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Being Selective With Smart Beta ETFs

AAPL, MSFT

Underscoring the ongoing boom for smart or strategic beta exchange-traded funds, these ETFs had $497 billion in combined assets under management on a global basis at the end of November, according to ETFGI data. Nearly $445 billion of that total was found in the United States.

“Year to date through end of November 2016, smart beta equity ETF/ETP assets have increased by 18.1 percent from US$421 billion to US$497 billion, with a 5-year CAGR of 30.6 percent,” according to ETFGI, London-based ETF research provider.

Smart Beta: Statistics And Critics

Those impressive statistics to be sure, but smart beta strategies still garner plenty of criticism. In 2016, there was plenty of ammunition for the critics as only two of the widely followed investment factors — size and value — topped the broader market.

While weighting by dividends is not considered an investment factor, is a smart beta strategy and one that paid, well, dividends in 2016. Take a look at the $1.9 billion WisdomTree LargeCap Dividend Fund (ETF) (NYSE: DLN). That ETF returned 15 percent, including paid dividends, last year. DLN easily topped the S&P 500 and the largest U.S. dividend ETF, both of which returned 12 percent in 2016.

DLN's underlying “index is dividend weighted annually to reflect the proportionate share of the aggregate cash dividends each component company is projected to pay in the coming year,” according to WisdomTree.

In a rarity among U.S. dividend ETFs, technology is DLN's largest sector weight at 15.7 percent. Apple Inc. (NASDAQ: AAPL) and Microsoft Corporation (NASDAQ: MSFT), both prodigious dividend growers in recent years, are among DLN's top 10 holdings.

The Appeal For Long-Term Investors

“Success hinged on which smart beta factor one tilted toward, and in some cases, which smart beta index [emphasis omitted] one used within a specific category. Although evaluating any smart beta strategy requires years of real-time performance, these 2016 results raise an interesting question: Is there an easier way to tap into the potential smart beta offers without taking on as much stock selection risk that typically accompanies these narrower smart beta strategies?,” said WisdomTree Chief Investment Strategist Luciano Siracusano in a recent note.

Obviously, real-time performance is what matters to investors. In that regard, DLN has consistently delivered for long-term investors. Since the start of the current bull market in March 2009, DLN has topped the S&P 500 by about 400 basis points while being 130 basis points less volatile. Impressively, DLN is up nearly 270 percent over that span, well ahead of the largest U.S. dividend ETF, which has returned just 216.6 percent over that period.



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