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number cruncher

What are we looking for?

Financial services ETFs that have outperformed peers.

The screen

With news about Royal Bank of Canada’s acquisition of HSBC Canada, coupled with the latest quarterly earnings reports for domestic banks in the limelight, investors might be taking a second look at their holdings today. For Canadians, Schedule I banks are likely core holdings in an investment portfolio given that, together, the six biggest banks by market capitalization make up 20 per cent of the S&P/TSX Composite Total Return Index.

Though investors should certainly avoid concentration in a single company or sector, it is worthwhile noting that over the past quarter century each Big Six bank, on its own, has comfortably outperformed the broad market index by roughly four percentage points or more on an annualized basis. Value investors might attribute this to the high barriers to entry into the Canadian banking industry, or what Morningstar deems an ”economic moat,” a term popularized by Warren Buffett.

All this said, it is now more convenient than ever for retail investors to gain exposure to the entire industry through exchange-traded funds or mutual funds. In fact, there are 40 such funds from Canadian-domiciled fund manufacturers that invest solely in banks and life insurance companies (either domestically or abroad). Today, we take a closer look into this category by screening for those that have outperformed their peers. To do this, I used the Morningstar Rating for Funds (informally known as the “star rating”), which is a look back of risk-adjusted returns relative to the fund’s peers, on an after-fee basis. Though the rating is indeed backward-looking, our aggregate data show that funds that have performed well (those with four or five stars) have gone on to outperform those that have not performed well (one or two stars) in the periods after receiving the rating. Today’s screen looks for four and five star ETFs within the financial services equity fund category.

What we found

Canadian-domiciled financial services ETFs

FundTickerMER (%)Morningstar Rating OverallYTD Ttl. Rtn. (%)1Y Ttl. Rtn. (%)3Y Ann. Ttl. Rtn. (%)5Y Ann. Ttl. Rtn. (%)10Y Ann. Ttl. Rtn. (%)15Y Ann. Ttl. Rtn. (%)Inception Date
Horizons Equal Weight Cda Banks Index ETFHEWB-T0.325 Stars-4.4-1.910.5n/an/an/a1/22/2019
iShares S&P/TSX Capped Fin'ls Index ETFXFN-T0.614 Stars-5.2-2.18.27.210.67.23/23/2001
iShares Equal Weight Banc & Lifeco ETFCEW-T0.614 Stars-3.3-0.88.27.311.3n/a2/6/2008
BMO Equal Weight Banks Index ETFZEB-T0.484 Stars-4.4-1.910.38.111.1n/a10/20/2009
Horizons S&P/TSX Capped Fin'ls Index ETFHXF-T0.274 Stars-4.9-1.88.67.6n/an/a9/16/2013
Dynamic Active Global Financial Svcs ETFDXF-T0.824 Stars-15.1-15.04.89.4n/an/a9/22/2017
RBC Cdn Bank Yield Index ETFRBNK-T0.334 Stars-6.7-2.89.67.9n/an/a10/19/2017

Source: Morningstar Direct; data as of Nov. 29

The ETFs that met the above requirement are listed in the accompanying table, alongside their management expense ratios, trailing performance and their star ratings. It is worthwhile noting that several funds in this category employ an “enhanced” yield strategy. (This is where a fund sells or “writes” covered call options and uses the premiums derived to pay a higher yield than that offered by the stock directly.) However, none of these enhanced strategies made the cut in our screen today. Most qualifying funds in our list are plain-vanilla sector index ETFs, available at reasonable fees, perhaps pointing to the idea that keeping things simple might be a good bet. The exception to this is DXF, which is actively managed and invests globally.

This article does not constitute financial advice. Investors are encouraged to conduct their own independent research before purchasing any of the investments listed here.

Ian Tam, CFA, is director of investment research for Morningstar Canada.

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