‘ Volatility ’

Transamerica launches new suite of strategic beta ETFs

Aug 14th, 2017 | By
Deutsche launches two strategic beta min vol ETFs

Transamerica Asset Management has launched four new strategic beta ETFs designed to provide core equity strategies with an embedded risk management feature. Called the Deltashares By Transamerica suite, the new ETFs are the first to track the S&P Manged Risk 2.0 Index Series, which offers exposure to a given segment of the equity market while seeking to control volatility.

China tops MSCI’s country indices during bullish July

Aug 9th, 2017 | By
China tops MSCI’s country indices during bullish July

MSCI has released its index performance report for July 2017, breaking down the best and worst performing equity indices over this period by country, factor and sector. The index provider, which is one of the leading providers of equity indices to the exchange-traded fund industry, reports the highest index returns in July were achieved by China (8.9%) for country exposure in a month where the lowest return was still positive, at 0.9% for Switzerland.

US equity ETFs boosted as S&P 500 hits all-time high

Jul 27th, 2017 | By

US large-cap equity ETFs have recorded gains recently as the S&P 500 Index hit intraday- and closing-high records on 25 July 2017. In a week where 180 of the index’s constituents are reporting their second-quarter results, several companies have delivered better-than-expected earnings, pushing the index to 2,477.08 at the close. ETFs tracking the index, such as the $19.3bn iShares Core S&P 500 UCITS ETF (LON: CSPX), have added around 10.7% so far in 2017.

Record Q2 dividends puts spotlight on UK income ETFs

Jul 19th, 2017 | By
Record Q2 UK dividends puts spotlight on income ETFs

UK companies distributed an all-time record £33.3 billion in dividends in the second quarter, comfortably beating the previous record of £29.1bn set in Q2 last year, according to research from Capita. The dividend windfall highlights the income-generating potential of UK stocks and is likely to enhance the appeal of UK income ETFs to yield-seeking investors.

MSCI examines fundamentals of quality factor

Jul 19th, 2017 | By
Hitendra Varsani, executive director of factor strategies, MSCI

By Hitendra Varsani, executive director of factor strategies, MSCI.

We have seen substantial rotation in factor index performance in the past 12 months. Value, the best-performing equity factor index in the second half of 2016, was the worst performer in the first six months of 2017. On the other hand, quality, which had lagged last year, has performed well in 2017. But this has left quality stocks at peak valuations for the past decade, confronting investors with a question: Is it time to reduce exposure to this factor?

BlackRock cross-lists iShares EUR-hedged smart beta ETF

Jul 18th, 2017 | By
BlackRock cross-lists EUR hedged smart beta ETF on Deutsche Börse

BlackRock has cross-listed the iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (IS31) on Deutsche Börse. The euro-hedged share class of the fund offers investors hedged exposure to a US large-cap equity portfolio that offers a similar return to the S&P 500 Index with lower overall volatility.

PowerShares unveils S&P 500 Minimum Variance ETF

Jul 18th, 2017 | By
PowerShares unveils S&P 500 Minimum Variance ETF

Invesco PowerShares has launched the PowerShares S&P 500 Minimum Variance ETF (Bats: SPMV), providing exposure to select constituents from the bellwether S&P 500 Index while producing lower volatility characteristics compared to the broader US large-cap equity market.

First Trust to launch actively managed currency ETF on LSE

Jul 17th, 2017 | By
First Trust to launch actively managed currency ETF on London Stock Exchange

London-based ETF issuer First Trust Global Portfolios is to launch the First Trust FactorFX UCITS ETF (LON: FTFX), an actively managed exchange-traded fund investing in foreign exchange markets. The ETF will primarily seek to earn alpha through the implementation of various carry trades, a strategy which seeks to capitalise on the interest rate differential between various currencies.

S&P DJI reports Quality best performing factor in Europe during Q2

Jul 10th, 2017 | By
S&P DJI reports strong factor performances in Q2

S&P Dow Jones Indices (S&P DJI) has published its Q2 factor indices dashboard for Europe, noting the second quarter performance of its range of factor indices derived from the broad market S&P Europe 350 Index. The firm reports that the quarter was positive for European equities in general, most factors still outperformed the broad market over this period, and Quality was the best performing strategy.

WisdomTree launches multi-factor US equity ETF

Jul 5th, 2017 | By
WisdomTree’s ETF model portfolios now available through Envestnet Wealth Management platform

WisdomTree has launched the WisdomTree US Multifactor Fund (Bats: USMF), a smart beta fund which tracks an index created in-house and gives investors exposure to large and mid-cap US equities selected using a multi-factor methodology. Luciano Siracusano, chief investment strategist at WisdomTree, commented: “We believe USMF is a simple, intuitive solution for investors seeking to incorporate the potential of factor investing into their US equity allocation.”