Trendy or Dying Themes? ETF Fund Flow Can Tell

ETF reference data provides daily NAV and AuM of ETF funds in the US market – over 7000 as of today (May 2018). It provides a handy tool to monitor what’s been trending and what’s dying away.

From the list below one can see quite a few currency funds, crude oil, natural gas, utilities are shedding capitals.

down etfs

While these are growing up enormously, indicating AI, technology, China, web, Infrastructure are gaining more and more traction.

up etfs.JPG


with currentt as
(select e.entity_proper_name, ts1.*, ts1.aum as current_aum
from etf_v1.etf_time_series ts1
join etf_v1.etf_sec_entity se on se.fsym_id = ts1.fsym_id
join sym_v1.sym_entity e on e.factset_entity_id = se.factset_entity_id
where ts1.nav_date = (select max(nav_date) from etf_v1.etf_time_series ts where ts.fsym_id = ts1.fsym_id group by ts.fsym_id)) ,

 

priott as
(select e.entity_proper_name, ts1.*, ts1.aum as prior_aum
from etf_v1.etf_time_series ts1
join etf_v1.etf_sec_entity se on se.fsym_id = ts1.fsym_id
join sym_v1.sym_entity e on e.factset_entity_id = se.factset_entity_id
where DATEADD(year, 1, ts1.nav_date) = (select max(nav_date) from etf_v1.etf_time_series ts where ts.fsym_id = ts1.fsym_id group by ts.fsym_id))

select pt.entity_proper_name, ct.current_aum, pt.prior_aum, (ct.current_aum - pt.prior_aum)/pt.prior_aum as delta
from currentt ct, priott pt
where ct.fsym_id = pt.fsym_id
order by (ct.current_aum - pt.prior_aum)/pt.prior_aum desc

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