| |
|
|
| |
|
March / April 2009
Betting or Beta?
IN THIS ISSUE
|
|
|
Written by Journal of Indexes Staff
|
|
Friday, 20 February 2009 00:00 |
| Covers ETFs and ETNs launched in 2008. |
| Fund Name |
Ticker |
ER |
1-Mo |
3-Mo |
Launch Date |
Assets |
| ProShares UltrShrt Lehman20+Trsy |
TBT |
0.95 |
-22.05 |
-39.49 |
5/1/2008 |
1,548.90 |
| PowerShares DB Cr Oil Dbl Long |
DXO |
0.75 |
-29.56 |
-81.37 |
6/16/2008 |
554.70 |
| iShares MSCI AC Asia xJapan |
AAXJ |
0.74 |
10.03 |
-18.86 |
8/13/2008 |
468.00 |
| DB Gold Double Long ETN |
DGP |
0.75 |
13.06 |
-6.41 |
2/27/2008 |
388.10 |
| iShares MSCI ACWI |
ACWI |
0.35 |
6.13 |
-20.99 |
3/26/2008 |
323.70 |
| iShares MSCI ACWI ex US |
ACWX |
0.35 |
8.01 |
-22.67 |
3/26/2008 |
268.40 |
| PowerShares Preferred |
PGX |
0.50 |
9.49 |
5.15 |
1/31/2008 |
263.10 |
| Direxion Large Cp Bull 3X |
BGU |
0.95 |
-2.56 |
- |
11/5/2008 |
237.30 |
| Vanguard Total World |
VT |
0.25 |
5.41 |
-22.82 |
6/24/2008 |
228.60 |
| SPDR DB Intl GovInfl Bond |
WIP |
0.50 |
10.37 |
-6.32 |
3/13/2008 |
189.30 |
| Direxion Financl Bull 3X |
FAS |
0.95 |
-16.91 |
- |
11/6/2008 |
174.60 |
| Market Vectors Coal |
KOL |
0.65 |
8.25 |
-49.11 |
1/11/2008 |
168.00 |
| Direxion Small Cp Bull 3X |
TNA |
0.95 |
-1.51 |
- |
11/5/2008 |
165.70 |
| WisdomTree India Earnings |
EPI |
0.88 |
12.22 |
-28.42 |
2/22/2008 |
160.10 |
| ProShares UltrShrt Lehman7-10Trsy |
PST |
0.95 |
-9.97 |
-21.15 |
5/1/2008 |
153.40 |
| Market Vectors 2xShrt Euro ETN |
DRR |
0.65 |
-18.32 |
-1.8 |
5/6/2008 |
116.20 |
| Direxion Large Cp Bear 3X |
BGZ |
0.95 |
-15.73 |
- |
11/5/2008 |
107.70 |
| ProShares Ultra DJ-AIG Cr Oil |
UCO |
0.95 |
-38.88 |
- |
11/25/2008 |
107.20 |
| Claymore/MAC Glbl Solar Energy |
TAN |
0.79 |
9.10 |
-51.05 |
4/15/2008 |
97.40 |
| iShares MSCI Israel |
EIS |
0.68 |
0.19 |
-28.26 |
3/26/2008 |
92.00 |
Source: Morningstar. Data as of December 31, 2008. ER is expense ratio. |
|
| iPath S&P 500 VIX Short-Term Futures ETN |
| Claymore NYSE Arca Airlines ETF |
| Direxion 30-Year Treasury Bear 3X Shares |
| Emerging Global Shares DJ Emrg Markets Titans Composite |
| ETFS Silver Trust |
| Global X Egypt ETF |
| Grail American Beacon International Equity ETF |
