‘ Smart Beta ’

Barron’s 400 ETF increases large-cap exposure

Mar 20th, 2018 | By
Carlos Diez, CEO and founder of MarketGrader

The Barron’s 400 ETF (NYSE US) has increased its allocation to large-caps following the latest review of the Barron’s 400 Index. Co-created by US financial journal Barron’s, and equity indexing firm MarketGrader, the index tracks 400 US companies with strong financial statements and attractive share prices. Carlos Diez, CEO and founder of MarketGrader, said the index’s methodology “is compelling in a market environment where price gains can be expected to result from healthy earnings growth driven by an expanding economy.”

Meet the next generation of ETFs: Smart Alpha

Mar 16th, 2018 | By
Meet the next generation of ETFs: Smart Alpha

By Janet Flanders Johnston, portfolio manager at TrimTabs Asset Management.

The next generation of innovative equity ETFs may combine quantitative analysis with disciplined active management. Both purely active and purely passive products have negative attributes. By combining the best of both approaches, we believe a more efficient ETF that consistently generates alpha with the same amount of market risk can be created.

Hartford Funds lowers fees across multifactor ETF suite

Mar 13th, 2018 | By
Hartford Funds lowers fees across its multifactor ETF suite

Hartford Funds has lowered the fees charged on six smart beta equity ETFs. The funds include four multifactor ETFs, which select constituents based on a blend of three factors (value, momentum, and quality, and a further two multifactor factors that also incorporate low volatility screening.

Wiener Börse and Limeyard partner to bolster index offering

Mar 7th, 2018 | By
Patrick Valovic, founder & managing partner of LIMEYARD

Wiener Börse (or Vienna Stock Exchange) and Zurich-based boutique index provider Limeyard have formed a joint-venture to bolster their capabilities in the fast-growing and increasingly important indexing space. Limeyard was founded by ex Stoxx CFO Patrick Valovic.

BlackRock launches iShares MSCI EMU Multifactor ETF

Mar 6th, 2018 | By
BlackRock launches global aggregate bond ETF

BlackRock has launched the iShares Edge MSCI EMU Multifactor UCITS ETF (EDMF GY) on Deutsche Börse. The fund, an extension of the ‘iShares Edge’ suite of smart beta ETFs, consists of a portfolio of companies listed in developed eurozone markets that have been selected to maximise exposure to four factors – value, momentum, size and quality – while maintaining a risk profile similar to that of the parent MSCI EMU index.

MSCI reports all country, factor and sector indices negative in February

Mar 6th, 2018 | By
MSCI reports all country, factor and sector indices negative in February

MSCI has released its index performance report for February 2018, breaking down the best- and worst-performing equity indices over the period by country, factor and sector. The index provider, which is one of the leading providers of equity indices to the ETF industry, reports that all of its indices produced a negative return during February.

State Street unveils IntelliGX “living indices”

Mar 6th, 2018 | By
State Street unveils IntelliGXSM – a new suite of dynamic indices

State Street, the ultimate parent of SPDR ETFs, has introduced a new suite of rules-based, dynamically adjusting indices.

Insufficient assets prompts Direxion to close its billionaire-mimicking ETF

Mar 2nd, 2018 | By

Direxion Investments is to close its billionaire-mimicking ETF, the Direxion iBillionaire Index ETF (IBLN US).

Ossiam cross-lists smart beta corporate bond ETF on Deutsche Börse

Feb 28th, 2018 | By
Ossiam cross-lists smart beta corporate bond ETF on Deutsche Börse

Ossiam has cross-listed the Ossiam Solactive Moody’s Analytics IG EUR Select Credit ETF (OSXF GY) on Deutsche Börse. This new smart beta fixed income ETF, which debuted on Euronext Paris on 15 February 2018, invests in a portfolio of euro-denominated investment grade corporate bonds, seeking to maximise total return while maintaining a low credit risk profile.

Smart beta ETFs record two years of consecutive monthly inflows

Feb 28th, 2018 | By
Meet the next generation of ETFs: Smart Alpha

January 2018 marked the twenty-fourth consecutive month of net inflows into smart beta ETFs and ETPs (hereafter ETFs), reports ETF industry consultants ETFGI. According to the firm’s monthly report detailing flows into smart beta ETFs listed globally, assets invested in smart beta ETFs rose by a record $37.8bn during January to bring total assets under management for the segment to a new high of $696bn.