Seeking Alpha

ETF Performance Over the Past Week: Four Metrics of Comparison 1 comment

by: Michael Bommarito July 30, 2007 | about: BKK / DIA / DOG / EEM / EWW / EWY / EWZ / IEZ / IGR / IIA / ITB / IWM / IYR / JDD / JRS / MVV / MXE / MZZ / NKO / NXK / OIH / PXJ / QID / QQQQ / RHY / RMA / RMH / RWM / RXD / SDD / SDS / SH / SJH / SJL / SKF / SKK / SLX / SMN / SPY / SRS / TBH / TF / TRF / TWM / URE / USO / UVT / UVU / UWM / UYG / XES / XHB / XLE    
About this author:
Submit
an article to
Top 10 Best and Worst YTD ETF and CEF Returns
click to enlarge
ETF Top 10

Top 10 Most VIX-Correlated ETFs and CEFs Over the Past Week and Month

Week
A majority of these funds are municipal funds from BlackRock and Nuveen (NKO, NXK, BKK, NGB, RNJ), with the rest being comprised of other bond/income trusts and short funds.

ETF Vix week

Month
Every last one of these funds is a ProShares short fund. Given that no other issuer has short/inverse funds in this top 10, I think this makes it quite clear that ProShares ETFs likely have some direct holding with high negative correlation to the VIX.

ETF Vix month

Top 10 Best and Worst Weekly Dollar Flows
click to enlarge
ETF dollar flows

ETFs and CEFs Trading At Least 10% Above or Below 20-Session Moving Averages
ETF 20-DMA 1

ETF 20-DMA 2

Related Articles
Print this article with comments
Comments
1
Comment 1 out of 1
You are viewing the latest 20 comments
  •  
    I love your site but I how do I delete it to move on to other items?arlie Blod
    2007 Jul 30 02:55 PM | Link | Reply
Viewing Comment 1 out of 1
Related Themes:
  1. Technical Analysis (22 in last week)
  2. Portfolio-Building with ETFs (18 in last week)
  3. Closed-End Funds (3 in last week)
  4. Commodity ETFs (30 in last week)
  5. Currency ETFs (10 in last week)
More by Michael Bommarito
Other articles by Michael Bommarito »
Find People on SA