| JETS Dow Jones Islamic Market International Index Fund |
| sShares KLD Europe Asia Pacific Sustainability Index ETF |
| PIMCO 1-3 Year U.S. Treasury Index Fund |
| PowerShares Alt-A Non-Agency RMBS Opportunity Fund |
| SPDR S&P Food & Beverage ETF |
| WisdomTree Dreyfus Oil Exporters Currency Fund |
| XShares/CRB-Research Global Energy Efficiency ETF |
| Market Vectors - Vietnam |
| SPDR S&P Commercial Paper ETF |
| Pro Shares Short CDX North America Investment Grade |
| NETS OMXS30 Index Fund (Sweden) |
| ETSpreads High Yield CDS Tighten Fund |
| MacroShares Major Metro Housing Up Shares |
Source: IndexUniverse.com's ETF Watch. |
| Fund Name |
Ticker |
Assets |
Exp Ratio |
3-Mo |
YTD |
2007 |
2006 |
3-Yr |
5-Yr |
Mkt Cap |
P/E |
Sharpe Std Dev |
Yield |
| SPDRs (S&P 500) |
SPY |
0.09 |
93,922.2 |
-22.20 |
-37.22 |
5.17 |
15.81 |
-8.56 |
-2.36 |
38,575 |
10.7 |
-0.77 |
15.16 |
3.02 |
| iShares MSCI EAFE |
EFA |
0.34 |
31,910.7 |
-19.33 |
-41.05 |
10.01 |
25.79 |
-6.56 |
1.92 |
22,142 |
5.0 |
-0.44 |
19.50 |
4.25 |
| SPDR Gold Trust |
GLD |
0.40 |
21,691.1 |
1.70 |
4.92 |
31.10 |
21.95 |
18.82 |
- |
- |
- |
0.75 |
21.26 |
0.00 |
| iShares MSCI Emerg Mkts |
EEM |
0.74 |
19,210.4 |
-25.91 |
-48.89 |
33.17 |
31.40 |
-3.65 |
8.13 |
12,423 |
8.1 |
-0.11 |
28.54 |
3.48 |
| iShares S&P 500 |
IVV |
0.09 |
15,652.6 |
-22.13 |
-37.01 |
4.93 |
16.34 |
-8.39 |
-2.23 |
38,169 |
10.9 |
-0.75 |
15.25 |
2.94 |
| PowerShares QQQQ |
QQQQ |
0.20 |
12,539.0 |
-24.12 |
-41.72 |
19.13 |
7.05 |
-9.42 |
-3.54 |
24,910 |
15.0 |
-0.53 |
21.31 |
0.46 |
| iShares Russell 2000 |
IWM |
0.20 |
10,694.5 |
-27.05 |
-34.15 |
-1.75 |
18.26 |
-8.54 |
-1.16 |
686 |
12.3 |
-0.53 |
19.92 |
1.76 |
| iShares R1000 Growth |
IWF |
0.20 |
10,688.0 |
-23.32 |
-38.22 |
11.49 |
8.94 |
-9.13 |
-3.56 |
26,616 |
11.8 |
-0.72 |
16.62 |
1.67 |
| iShares Lehman Aggregate |
AGG |
0.20 |
9,522.0 |
7.38 |
7.91 |
6.61 |
3.91 |
6.13 |
4.88 |
- |
- |
0.45 |
5.24 |
4.59 |
| iShares R1000 Value |
IWD |
0.20 |
9,235.1 |
-21.85 |
-36.46 |
-0.72 |
22.48 |
-8.24 |
-0.88 |
32,786 |
10.0 |
-0.73 |
15.36 |
3.71 |
| Vanguard Total Stock Market |
VTI |
0.07 |
9,199.1 |
-22.74 |
-36.68 |
5.37 |
15.68 |
-8.27 |
-1.54 |
25,387 |
14.0 |
-0.70 |
15.88 |
3.50 |
