Michael Bommarito

iShares Asia Region ETFs Weekly and YTD Returns

Hey Steven,
I'm not familiar with the differences between the S. Korea ETF and the Korea Fund CEF (KF), but KF was the 2nd best returning CEF/ETF on the week with 9%, including 3% alone on Friday. Do you think this was more likely a CEF valuation problem or a difference in held assets?

Preparing for a ‘Volatility Shock’

Hey Geoff, I recently covered the best and worst ETFs and CEFs for VIX exposure, which might give investors better ideas of how their portfolios are prepared.

Preparing for a ‘Volatility Shock’

Any bets on who'll be the first to come out with a volatility ETF? Hold a large MM position and a small percentage of volatility spreads on the S&P. This is certainly a common enough technique that someone should be able to construct a decent replicating strategy with some guaranteed beta to the VIX. If this volatility shock talk keeps up maybe we'll see one by the end of the year, especially given what this last market run has done to some people's nerves.

Stronger Euro Not Hampering European ETFs

Hello Carl, it's surprising to note that over the last three months, appreciation in the Euro, Canadian, and Australian dollar have helped their respective MSCI ETFs so much that they give <i>at least</i> equivalent returns at lower volatilities, as I show here. One could argue that both interest-rate-differen... currency appreciation and equity growth make these already-emerged world ETFs profitable, in contrast to the possible currency valuation and growth complications with emerging world funds.