ETF NEWS - ULTUMUS

Schrödinger's ETF

Written by Ultumus | 29 August 2018

USA

Invesco lists “strategic” self-indexing ETFs

Invesco is listing two new ETFs that offer smart beta (“strategic”) exposure to US equities via Invesco house indexes.

  • Invesco Strategic US ETF (IUS)
  • Invesco Strategic US Small Company ETF (IUSS)

IUS will apply something of a value and quality screen to US large caps. It will track the Invesco Strategic US Index (factsheet here), which is one a family of fresh indexes launched by Invesco as part of its efforts to double down on ETFs.

The quality screen will look at efficiency and growth. Where efficiency is a company’s ability to generate lots of sales of a small asset base, and is calculated as the ratio of sales-to-assets in the prior year. Growth is simply how much the sales-to-assets ratio has changed (“grown”) over the last five years.

 

The value screen for its part is not quite called a value screen – but rather a “business-size score”. It looks at metrics such as sales, cash flow, return of capital (dividends and share buybacks), and book value. Companies in the top 90% by Invesco’s business-size are eligible for inclusion. Of those eligible, those with a quality score in the top 80% are added. Companies chosen are “weighted based on their float-adjusted Business-Size Scores,” the prospectus says.

IUSS will work much the same, only for small and mid-caps. (Index factsheet here).

 

Newcomer Defiance lists quantum computing and AI ETF

ETF newcomer Defiance ETFs is stepping up to the plate and attempting to crack into the tough US market. The New York-based startup, headed by Matthew Bielski, ex-Direxion and ex-BlackRock, is making its opening plays into the fast-growing thematic space – and offering stylised tech exposure. Following hot on the heels of its augmented reality ETF, Defiance is listing the Defiance Quantum ETF (QTUM), which targets quantum computing and artificial intelligence.

 

QTUM will track an index provided by the Israeli startup BlueStar. The index is made up of “companies whose products or services are predominantly tied to the development of quantum computing and machine learning technology,” the prospectus says. These technologies include:

  • R&D of quantum computers;
  • Use of quantum computing;
  • Development of interactions between quantum and traditional computers;
  • Development of advanced hardware or software used in machine learning;
  • Production of specialized machinery used in advanced semiconductor and integrated circuit packaging;
  • The production or processing of raw materials used in quantum computing.

In order to figure out which companies fit these categories, BlueStar will crunch filings documents, analyst reports, and industry-specific trade publications. Companies that make the cut will be added to the index if they meet minimum market cap and liquidity thresholds. The index will be equally weighted.