Market insights and analysis

How dynamic, risk-managed investment solutions are performing in the current market environment

1st Quarter | 2024

Quarterly recap



Current market environment performance of dynamic, risk-managed investment solutions.

In October, 29 exchange-traded products (“ETPs”) were added to the list and 21 were removed, bringing the total to 507.

Seven products were removed due to improved health, and 14 were delisted.

Twenty-seven products were added to the list due to low trading volume. The low volume in these products could be due to the nature of their investment product. Two additions were due to low assets under management (“AUM”). These ETPs may have enough AUM to keep them from closure. However, our system takes into account both AUM and volume. If both remain low, these funds may be considered for closure.  

Thirty-nine ETPs on Deathwatch this month have been in the market for at least 10 years, including many short ETPs.

The average asset level of the threatened ETPs on ETF Deathwatch increased from $8.36 million to $8.91 million, and 45 products had less than $2 million in assets. The average age of products on the list decreased from 41.13 months to 41.00 months, and the number of products at least 5 years of age increased from 108 to 112. The largest ETP on the list had an AUM of $24.67 million, while the smallest had assets of just $240,090.

Here is the Complete List of 507 ETPs on ETF Deathwatch for October 2022 compiled using the objective ETF Deathwatch Criteria.

The 27 ETPs added to ETF Deathwatch for October due to low trading volume:

  1. American Century Emerging Markets Bond ETF (AEMB)
  2. AllianzIM US Large Cap Buffer10 Apr ETF (APRT)
  3. BlackRock Future Tech ETF (BTEK)
  4. IQ Real Return ETF (CPI)
  5. ETRACS 2X Leveraged IFED Invest With The FED TR Index ETN (FEDL)
  6. FI Enhanced Global High Yield ETN/UBS (FIHD)
  7. Grayscale Future of Finance ETF (GFOF)
  8. iShares iBonds 2029 Term High Yield And Income ETF (IBHI)
  9. John Hancock Mortgage-Backed Securities ETF (JHMB)
  10. iPath Series B Bloomberg Tin Subindex Total Return ETN (JJT)
  11. Principal U.S. Large-Cap Adaptive Multi-Factor ETF (PLRG)
  12. Principal International Adaptive Multi-Factor ETF (PXUS)
  13. Innovator ETFs Trust - Innovator Growth Accelerated Plus ETF - April (QTAP)
  14. SPDR Bloomberg SASB Developed Markets EX US ESG Select (RDMX)
  15. WisdomTree Emerging Markets ESG Fund (RESE)
  16. ATAC US Rotation ETF (RORO)
  17. US Global Sea to Sky Cargo ETF (SEA)
  18. Merlyn AI Tactical Growth & Income ETF (SNUG)
  19. ProShares S&P 500 Bond ETF (SPXB)
  20. Janus Henderson US Sustainable Equity ETF (SSPX)
  21. Janus Henderson International Sustainable Equity ETF (SXUS)
  22. Syntax Stratified US Total Market ETF (SYUS)
  23. ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML)
  24. Esoterica NextG Economy ETF (WUGI)
  25. BondBloxx USD High Yield Bond Energy Sector ETF (XHYE)
  26. BondBloxx USD High Yield Bond Industrial Sector ETF (XHYI)
  27. Acruence Active Hedge U.S. Equity ETF (XVOL)

 The 2 ETPs added to ETF Deathwatch due to low AUM:

  1. ProShares Ultra MSCI Brazil Capped (UBR)
  2. Roundhill Cannabis ETF (WEED)

 The 7 ETPs removed from ETF Deathwatch due to improved health:

  1. Innovator Emerging Markets Power Buffer ETF - October (EOCT)
  2. Innovator International Developed Power Buffer ETF - October (IOCT)
  3. ProShares Trust S&P 500 EX-Energy ETF (SPXE)
  4. Innovator 20+ Year Treasury Bond 9 Buffer ETF - July (TBJL)
  5. Innovator US Equity Accelerated 9 Buffer ETF - October (XBOC)
  6. ProShares UltraShort Consumer Services (SCC)
  7. Royce Quant Small-Cap Quality Value ETF (SQLV)

The 14 ETPs removed from ETF Deathwatch due to delisting:

  1. Emles Made in America ETF (AMER)
  2. AllianzIM US Large Cap Buffer10 Apr ETF (AZAA)
  3. First Trust Dorsey Wright Peoples Portfolio ETF (DWPP)
  4. First Trust TCW ESG Premier Equity ETF (EPRE)
  5. Emles Federal Contractors ETF (FEDX)
  6. John Hancock Multifactor Media and Communications ETF (JHCS)
  7. John Hancock Multifactor Materials ETF (JHMA)
  8. John Hancock Multifactor Consumer Discretionary ETF (JHMC)
  9. Emles @Home ETF (LIV)
  10. Emles Luxury Goods ETF (LUXE)
  11. Advisorshares Q Portfolio Blended Allocation ETF (QPT)
  12. Emles Real Estate Credit ETF (REC)
  13. ELEMENTS Linked to the Rogers International Commodity Index - Metals Tot Return (RJZ)
  14. Valkyrie Balance Sheet Opportunities ETF (VBB)

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