morning-quant-ride

Morning Brief

Wake up to the Morning Quant Ride, your global markets update every morning!

ETFs AM Wrap-Up: Rotation into banks and US Large-Caps continue as earnings season hits its stride

Apr 16, 2019

Actionable and Transparent Quantitative ResearchActionable and Transparent Quantitative Research
Actionable and Transparent Quantitative ResearchActionable and Transparent Quantitative Research
 

 

Top 5 ETFs by Assets Under Management (AUM)

On Mobile/Tablet scroll to the right

Name Ticker 1-Day
Fund Flow ($)
1-Week
Fund Flow ($)
1-Month
Fund Flow ($)
3-Month
Fund Flow ($)
Assets Under
Management ($ billions)
Net
Expense Ratio (%)
SPDR S&P 500 ETF Trust SPY -$768,941,832 $5,024,318,580 $10,432,879,419 $4,260,186,987 $278.82 0.09%
iShares Core S&P 500 ETF IVV $73,031,825 $725,812,660 $2,924,342,790 $2,753,907,770 $176.48 0.04%
Vanguard Total Stock Market ETF VTI $119,836,951 $185,524,367 $452,413,008 $2,061,738,055 $113.09 0.04%
Vanguard S&P 500 ETF VOO $66,713,429 $840,684,814 $2,629,728,520 $6,055,803,036 $111.44 0.04%
ETRACS Alerian MLP Infrastructure Index ETN MLPI $0 $0 -$5,676,225 -$58,017,452 $75.13 0.85%

Source: ETF Global

Top 5 ETFs by Lowest Net Expense Ratios

On Mobile/Tablet scroll to the right

Name Ticker 1-Day
Fund Flow ($)
1-Week
Fund Flow ($)
1-Month
Fund Flow ($)
3-Month
Fund Flow ($)
Assets Under
Management ($ billions)
Net
Expense Ratio (%)
JPMORGAN BETABUILDERS U.S. EQUITY ETF BBUS $0 $2,602,500 $5,139,500 $0 $0.03 0.02%
iShares Core S&P Total U.S. Stock Market ETF ITOT $0 $187,521,485 $527,172,830 $1,878,027,000 $19.57 0.03%
SPDR Portfolio Total Stock Market ETF SPTM $7,227,135 $10,828,966 $114,491,624 $236,941,675 $3.23 0.03%
SPDR Portfolio Large Cap ETF SPLG $3,412,553 $16,975,228 -$85,123,274 $226,026,574 $2.22 0.03%
Schwab US Broad Market ETF SCHB -$3,495,165 -$38,220,677 $111,751,274 $498,244,834 $14.76 0.03%

Source: ETF Global

Top 5 ETFs by 1-Day Fund Flow

On Mobile/Tablet scroll to the right

Name Ticker 1-Day
Fund Flow ($)
1-Week
Fund Flow ($)
1-Month
Fund Flow ($)
3-Month
Fund Flow ($)
Assets Under
Management ($ billions)
Net
Expense Ratio (%)
Invesco QQQ Trust QQQ $659,810,100 -$264,263,400 $1,764,791,850 $1,061,704,250 $73.63 0.20%
iShares Short Treasury Bond ETF SHV $220,843,800 $375,403,320 $529,832,810 -$983,557,510 $20.10 0.15%
Financial Select Sector SPDR Fund XLF $184,609,780 $706,509,553 -$141,702,066 -$1,259,692,442 $24.76 0.13%
First Trust Dow Jones Internet Index Fund FDN $163,224,537 $316,336,392 $283,247,834 $128,737,263 $8.40 0.53%
SPDR Dow Jones Industrial Average ETF Trust DIA $132,044,880 $92,143,717 -$326,999,028 -$766,303,877 $21.63 0.17%

Source: ETF Global

Top 5 ETFs by 1-Week Fund Flow

On Mobile/Tablet scroll to the right

Name Ticker 1-Day
Fund Flow ($)
1-Week
Fund Flow ($)
1-Month
Fund Flow ($)
3-Month
Fund Flow ($)
Assets Under
Management ($ billions)
Net
Expense Ratio (%)
SPDR S&P 500 ETF Trust SPY -$768,941,832 $5,024,318,580 $10,432,879,419 $4,260,186,987 $278.82 0.09%
iShares U.S. Treasury Bond ETF GOVT $17,475,080 $948,735,700 $1,516,120,050 $2,045,809,940 $9.68 0.15%
Vanguard S&P 500 ETF VOO $66,713,429 $840,684,814 $2,629,728,520 $6,055,803,036 $111.44 0.04%
iShares Core S&P 500 ETF IVV $73,031,825 $725,812,660 $2,924,342,790 $2,753,907,770 $176.48 0.04%
Financial Select Sector SPDR Fund XLF $184,609,780 $706,509,553 -$141,702,066 -$1,259,692,442 $24.76 0.13%

Source: ETF Global

Top 5 ETFs by 1-Month Fund Flow

On Mobile/Tablet scroll to the right

Name Ticker 1-Day
Fund Flow ($)
1-Week
Fund Flow ($)
1-Month
Fund Flow ($)
3-Month
Fund Flow ($)
Assets Under
Management ($ billions)
Net
Expense Ratio (%)
SPDR S&P 500 ETF Trust SPY -$768,941,832 $5,024,318,580 $10,432,879,419 $4,260,186,987 $278.82 0.09%
iShares Core S&P 500 ETF IVV $73,031,825 $725,812,660 $2,924,342,790 $2,753,907,770 $176.48 0.04%
Vanguard S&P 500 ETF VOO $66,713,429 $840,684,814 $2,629,728,520 $6,055,803,036 $111.44 0.04%
iShares Core MSCI EAFE ETF IEFA $0 $358,550,200 $2,541,493,920 $3,419,448,860 $62.72 0.08%
iShares iBoxx $ High Yield Corporate Bond ETF HYG $60,667,460 $311,196,790 $1,925,308,940 $2,435,051,040 $17.39 0.49%

Source: ETF Global

Top 5 ETFs by 3-Month Fund Flow

On Mobile/Tablet scroll to the right

Name Ticker 1-Day
Fund Flow ($)
1-Week
Fund Flow ($)
1-Month
Fund Flow ($)
3-Month
Fund Flow ($)
Assets Under
Management ($ billions)
Net
Expense Ratio (%)
Vanguard S&P 500 ETF VOO $66,713,429 $840,684,814 $2,629,728,520 $6,055,803,036 $111.44 0.04%
SPDR S&P 500 ETF Trust SPY -$768,941,832 $5,024,318,580 $10,432,879,419 $4,260,186,987 $278.82 0.09%
Graniteshares Gold Trust BAR $0 $0 $7,136,100 $4,242,725,950 $0.46 0.17%
iShares Core MSCI Emerging Markets ETF IEMG $0 $0 $156,102,720 $3,981,676,860 $60.88 0.14%
Vanguard Intermediate-Term Corporate Bond ETF VCIT $34,536,000 $8,489,000 $456,768,000 $3,675,940,000 $22.97 0.07%

Source: ETF Global

 

Stock Model PortfoliosMulti-factor quantitatively optimized portfolios risk-adjusted to provide investors an ATTRACTIVERISK/RETURN TRADE-OFF
Stock Model PortfoliosMulti-factor quantitatively optimized portfolios risk-adjusted to provide investors an ATTRACTIVERISK/RETURN TRADE-OFF