The ETFs with the cheapest and the richest volatility - Barclays

seekingalpha06-14

U.S. Oil Fund (NYSEARCA:USO) had the cheapest volatility among ETFs, according to a Barclays U.S. Equity Derivatives Strategy report. More broadly, energy-related ETFs (USO), (XLE), (XOP) had some of ...

Source Link

Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.

Comments

We need your insight to fill this gap

Leave a comment

{"i18n":{"language":"en_US"},"isChannel":false,"data":{"share":"https://ttm.financial/m/news/2443630191?lang=en_US&edition=fundamental","thumbnail":"https://static.seekingalpha.com/cdn/s3/uploads/getty_images/1295899283/image_1295899283.jpg","is_english":true,"pubTime":"2024-06-14 02:07","share_image_url":"https://static.laohu8.com/5a36db9d73b4222bc376d24ccc48c8a4","id":"2443630191","market":"fut","top_or_hot":-1,"title":"The ETFs with the cheapest and the richest volatility - Barclays","media":"seekingalpha","content":"<div>\n<p>U.S. Oil Fund (NYSEARCA:USO) had the cheapest volatility among ETFs, according to a Barclays U.S. Equity Derivatives Strategy report. More broadly, energy-related ETFs (USO), (XLE), (XOP) had some of ...</p>\n\n<a href=\"https://seekingalpha.com/news/4115857-the-etfs-with-the-cheapest-and-the-richest-volatility-barclays\">Source Link</a>\n\n</div>\n","source":"seekingalpha","html":"<!DOCTYPE html>\n<html>\n<head>\n<meta http-equiv=\"Content-Type\" content=\"text/html; charset=utf-8\" />\n<meta name=\"viewport\" content=\"width=device-width,initial-scale=1.0,minimum-scale=1.0,maximum-scale=1.0,user-scalable=no\"/>\n<meta name=\"format-detection\" content=\"telephone=no,email=no,address=no\" />\n<title>The ETFs with the cheapest and the richest volatility - Barclays</title>\n<style type=\"text/css\">\na,abbr,acronym,address,applet,article,aside,audio,b,big,blockquote,body,canvas,caption,center,cite,code,dd,del,details,dfn,div,dl,dt,\nem,embed,fieldset,figcaption,figure,footer,form,h1,h2,h3,h4,h5,h6,header,hgroup,html,i,iframe,img,ins,kbd,label,legend,li,mark,menu,nav,\nobject,ol,output,p,pre,q,ruby,s,samp,section,small,span,strike,strong,sub,summary,sup,table,tbody,td,tfoot,th,thead,time,tr,tt,u,ul,var,video{ font:inherit;margin:0;padding:0;vertical-align:baseline;border:0 }\nbody{ font-size:16px; line-height:1.5; color:#999; background:transparent; }\n.wrapper{ overflow:hidden;word-break:break-all;padding:10px; }\nh1,h2{ font-weight:normal; line-height:1.35; margin-bottom:.6em; }\nh3,h4,h5,h6{ line-height:1.35; margin-bottom:1em; }\nh1{ font-size:24px; }\nh2{ font-size:20px; }\nh3{ font-size:18px; }\nh4{ font-size:16px; }\nh5{ font-size:14px; }\nh6{ font-size:12px; }\np,ul,ol,blockquote,dl,table{ margin:1.2em 0; }\nul,ol{ margin-left:2em; }\nul{ list-style:disc; }\nol{ list-style:decimal; }\nli,li p{ margin:10px 0;}\nimg{ max-width:100%;display:block;margin:0 auto 1em; }\nblockquote{ color:#B5B2B1; border-left:3px solid #aaa; padding:1em; }\nstrong,b{font-weight:bold;}\nem,i{font-style:italic;}\ntable{ width:100%;border-collapse:collapse;border-spacing:1px;margin:1em 0;font-size:.9em; }\nth,td{ padding:5px;text-align:left;border:1px solid #aaa; }\nth{ font-weight:bold;background:#5d5d5d; }\n.symbol-link{font-weight:bold;}\n/* header{ border-bottom:1px solid #494756; } */\n.title{ margin:0 0 8px;line-height:1.3;color:#ddd; }\n.meta {color:#5e5c6d;font-size:13px;margin:0 0 .5em; }\na{text-decoration:none; color:#2a4b87;}\n.meta .head { display: inline-block; overflow: hidden}\n.head .h-thumb { width: 30px; height: 30px; margin: 0; padding: 0; border-radius: 50%; float: left;}\n.head .h-content { margin: 0; padding: 0 0 0 9px; float: left;}\n.head .h-name {font-size: 13px; color: #eee; margin: 0;}\n.head .h-time {font-size: 11px; color: #7E829C; margin: 0;line-height: 11px;}\n.small {font-size: 12.5px; display: inline-block; transform: scale(0.9); -webkit-transform: scale(0.9); transform-origin: left; -webkit-transform-origin: left;}\n.smaller {font-size: 12.5px; display: inline-block; transform: scale(0.8); -webkit-transform: scale(0.8); transform-origin: left; -webkit-transform-origin: left;}\n.bt-text {font-size: 12px;margin: 1.5em 0 0 0}\n.bt-text p {margin: 0}\n</style>\n</head>\n<body>\n<div class=\"wrapper\">\n<header>\n<h2 class=\"title\">\nThe ETFs with the cheapest and the richest volatility - Barclays\n</h2>\n\n<h4 class=\"meta\">\n\n\n2024-06-14 02:07 GMT+8&nbsp;&nbsp;&nbsp;<a href=https://seekingalpha.com/news/4115857-the-etfs-with-the-cheapest-and-the-richest-volatility-barclays><strong>seekingalpha</strong></a>\n\n\n</h4>\n\n</header>\n<article>\n<div>\n<p>U.S. Oil Fund (NYSEARCA:USO) had the cheapest volatility among ETFs, according to a Barclays U.S. Equity Derivatives Strategy report. More broadly, energy-related ETFs (USO), (XLE), (XOP) had some of ...</p>\n\n<a href=\"https://seekingalpha.com/news/4115857-the-etfs-with-the-cheapest-and-the-richest-volatility-barclays\">Source Link</a>\n\n</div>\n\n\n</article>\n</div>\n</body>\n</html>\n","isBrief":false,"type":0,"news_type":1,"symbol":"URA","symbol_name":"Global X Uranium ETF","start_time":0,"source_url":"https://seekingalpha.com/news/4115857-the-etfs-with-the-cheapest-and-the-richest-volatility-barclays","article_id":"2443630191","we_media_id":null,"thumbnails":["https://static.seekingalpha.com/cdn/s3/uploads/getty_images/1295899283/image_1295899283.jpg"],"rights":null,"url":"https://stock-news.laohu8.com/highlight/detail?id=2443630191","pubTimestamp":1718302075,"sourceInfo":{"source_id":"seekingalpha","name":"Seeking Alpha"},"weMediaInfo":null,"summary":"U.S. Oil Fund (NYSEARCA:USO) had the cheapest volatility among ETFs, according to a Barclays U.S. Equity Derivatives Strategy report. More broadly, energy-related ETFs (USO), (XLE), (XOP) had some of ","collect":0,"end_time":0,"defaultTopTitle":"seekingalpha.com","property":[],"viewcount":null,"language":"en","relate_stocks":{"URA":"Global X Uranium ETF","HYG":"债券指数ETF-iShares iBoxx高收益公司债","SLV":"白银ETF(iShares)","SDS":"两倍做空标普500ETF","DBEU":"Xtrackers MSCI Europe Hedged Equity ETF","FDN":"First Trust Dow Jones Internet I","BK4523":"印度概念","OEX":"标普100",".SPX":"S&P 500 Index","SH":"标普500反向ETF","EMB":"新兴市场美元债ETF-iShares","SCO":"二倍做空彭博原油指数ETF","EZA":"iShares MSCI South Africa Index","SSO":"两倍做多标普500ETF","UCO":"二倍做多彭博原油ETF","BK4535":"淡马锡持仓","XOP":"油气开采指数ETF-SPDR S&P","SPXU":"三倍做空标普500ETF","IVV":"标普500指数ETF","OEF":"标普100指数ETF-iShares","XLY":"消费品指数ETF-SPDR可选消费品","VOO":"Vanguard标普500ETF","EWU":"英国ETF-iShares MSCI","INDA":"iShares MSCI印度ETF〈INDA〉","TIP":"通胀债券指数ETF-iShares Barclays","SPY":"标普500ETF","XME":"金属与采矿指数ETF-SPDR","EWW":"墨西哥投资指数ETF-iShares MSCI","EWZ":"巴西ETF-iShares MSCI","UPRO":"三倍做多标普500ETF","EWJ":"日本ETF-iShares MSCI","XRT":"零售指数ETF-SPDR标普","XLE":"SPDR能源指数ETF","USO":"美国原油ETF","XLF":"金融ETF"},"translate_title":"最便宜、波动性最大的ETF-巴克莱","themeId":null,"isJumpTheme":false,"ttsUrl":null,"symbols_score_info":{"XRT":1,"URA":1,"TIP":1,"SPY":1,"SLV":1,"USO":1,"XLE":1,"XLF":1,"XLY":1,"INDA":1,"HYG":1,"XME":1,"EZA":1,"EWZ":1,"EWW":1,"EWU":1,"EWJ":1,"EMB":1,"DBEU":1,"XOP":1,"US12M.BOND":0.9,"FDN":0.9,"US2Y.BOND":0.9,"US30Y.BOND":0.9,"US3Y.BOND":0.9,"US5Y.BOND":0.9,"US6M.BOND":0.9,"US7Y.BOND":0.9,"US10Y.BOND":0.9,"VOO":0.78,"UCO":0.6,"US912797GB79.BOND":0.6,"US912797GK78.BOND":0.6,"US912797GL51.BOND":0.6,"US912797GW17.BOND":0.6,"US912797HE00.BOND":0.6,"US912797FS14.BOND":0.6,"UPRO":0.6,".SPX":0.6,"SSO":0.6,"SPXU":0.6,"SH":0.6,"SDS":0.6,"SCO":0.6,"OEX":0.6,"OEF":0.6,"IVV":0.6,"ESmain":0.6},"content_text":"U.S. Oil