| DIAMONDS Trust |
DIA |
0.17 |
8,966.0 |
-18.76 |
-32.31 |
8.79 |
18.91 |
-4.33 |
-1.39 |
90,112 |
10.7 |
-0.54 |
13.63 |
3.35 |
| iShares Lehman TIPS Bond |
TIP |
0.20 |
8,676.3 |
-1.26 |
-0.53 |
11.93 |
0.29 |
3.74 |
4.39 |
- |
- |
0.04 |
8.10 |
6.46 |
| Financial SPDR |
XLF |
0.23 |
7,791.8 |
-36.14 |
-54.91 |
-19.17 |
18.82 |
-24.34 |
-12.60 |
25,208 |
11.8 |
-1.21 |
23.56 |
6.15 |
| iShares Lehman 1-3 Treas |
SHY |
0.15 |
7,691.7 |
2.79 |
6.62 |
7.35 |
3.89 |
5.94 |
3.98 |
- |
- |
1.07 |
1.86 |
3.41 |
| iShares GS$ InvesTop |
LQD |
0.15 |
6,957.4 |
15.35 |
2.46 |
3.76 |
4.24 |
3.48 |
3.46 |
- |
- |
0.03 |
11.16 |
5.55 |
| MidCap SPDR (S&P 400) |
MDY |
0.25 |
6,782.7 |
-26.28 |
-36.77 |
7.23 |
9.96 |
-9.32 |
-0.57 |
2,060 |
10.3 |
-0.61 |
19.11 |
1.82 |
| iShares FTSE/Xinhua China |
FXI |
0.74 |
5,940.4 |
-14.99 |
-47.76 |
54.89 |
82.98 |
13.98 |
- |
41,812 |
9.9 |
0.44 |
38.75 |
2.70 |
| iShares Russell 1000 |
IWB |
0.15 |
5,724.5 |
-22.69 |
-37.40 |
5.32 |
15.42 |
-8.70 |
-2.13 |
29,572 |
10.9 |
-0.74 |
15.71 |
2.49 |
| iShares Japan |
EWJ |
0.52 |
5,640.3 |
-9.41 |
-26.99 |
-5.47 |
5.84 |
-9.94 |
0.65 |
11,891 |
9.1 |
-0.81 |
15.93 |
1.44 |
| Vanguard Emerging Markets |
VWO |
0.25 |
5,035.8 |
-28.48 |
-52.47 |
37.32 |
29.33 |
-5.49 |
- |
14,140 |
10.7 |
-0.18 |
28.48 |
5.00 |
| iShares S&P 500 Growth |
IVW |
0.18 |
4,957.3 |
-20.52 |
-34.78 |
8.84 |
10.88 |
-7.67 |
-2.86 |
47,952 |
10.8 |
-0.69 |
15.42 |
1.67 |
| Energy SPDR |
XLE |
0.23 |
4,453.4 |
-24.16 |
-38.97 |
36.86 |
18.01 |
-0.48 |
13.09 |
58,006 |
6.7 |
-0.02 |
26.36 |
1.85 |
| iShares DJ Sel Dividend |
DVY |
0.40 |
3,966.5 |
-21.38 |
-32.80 |
-5.66 |
19.44 |
-8.85 |
-1.70 |
5,789 |
10.9 |
-0.80 |
14.95 |
5.85 |
| iShares Russell Midcap |
IWR |
0.20 |
3,772.9 |
-26.80 |
-41.37 |
5.10 |
15.13 |
-10.81 |
-0.92 |
4,276 |
10.8 |
-0.68 |
19.38 |
2.08 |
Source: Morningstar. Data as of December 31, 2008. Exp Ratio is expense ratio. Mkt Cap is geometric average market capitalization.
P/E is price-to-earnings ratio. Sharpe ratio.
Std Dev is 3-year standard deviation. Yield is 12 month.
|
|
Latest comments on this feature
|
|
| |
|
|
| |
|
|
Be up-to-date
|
BROWSE ARCHIVES
 2009 
|
SEARCH IN JOURNAL OF INDEXES
|
|
