Monthly Reselection - ETFG Dynamic Indices

ETFG conducted its monthly rebalance this week for both of our Smart Beta Indices - the ETFG Quant Equity 12 (symbol: ETFGQE12) and the ETFG Quant Equity 10 (symbol: ETFGQE10) that now head into their 22^nd month of existence.  Here are the new constituents for these two dynamic indices:

ETFGQE12		ETFGQE10
DIA		ADRE
ECON		DIA
EEM		ECON
EIDO		EIDO
EWY		EWY
FBT		FXI
FXI		IDX
OEF		OEF
OIH		OIH
QQQ		PXI
SOXX
XOP

All statistics, performance measures and metrics for these and other ETFG Indices are contained in the Monthly Index Reports, which can be found here:

·         Monthly index Report - ETFGQE10

·         Monthly Index Report - ETFGQE12

The ETFG Quant Equity 12 (Golden Dozen) is comprised of the top 12 equity ETFs as ranked by the ETF Global (Index Sponsor) Quant model that also meet the liquidity requirement.  The selection pool includes all U.S. listed, equity ETFs, excluding levered and inverse funds, as well as, those funds with average daily trading value of less than 5M USD. The ETFG Quant model assigns a daily ranking to all relevant products using proprietary algorithms and employing dozens of industry metrics to gauge how likely an equity ETF will outperform the market in the foreseeable future.  Selection is performed prior to trading on the third Friday of each month.  The portfolio is equally weighted and reconstitutes monthly on the second trading day following selection.  The ETFG Quant Equity 10 follows the same methodology but without the liquidity screen.

For more detail, information and statistics, please go to ETFG Indices.  Thank you for reading ETFG perspectives!