Bull or Bear: US ETFs in Focus as Fed Minutes Flag Downside Risks
OREANDA-NEWS. Fed officials were worried about the potential drag from China’s slowdown and global financial market volatility, which have increased uncertainty and downside risks for the US economy, minutes from January’s Federal Open Market Committee (FOMC) meeting showed.
This could lead to a slower pace of US interest rate hikes this year. The Fed, which raised rates for the first time in almost a decade in December, had projected an additional four quarter-percentage-point increases in 2016. It kept the target range for its benchmark fed funds rate at 0.25% to 0.5% at its 26-27 January meeting.
Officials at their 15-16 March policy setting meeting will submit fresh quarterly forecasts for the US economy and their estimates of the appropriate pace of rate hikes over the coming years.
The January minutes, released on Wednesday in Washington, indicated concern that structural changes and financial imbalances in the Chinese economy might result in a sharper-than-expected deceleration in growth. This could impact emerging markets and the economies of key US trading partners like Canada and Mexico.
Fed officials added they would closely monitor developments in the global economy and financial markets, as well as oil prices.
Separately, Federal Bank of St Louis President James Bullard said in a speech on Wednesday that recent financial market turbulence and a further decline in investors’ expectations for inflation have given the central bank leeway to delay rate hikes.
In her congressional testimony last week, Fed Chair Janet Yellen suggested the central bank may delay, but not abandon, planned interest rate increases this year.
Excerpts from FOMC Minutes
“Although most participants continued to expect that inflation would rise to the Committee’s 2 percent objective over the medium term, a number of participants indicated that, in light of recent developments, they viewed the outlook for inflation as somewhat more uncertain or saw the risks as being to the downside.”
“Participants discussed recent developments in China, including the possibility that structural changes and financial imbalances in the Chinese economy might lead to a sharper deceleration in economic growth in that country than was generally anticipated. Such a downshift, if it occurred, could increase the economic and financial stresses on other EMEs and on commodity producers, including Canada and Mexico. Moreover, global financial markets could continue to be affected by uncertainty about China’s exchange rate regime. While the exposure of the United States to the Chinese economy through direct trade ties was limited, a number of participants were concerned about the potential drag on the U.S. economy from the broader effects of a greater-than-expected slowdown in China and other EMEs.”
“Participants judged that the overall implication of these developments for the outlook for domestic economic activity was unclear, but they agreed that uncertainty had increased, and many saw these developments as increasing the downside risks to the outlook.”
US Economic Data
Meanwhile, growth momentum in the US economy appears to be picking up. Manufacturing output rose in January by the most since July 2015, signalling that the industry is stabilising. Factory output rose a better-than-expected 0.5% last month, after a 0.2% decline in December.
Weekly jobless claims also fell to a three-month low, underscoring the resilience of the domestic labour market. Initial jobless claims dropped by 7,000 to 262,000 in the week ended 13 February, lowest since 21 November, a Labor Department report showed on Thursday.
US ETFs on SGX
SGX lists nine ETFs with U.S. equity exposure – SPDR® Dow Jones Industrial Average ETF, db x-trackers S&P 500 Inverse Daily UCITS ETF, db x-trackers S&P 500 UCITS ETF, Lyxor ETF Nasdaq-100, Lyxor ETF Dow Jones Industrial Average, SPDRs® S&P 500® ETF, iShares Core S&P 500 ETF, db x-trackers MSCI USA Index UCITS ETF and iShares Dow Jones US Technology Sector Index ETF.
These nine ETFs have averaged total returns of negative 0.9% in the month-to-date and negative 2.2% over the past 12 months.
Name | Stock Code | Price (S$) | MTD Turnover 2016 (S$) | MTD Turnover 2015 (S$) | 12M Turnover (S$) | Total Return MTD % | Total Return 12M % |
SPDR® Dow Jones Industrial Average ETF | D07 | 164.56 | 1,110,333 | 585,348 | 13,767,410 | 0.2 | -4.2 |
db x-trackers S&P 500 Inverse Daily UCITS ETF | HD6 | 22.55 | 967,273 | 267,011 | 15,780,758 | -2.6 | 6.5 |
db x-trackers S&P 500 UCITS ETF | K6K | 32.94 | 281,841 | 359,040 | 7,547,466 | -0.6 | -4.1 |
Lyxor ETF Nasdaq-100 | H1Q | 16.59 | 87,104 | 9,286 | 3,365,270 | -1.4 | -1.0 |
Lyxor ETF Dow Jones Industrial Average | JC6 | 16.55 | 73,582 | 34,270 | 856,963 | 0.3 | -4.6 |
SPDRs® S&P 500® ETF | S27 | 192.51 | 32,225 | 254,108 | 9,174,090 | -0.2 | -4.1 |
iShares Core S&P 500 ETF | I17 | 186 | 13,245 | 99,950 | 2,759,412 | -1.6 | -4.6 |
db x-trackers MSCI USA Index UCITS ETF | KF8 | 49.1 | 3,278 | 1,733,736 | 11,985,569 | -0.6 | -5.3 |
iShares Dow Jones US Technology Sector Index ETF | I21 | 99.4 | 0 | 20,641 | 29,775 | -1.6 | 1.9 |
Average | -0.9 | -2.2 |
Source: SGX (data as of 18 February 2016)
Month-to-Date Performances
The 10 most active ETFs on SGX in the month-to-date are SPDR® Gold Shares, SPDR® Straits Times Index ETF, iShares MSCI India Index ETF, db x-trackers MSCI China Index UCITS ETF (DR), db x-trackers FTSE China 50 UCITS ETF (DR), db x-trackers MSCI Thailand Index UCITS ETF (DR), db x-trackers MSCI Indonesia Index UCITS ETF, Nikko AM Singapore STI ETF, db x-trackers MSCI Korea UCITS Index ETF (DR) and db x-trackers MSCI Russia Capped Index UCITS ETF.
