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