Growth ETFs: Performance & Factor Exposures

Growth ETFs: Performance & Factor Exposures Neither performance nor factor exposures are desirable. February 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYGrowth ETFs are not very differentiated, despite growth having various interpretations34...

The Case Against Factor Investing

The Case Against Factor Investing Long Live Plain Beta? May 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the Investments & Pensions Europe (IPE) magazine. Here is the link (without charts). SUMMARY Factor...

Smart Beta Fixed Income ETFs

Smart Beta Fixed Income ETFs Better than their Benchmarks? April 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYFactor investing in fixed income has been heralded as the next frontier in asset managementSmart beta fixed income ETFs in the US manage...

Factor Scoring Smart Beta ETFs

Factor Scoring Smart Beta ETFs Measuring the Value-for-Money Proposition of ETFs January 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The difference between the cheapest and most expensive smart beta ETF in the US is 59 bps on average Some smart...