In the month thus far, these 10 most active ETFs averaged a 0.5% decline in total return, taking the one-year and three-year annualised total returns to -17.1 % and -3.2% respectively. The three best performers in terms of month-to-date total returns were SPDR® Gold Shares, db x-trackers MSCI Indonesia Index UCITS ETF and Nikko AM Singapore STI ETF.
The above-mentioned ETFs saw a 81% YoY increase in turnover for the month thus far, rising from S$75.3 million in the February 2015 month-to-date to S$136.2 million in the same period this year. This brings the total 12-month turnover to S$1.9 billion.
The three most active ETFs over the first 12 sessions of February were SPDR® Gold Shares, SPDR® Straits Times Index ETF and iShares MSCI India Index ETF.
The 10 most active ETFs in the February 2016 month-to-date are detailed below and sorted by MTD turnover.
Name | Stock Code | Price (S$) | MTD Turnover 2016 (S$) | MTD Turnover 2015 (S$) | YTD Turnover 2016 (S$) | 12M Turnover (S$) |
SPDR® Gold Shares | O87 | 115.44 | 71,226,114 | 13,163,763 | 110,916,834 | 507,099,424 |
SPDR® Straits Times Index ETF | ES3 | 2.66 | 20,180,873 | 4,890,868 | 84,750,223 | 467,939,594 |
iShares MSCI India Index ETF | I98 | 6.00 | 14,661,707 | 39,550,085 | 64,684,660 | 541,446,131 |
db x-trackers MSCI China Index UCITS ETF (DR) | LG9 | 10.74 | 7,666,099 | 9,103,548 | 13,799,753 | 88,298,611 |
db x-trackers FTSE China 50 UCITS ETF (DR) | HD8 | 25.42 | 6,075,522 | 1,084,732 | 11,104,840 | 91,086,927 |
db x-trackers MSCI Thailand Index UCITS ETF (DR) | LG7 | 16.09 | 4,248,850 | 1,437,200 | 9,704,699 | 41,669,713 |
db x-trackers MSCI Indonesia Index UCITS ETF | KJ7 | 12.53 | 4,061,453 | 3,173,032 | 8,427,635 | 74,742,392 |
Nikko AM Singapore STI ETF | G3B | 2.73 | 3,588,762 | 1,948,632 | 10,085,974 | 65,828,911 |
db x-trackers MSCI Korea UCITS Index ETF (DR) | IH2 | 47.68 | 2,473,745 | 36,355 | 3,716,149 | 20,080,326 |
db x-trackers MSCI Russia Capped Index UCITS ETF | J0R | 1.60 | 1,981,755 | 931,433 | 7,809,701 | 37,862,577 |
Source: SGX (data as of 18 February 2016)
Name | Stock Code | Total Return MTD % | Total Return YTD % | Total Return 12M % | Total Return Annualized 3 Yrs % | Total Return 3 Yrs % | 30 Day Volatility % |
SPDR® Gold Shares | O87 | 6.8 | 12.4 | 2.6 | -5.8 | -16.4 | 16.9 |
SPDR® Straits Times Index ETF | ES3 | 1.1 | -8.4 | -20.0 | -4.2 | -12.1 | 24.0 |
iShares MSCI India Index ETF | I98 | -7.7 | -11.4 | -22.9 | 2.6 | 7.9 | 26.7 |
db x-trackers MSCI China Index UCITS ETF (DR) | LG9 | -2.3 | -14.7 | -21.9 | -1.2 | -3.4 | 35.4 |
db x-trackers FTSE China 50 UCITS ETF (DR) | HD8 | -2.7 | -14.5 | -24.8 | -1.8 | -5.4 | 39.3 |
db x-trackers MSCI Thailand Index UCITS ETF (DR) | LG7 | 0.0 | 0.2 | -21.8 | -6.6 | -18.5 | 28.1 |
db x-trackers MSCI Indonesia Index UCITS ETF | KJ7 | 4.5 | 7.5 | -12.1 | -4.3 | -12.3 | 23.8 |
Nikko AM Singapore STI ETF | G3B | 1.9 | -7.6 | -19.2 | -4.0 | -11.5 | 26.7 |
db x-trackers MSCI Korea UCITS Index ETF (DR) | IH2 | -2.9 | -7.7 | -13.2 | -3.8 | -11.0 | 26.2 |
db x-trackers MSCI Russia Capped Index UCITS ETF | J0R | -4.0 | -4.1 | -18.0 | N/A | N/A | 57.9 |
Average | -0.5 | -4.8 | -17.1 | -3.2 | -9.2 | 30.5 |
Source: SGX (data as of 18 February 2016)
ETFs are investment funds listed and traded intraday on a stock exchange. The majority aim to track the performance of an index and provide access to a wide variety of markets and asset classes, including local stocks, international securities, bonds, commodities or money markets.
Each ETF gives investors access to the performance of the asset that comprises the underlying index. Investing in the ETF is also less costly if one was to build a similar portfolio by buying the individual stocks. It also provides exposure to international markets and asset classes that may be inaccessible to individual investors.
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