Gold Continues to Dominate ETF Activity Amidst Swings
OREANDA-NEWS. March 14, 2016. Gold continued to hog the limelight this week, buoyed by demand for haven assets amidst recurrent stock market volatility.
SPDR® Gold Shares was the most active Exchange Traded Fund (ETF) in both the month-to-date and year-to-date periods, with MTD turnover surging 55.6% year-over-year to S\\$28.3 million.
Bullion has jumped more than US\\$200 an ounce since the start of the year to a near 14-month high, entering bull-market territory. The 20% rally over a relatively short space of nine weeks suggests this move has more upside velocity than in recent years, and comes after a 10% decline in 2015.
While the US dollar and interest rates have been important drivers, the World Gold Council (click here for website) recently pointed out that emerging market demand also plays a significant role.
More than 90% of physical demand for the commodity comes from outside the United States, primarily from the emerging Asian economies of China, India and Vietnam.
Investors flocked to gold after recent market turbulence and mounting uncertainty over the outlook for the global economy highlighted the metal’s attractiveness as a haven asset and a portfolio diversification tool.
After cutting the benchmark rate to zero on Thursday, European Central Bank (ECB) President Mario Draghi said recent survey data points to weaker-than-expected growth momentum at the start of the year.
Persistent weakness in Europe, China’s protracted slowdown, the sharp decline in oil prices, as well as indications the Federal Reserve may delay further interest rate hikes this year, have boosted investor demand for gold. Higher rates, on the other hand, sap gold’s allure as a store of value as it does not pay interest.
At US\\$1,275 an ounce, the price of gold is still below previous highs of US\\$1,300 in January 2015, \\$1,600 in March 2013, and the all-time high of US\\$1,900 in September 2011.
As a result, investor interest in gold has increased. SPDR® Gold Shares remains the most active ETF in the year thus far, after being the second-most active ETF in both 2015 and 2014.
This ETF trades in units of one tenth of an ounce of gold. With the price of gold at \\$1,275 an ounce, the price of an ETF unit is around US\\$127.50. Investors should bear in mind that since the minimum board lot size is 10 units, the minimum investment they need to fork out is approximately US\\$1,275.
Spot Gold Price (USD/oz)
Spot gold price reached a record of \\$1,900 in September 2011, after a three-year high of \\$1,600 in March 2013. The metal hit a five-year low of around \\$1,053 in December 2015. The chart below tracks the price of gold over the last five years.
Source: SGX & Bloomberg (as of 10 March 2016)
Month-to-Date Performances
The 10 most active ETFs on SGX in the month-to-date are SPDR® Gold Shares, iShares MSCI India Index ETF, SPDR® Straits Times Index ETF, db x-trackers Markit iBoxx ABF Korea Government UCITS ETF, iShares J.P. Morgan USD Asia Credit Bond Index ETF, db x-trackers MSCI Indonesia Index UCITS ETF, db x-trackers MSCI Thailand Index UCITS ETF (DR), db x-trackers CSI 300 UCITS ETF, db x-trackers MSCI Brazil Index UCITS ETF (DR) and db x-trackers FTSE China 50 UCITS ETF (DR).
In the month thus far, these 10 most active ETFs averaged a 4.8 % gain in total return, taking the one-year and three-year annualised total returns to -11.4 % and -0.5% respectively. The three best performers in terms of month-to-date total returns are db x-trackers MSCI Brazil Index UCITS ETF (DR), db x-trackers MSCI Thailand Index UCITS ETF (DR) and SPDR® Straits Times Index ETF.
The above-mentioned ETFs saw a 34% YoY decrease in turnover for the month thus far, declining from S\\$127.8 million in the March 2015 month-to-date to S\\$85.0 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 eight sessions of March were SPDR® Gold Shares, iShares MSCI India Index ETF and SPDR® Straits Times Index ETF.
The 10 most active ETFs in the March 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 | 122.07 | 28,274,871 | 18,176,588 | 159,576,180 | 530,576,002 |
iShares MSCI India Index ETF | I98 | 6.35 | 15,804,211 | 16,466,739 | 84,913,971 | 530,725,516 |
SPDR® Straits Times Index ETF | ES3 | 2.82 | 14,672,280 | 84,150,627 | 105,914,265 | 401,987,356 |
db x-trackers Markit iBoxx ABF Korea Government UCITS ETF | KT2 | 148.29 | 7,531,619 | N/A | 7,531,619 | 15,182,723 |
iShares J.P. Morgan USD Asia Credit Bond Index ETF | N6M | 10.45 | 5,416,653 | 1,695,607 | 18,235,545 | 88,783,054 |
db x-trackers MSCI Indonesia Index UCITS ETF | KJ7 | 12.85 | 4,238,222 | 1,501,991 | 15,650,193 | 79,261,248 |
db x-trackers MSCI Thailand Index UCITS ETF (DR) | LG7 | 17.80 | 2,856,279 | 2,085,822 | 13,732,286 | 43,408,036 |
db x-trackers CSI 300 UCITS ETF | KT4 | 7.77 | 2,474,083 | 2,208,566 | 12,830,981 | 85,793,802 |
db x-trackers MSCI Brazil Index UCITS ETF (DR) | J0O | 2.79 | 1,960,924 | 172,987 | 6,060,639 | 17,680,907 |
db x-trackers FTSE China 50 UCITS ETF (DR) | HD8 | 26.45 | 1,759,747 | 1,351,456 | 15,211,246 | 92,986,802 |
Source: SGX (data as of 10 March 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 | 6.3 | 14.6 | 6.2 | -4.7 | -13.5 | 19.7 |
iShares MSCI India Index ETF | I98 | -0.5 | -6.6 | -19.3 | 3.8 | 11.9 | 27.2 |
SPDR® Straits Times Index ETF | ES3 | 6.5 | -3.6 | -14.8 | -2.5 | -7.2 | 22.4 |
db x-trackers Markit iBoxx ABF Korea Government UCITS ETF | KT2 | -1.6 | -3.0 | -3.1 | N/A | N/A | 9.9 |
iShares J.P. Morgan USD Asia Credit Bond Index ETF | N6M | -0.1 | 0.4 | 2.9 | 6.8 | 22.0 | 6.1 |
db x-trackers MSCI Indonesia Index UCITS ETF | KJ7 | 1.2 | 8.6 | -10.8 | -6.3 | -17.8 | 22.8 |
db x-trackers MSCI Thailand Index UCITS ETF (DR) | LG7 | 8.0 | 9.2 | -15.2 | -4.3 | -12.2 | 19.8 |
db x-trackers CSI 300 UCITS ETF | KT4 | 1.4 | -21.7 | -19.6 | 3.0 | 9.3 | 40.5 |
db x-trackers MSCI Brazil Index UCITS ETF (DR) | J0O | 23.5 | 22.5 | -18.5 | N/A | N/A | 49.7 |
db x-trackers FTSE China 50 UCITS ETF (DR) | HD8 | 3.3 | -12.4 | -21.7 | -0.2 | -0.6 | 30.6 |
Average | 4.8 | 0.8 | -11.4 | -0.5 | -1.0 | 24.9 |
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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