Beta measures systematic risk, volatility and any given portfolio in comparison to the whole market. The indicator is used in the capital asset pricing model (CAPM) and security market line model (SML). Such models calculate the expected return of investment based on their beta and expected market returns. You can think of beta as the tendency of ETFs to react to the swings in the market. Beta is calculated using regression analysis. The indicator is meaningful because it is a measure of the risk of an investment that is impossible to be diversified. Today, strategic beta ETFs are among the most dynamic and potentially lucrative investments available to the common investor. To sum up, beta ETFs represent something of a middle ground between active and passive portfolio management.
Large-cap, High Dividend Yield, Value, U.S. ETFs on average are in the long-term up 202% in 13 years.
Large-cap, Growth, U.S. ETFs on average are in the long-term up 37% in 4 years.
EMU, Europe ETF is in the long-term down -63% below S&P in 16 years.
Equity, Sweden ETF is in the long-term down -58% below S&P in 12 years.
Malaysia ETF is in the long-term up 785% above S&P in 26 years.
Shipping ETF is in the long-term down -67% below S&P in 7 years.
Turkey ETF is in the long-term down -85% below S&P in 12 years.
Wheat ETF is in the long-term down -76% in 10 years.
|Symbol||Company Name||Price||Change||Total net assets||Total expense ratio|
|BCM||iPath Pure Beta Broad Commodity ETN||26.89||-0.4%|
|BLNG||iPath Pure Beta Precious Metal ETN||30.87|
|CAFE||Barclays Bank Plc||13.6||-1.88%|
|CHOC||iPath Pure Beta Cocoa ETN||38.7||17.2%|
|CTNN||iPath Pure Beta Cotton ETN||29.07|
|CUPM||iPath Pure Beta Copper ETN||27.65|
|DIRT||iPath Pure Beta Agriculture ETN||32.15|
|EEHB||PowerShares Exchange-Traded Fund Trust II||15.04|
|FOIL||iPath Pure Beta Aluminum ETN||23.95|
|FTLB||First Trust Low Beta Income ETF||21.24|
|GRWN||iPath Pure Beta Softs ETN||25.21|
|HEVY||iPath Pure Beta Industrial Metals ETN||27.05|
|IDHB||PowerShares S&P International Developed High Beta Portfolio Exchange Traded Fund||23.56||0.35%|
|LEDD||iPath Pure Beta Lead ETN||35|
|LSTK||iPath Pure Beta Livestock ETN||39.42|
|NINI||iPath Pure Beta Nickel ETN||17.61|
|OLEM||iPath Pure Beta Crude Oil ETN||17.07||1.07%|
|ONG||iPath Pure Beta Energy ETN||15.98|
|SBV||iPath Pure Beta Broad Commodity ETN||21.03|
|SGAR||iPath Pure Beta Sugar ETN||29.26||-0.7%|
|SPHB||PowerShares Exchange-Traded Fund Trust II||37.31||0.3%|
|WEET||iPath Pure Beta Grains ETN||33.44|