Fund (NYSEARCA:USO) had the cheapest volatility among ETFs, according to a Barclays U.S. Equity Derivatives Strategy report. More broadly, energy-related ETFs (USO), (XLE), (XOP) had some of the cheapest volatility among ETFs. Also, volatility on Latin America equity ETFs -- such as the iShares MSCI Mexico ETF (EWW), and the iShares MSCI Brazil ETF (EWZ) -- were rich because of policy-related concerns, Barclays analysts said. Barclays measures its volatility score as “an equally weighted average of the two-year percentile across two-month 50-delta implied volatility, spread between two-month 50-delta implied volatility and adjusted realized one-month volatility, ratio of two-month over six-month 50-delta implied volatility, ratio of two-month 50-delta implied volatility versus the S&P 500 (SP500), two-year probability of a two-month at-the-month straddle not breaking even.” These are the ETFs with the richest volatility:  iShares MSCI United Kingdom ETF (EWU) - Volatility score: 99% Global X Uranium ETF (URA) - Volatility score: 85% iShares MSCI South Africa ETF (EZA) - Volatility score: 83% iShares MSCI Brazil ETF (EWZ) - Volatility score: 74% iShares Silver Trust ETF (SLV) - Volatility score: 70% iShares MSCI Mexico ETF (EWW) - Volatility score: 67% iShares MSCI Japan ETF (EWJ) - Volatility score: 67% The Financial Select Sector SPDR Fund ETF (XLF) - Volatility score: 66% iShares MSCI India ETF (INDA) - Volatility score: 65% Xtrackers MSCI Europe Hedged Equity ETF (DBEU) - Volatility score: 60%  These are the ETFs with the cheapest volatility:  United States Oil Fund ETF (USO) - Volatility score: 19% SPDR S&P Oil & Gas Exploration & Production ETF (XOP) - Volatility score: 23% iShares iBoxx $ High Yield Corporate Bond ETF (HYG) - Volatility score: 25% The Energy Select Sector SPDR Fund ETF (XLE) - Volatility score: 26% iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) - Volatility score: 26% SPDR S&P Retail ETF (XRT) - Volatility score: 27% The Consumer Discretionary Select Sector SPDR Fund ETF (XLY) - Volatility score: 28% SPDR S&P Metals and Mining ETF (XME) - Volatility score: 31% SPDR S&P 500 ETF Trust (SPY) - Volatility score: 31% iShares TIPS Bond ETF (TIP) - Volatility score: 32%","kind":null,"is_publish_news":true,"is_publish_highlight":false,"is_publish_live":null,"is_publish_wemedia":null,"editions":null,"column":"","sentiment":"","news_tag":"","news_rank":0,"symbols":[],"gpt_button":1},"commentList":[],"isCommentEnd":true,"newsSizeData":{"likeSize":2,"commentSize":0,"repostSize":0,"favoriteSize":0,"likeStatus":false,"favoriteStatus":false},"APP":{"userAgent":"Mozilla/5.0 AppleWebKit/537.36 (KHTML, like Gecko; compatible; ClaudeBot/1.0; +claudebot@anthropic.com)","isDev":false,"isTTM":true,"deviceId":"web-server-community-laohu8-v3","version":"4.24.2","shortVersion":"4.24.2","platform":"web","vendor":"web","appName":"ttm","isIOS":false,"isAndroid":false,"isTiger":false,"isTHS":false,"isWeiXin":false,"isWeiXinMini":false,"isWeiBo":false,"isQQ":false,"isBaiduSwan":false,"isBaiduBox":false,"isDingTalk":false,"isToutiao":false,"isOnePlus":false,"isHuaWei":false,"isXiaomi":false,"isXiaomiWebView":false,"isOppo":false,"isVivo":false,"isSamsung":false,"isMobile":false},"href":"/m/news/2443630191"}