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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


Equity Styles ETFs

Performance Summary


Special Situations ETFs

Performance Summary


Size vs. Value ETFs

Performance Summary


Fixed Income ETFs

Performance Summary


Real Assets ETFs

Performance Summary


ETFs Overview

International Equities ETFs

QQQ – Invesco QQQ Trust

SPY – SPDR S&P 500 ETF Trust

IWB – iShares Russell 1000

IWM – iShares Russell 2000

VGK – Vanguard FTSE Europe

EWJ – iShares MSCI Japan

MCHI – iShares MSCI China

SPEM – SPDR Portfolio Emerging Markets

Equity Styles ETFs

IWD – iShares Russell 1000 Value

IWF – iShares Russell 1000 Growth

VYM – Vanguard High Dividend Yield

USM – iShares Russell Mid-Cap Value

MTUM – iShares MSCI USA Momentum Factor

IJR – iShares Core S&P Small-Cap

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:

Special Situations ETFs

IPO – Renaissance IPO

PSP – Invesco Global Listed Private Equity

PKW – Invesco Buyback Achievers

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:

Size vs Value ETFs

IVE – iShares S&P 500 Value

IVW – iShares S&P 500 Growth

IJJ – iShares S&P Mid-Cap 400 Value

IJK – iShares S&P Mid-Cap 400 Growth

IWO – iShares Russell 2000 Growth

IJH – iShares S&P Mid-Cap 400

IWM – iShares Russell 2000

IWN – iShares Russell 2000 Value

Fixed Income ETFs

BIL – SPDR Bloomberg Barclays 1-3 Month T-Bill

VTIP – Vanguard Short-Term Inflation-Protected Securities

SPSB – SPDR Portfolio Short Term Corporate Bond

SRLN – SPDR Blackstone / GSO Senior Loan

AGG – iShares Core U.S. Aggregate Bond

GOVT – iShares U.S. Treasury Bond

BNDX – Vanguard Total International Bond

TLT – iShares 20+ Year Treasury Bond

LQD – iShares iBoxx $ Investment Grade Corporate Bond

HYG – iShares iBoxx $ High Yield Corporate Bond

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:

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:

Real Assets ETFs

IYR – iShares U.S. Real Estate

SCHH – Schwab U.S. REIT

GLD – SPDR Gold Trust

DBC – Invesco DB Commodity Index Tracking Fund

IGF – iShares Global Infrastructure

TAN – Invesco Solar

DBA – Invesco DB Agriculture Fund

WOOD – iShares Global Timber & Forestry

DBE – Invesco DB Energy Fund

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