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What are we looking for?

Actively managed ETFs beating their peers this year.

The screen

When times are good, index or passive investing is a slam dunk. However, when times are bad, some investors may seek solace with active managers who might be able to exploit market opportunities brought forth by volatile conditions. Today, I use Morningstar Direct to look for actively managed exchange-traded funds that have succeeded in this regard on a year-to-date basis. To do this, I screened the universe of 1,300 ETFs from Canadian domiciled fund companies, then further screened on those where the manager has discretion on trades (active management), as opposed to those that openly follow a predefined index. A further screen was placed to find ETFs that outperformed their category peers on year-to-date basis, as defined by the Morningstar category average.

What we found

Actively managed, Canadian-domiciled ETFs

FundTickerMER (%)Morningstar CategoryMorningstar RatingYTD Ttl. Rtn. (%)1Y Ttl Rtn. (%) 3Y Ann. Ttl. Rtn. (%)5Y Ann. Ttl. Rtn. (%)10Y Ann. Ttl. Rtn. (%)Inception Date
CI Energy Giants Covered Call ETFNXF-T0.72Energy Equity3 Stars44.038.810.86.3n/a2/4/2015
BMO Ultra Short-Term US Bond ETFZUS-U-T0.17Global Fixed Income5 Stars7.59.81.7n/an/a2/12/2019
Horizons Act. Ultra-Short Trm. US Inv. Grade Bond ETFHUF-U-T0.47Global Corporate Fixed Income4 Stars5.78.12.22.94.92/15/2012
CI U.S. & Canada Lifeco Covered Call ETF (Hedged)FLI-T0.96Financial Services Equity1 Star5.13.46.42.7n/a8/22/2013
CI First Asset Enhanced Short Duration Bond Fund ETFFSB-U-T0.74Global Fixed Income5 Stars4.16.61.92.7n/a10/2/2017
BMO Low Volatility US Equity ETFZLU-U-T0.33US Equity5 Stars3.412.89.511.2n/a3/19/2013
Horizons Active Cdn Dividend ETFHAL-T0.67Cdn. Dividend & Income Eqty.4 Stars2.51.78.58.49.12/9/2010
TD Select U.S. Short Term Corporate Bond Ladder ETFTUSB-U-T0.29Global Corporate Fixed IncomeNot rated0.93.20.0n/an/a11/8/2018
RBC Target 2022 Corporate Bond Index ETFRQJ-T0.28Cdn. Short Term Fixed Income5 Stars0.60.61.82.0n/a9/14/2016
CIBC Active Investment Grade Floating Rate Bond ETFCAFR-T0.34Cdn. Short Term Fixed Income4 Stars0.50.50.8n/an/a1/22/2019
BMO Ultra Short-Term Bond ETFZST-T0.16Cdn. Short Term Fixed Income5 Stars0.30.40.91.41.41/28/2011

Source: Morningstar Direct, data as of Oct. 25

The ETFs that met the above requirements are listed in the accompanying table, alongside their management expense ratios, trailing performance and inception dates; they are sorted by year-to-date total returns. Also listed in the table is the Morningstar Rating for funds, informally known as the “star rating,” which is an objective look back of performance of each fund on an after-fee, risk-adjusted basis against category peers, using at least three years of performance history. Though not used in the screening process, the rating was included to highlight longer term risk-adjusted performance of each fund. Investors are urged to firstly consider the category to which each fund belongs, to ensure that potential purchases are fit for purpose in their overall portfolio asset allocation.

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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Tickers mentioned in this story

Study and track financial data on any traded entity: click to open the full quote page. Data updated as of 13/11/24 11:59am EST.

SymbolName% changeLast
NXF-T
CI Energy Giants Cov Call ETF
+1.04%5.83
ZUS-U-T
BMO Ultra Short Term US Bond ETF USD
0%46.86
FLI-T
CI US Cda Lifeco Covered Call ETF
+0.34%11.68
FSB-U-T
CI Enhanced Sh Dur Bond Fund USD
0%9.9
ZLU-U-T
BMO Low Volatility US Equity ETF USD
-0.88%40.41
HAL-T
GX Active Canadian Dividend ETF
+0.9%22.49
TUSB-U-T
TD Select US Short Term Corp Bnd ETF USD
-0.3%9.98
CAFR-T
CIBC Act Invst Grade Float Rate Bond ETF
+0.15%19.91
ZST-T
BMO Ultra Short Term Bond ETF
+0.02%49

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