond
Launch Date: 2010-07-22
AUM: $4.7 billion
Main Exposures: Local-currency denominated debt issued by emerging market governments
Key Data: https://www.etf.com/EMLC#overview
Real Assets ETFs
IYR - iShares U.S. Real Estate
Launch Date: 2000-06-12
AUM: $8.3 billion
Main Exposures: U.S. real estate stocks and REITs
Key Data: https://www.etf.com/IYR#overview
SCHH - Schwab U.S. REIT
Launch Date: 2011-01-13
AUM: $11.8 billion
Main Exposures: U.S. real estate stocks and REITs
Key Data: https://www.etf.com/SCHH#overview
GLD - SPDR Gold Trust
Launch Date: 2004-11-18
AUM: $50.2 billion
Main Exposures: Physical gold bullion
Key Data: https://www.etf.com/GLD#overview
DBC - Invesco DB Commodity Index Tracking Fund
Launch Date: 2006-02-03
AUM: $3.8 billion
Main Exposures: Commodity futures contracts
Key Data: https://www.etf.com/DBC#overview
IGF - iShares Global Infrastructure
Launch Date: 2007-03-08
AUM: $3.6 billion
Main Exposures: Global infrastructure companies
Key Data: https://www.etf.com/IGF#overview
TAN - Invesco Solar
Launch Date: 2008-04-15
AUM: $10.7 billion
Main Exposures: Global solar energy companies
Key Data: https://www.etf.com/TAN#overview
DBA - Invesco DB Agriculture Fund
Launch Date: 2007-01-05
AUM: $1.1 billion
Main Exposures: Agricultural commodity futures contracts
Key Data: https://www.etf.com/DBA#overview
WOOD - iShares Global Timber & Forestry
Launch Date: 2008-06-24
AUM: $2.2 billion
Main Exposures: Global timber and forestry companies
Key Data: https://www.etf.com/WOOD#overview
DBE - Invesco DB Energy Fund
Launch Date: 2006-01-05
AUM: $254.7 million
Main Exposures: Energy commodity futures contracts
Key Data: https://www.etf.com/DBE#overview