ETF Data Daily: $1.02 Billion Exit IWM, 'Qs'

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Investors moved a total of $1.02 billion out of the small-cap iShares Russell 2000 ETF (NYSEArca:IWM) and the PowerShares QQQ ETF (NYSEArca:QQQQ) of Nasdaq's 100 biggest companies as stocks fell sharply amid concerns about a global economic slowdown.

IWM, a widely traded fund that also reflects investor risk appetite, lost $679.6 million in assets, while the so-called Qs suffered outflows of $340.4 million, according to data compiled by IndexUniverse.com.

Punctuating a day when the Dow Jones industrial average fell 265 points was the fact that two popular ETNs tracking VIX volatility futures were among the top performers of U.S. exchange-traded products yesterday. The iPath S&P 500 VIX Short-Term Futures ETN (NYSEArca:VXX) jumped 7.2 percent, while the iPath S&P 500 VIX Mid-Term Futures ETN (NYSEArca:VXZ) rose 4.1 percent.

Defensive Inflows

Creation activity meanwhile reflected a surge in defensive posturing. Investors added $125.3 million to the Barclays 1-3 Year Credit Bond (NYSEArca:CSJ) and $117.9 million to the SPDR Gold Shares ETF (NYSEArca:GLD). Those ETFs were second and third on the creations list, respectively. At the top was the iShares MSCI Emerging Markets Index Fund (NYSEArca:EEM), which gathered another $182.8 million in assets.

Equity outflows were the cause for net outflows of $451.3 million. But the sharp market losses were the main reason total assets in the more than 1,000 ETFs now listed in the U.S. tumbled 1.5 percent to $836.99 billion.

The Dow meanwhile plummeted 2.5 percent, or 265.42 points, to 10,378.83, as investors fled equities to safer-haven assets such as Treasurys and gold.

Top 10 Creations (All ETFs)

Ticker Name Net Flows ($,mm) AUM ($, mm) AUM % Change
EEM iShares MSCI Emerging Markets 182.78 40,010.37 0%
CSJ Barclays 1-3 Year Credit Bond 125.33 6,966.25 2%
GLD SPDR Gold 117.85 49,825.88 0%
IVV iShares S&P 500 71.26 21,570.04 0%
FXE CurrencyShares Euro 70.71 584.93 14%
UNG United States Natural Gas 51.67 2,594.39 2%
IAU iShares COMEX Gold 46.88 3,557.61 1%
EWH iShares MSCI Hong Kong 35.69 1,977.48 2%
VXX iPath S&P 500 VIX Short-Term Futures ETN 34.45 1,824.65 2%
GDX Market Vectors Gold Miners 34.42 6,362.77 1%


Top 10 Redemptions (All ETFs)

Ticker Name Net Flows ($,mm) AUM ($, mm) AUM % Change
IWM iShares Russell 2000 -679.58 12,449.58 -5%
QQQQ PowerShares QQQ -340.36 18,989.64 -2%
TIP iShares Barclays TIPS Bond -53.87 20,730.79 0%
ICF iShares Cohen & Steers Realty Majors -44.87 2,198.77 -2%
VDE Vanguard Energy -39.28 1,087.37 -3%
IJR iShares S&P SmallCap 600 -35.69 5,386.98 -1%
EZU iShares MSCI EMU -32.18 888.24 -4%
RYT Rydex S&P Equal Weight Technology -28.57 79.12 -27%
IBB iShares Nasdaq Biotechnology -28.50 1,379.98 -2%
IWD iShares Russell 1000 Value -25.56 8,415.16 0%


ETF Daily Flows By Asset Class

Net Flows ($, mm) AUM ($, mm) % of AUM
U.S. Equity -1,185.28 359,029.80 -0.33%
International Equity 231.09 219,459.12 0.11%
U.S. Fixed Income 134.67 123,002.94 0.11%
International Fixed Income 24.58 5,128.15 0.48%
Commodity 210.08 79,739.15 0.26%
Currency 89.84 5,286.06 1.70%
Inverse -21.63 21,147.31 -0.10%
Leveraged -5.92 10,620.53 -0.06%
Blend 6.95 779.14 0.89%
Alternatives 64.31 12,792.95 0.50%
Total: -451.31 836,985.15 -0.05%


Top 10 Volume Surprises, Funds >$50 mm AUM

Ticker Name Average Volume
(30 Day)
1-Day Volume % of Average
SGOL ETFS Physical Swiss Gold 174,638 1,745,369 999%
IPE SPDR Barclays Capital TIPS 66,584 523,676 786%
AOM iShares S&P Moderate Allocation 11,381 85,868 754%
DSG SPDR Dow Jones Small Cap Growth 15,463 113,333 733%
TBF ProShares Short 20+ Year Treasury 159,189 1,105,225 694%
VGT Vanguard Information Technology 166,917 1,132,125 678%
ELG SPDR Dow Jones Large Cap Growth 15,075 98,256 652%
VAW Vanguard Materials 68,003 331,254 487%
JXI iShares S&P Global Utilities Sector 46,489 224,787 484%
RYJ Claymore/Raymond James SB-1 Equity 15,716 73,564 468%


Top 10 1-Day Performers, Excluding Leverage/Inverse Funds and >1,000 Shares Traded

Ticker Name 1-Day Performance 1-Day Volume AUM ($, mm)
VXX iPath S&P 500 VIX Short-Term Futures ETN 7.22% 28,162,849 1,824.65
VXZ iPath S&P 500 VIX Mid-Term Futures ETN 4.06% 421,865 616.35
UBD Claymore US Capital Markets Bond 3.29% 7,745 10.70
ZROZ PIMCO 25+ Year Zero Coupon U.S. Treasury 2.61% 22,058 33.80
EDV Vanguard Extended Duration Treasury 2.03% 84,155 147.02
JYN iPath JPY/USD Exchange Rate ETN 1.84% 1,233 5.49
UUP PowerShares DB US Dollar Index Bullish 1.74% 7,123,714 966.43
TLT iShares Barclays 20+ Year Treasury Bond 1.34% 6,778,331 3,279.42
FUE ELEMENTS MLCX Biofuels Total Return ETN 1.25% 1,200 2.01
JO iPath Dow Jones-UBS Coffee Subindex Total Return ETN 1.06% 2,032 17.90
Bottom 10 1-Day Performers, Excluding Leverage/Inverse Funds and >1,000 Shares Traded
Ticker Name 1-Day Performance 1-Day Volume AUM ($, mm)
GSW GlobalShares FTSE All World -9.87% 1,400 3.67
BHH B2B Internet HOLDRS -9.32% 226,900 2.52
FDD First Trust Dow Jones STOXX European Select Dividend -6.57% 52,341 6.69
EWP iShares MSCI Spain -6.32% 837,475 207.94
EWI iShares MSCI Italy -6.18% 700,292 83.08
TAN Claymore/MAC Global Solar Energy -6.04% 771,234 164.18
EWD iShares MSCI Sweden -6.04% 217,040 256.80
FEZ SPDR DJ Euro Stoxx 50 -5.93% 70,795 169.59
GXF Global X FTSE Nordic 30 -5.86% 19,757 8.15
KROO IndexIQ IQ Australia Small Cap -5.82% 3,862 7.94

Disclaimer:All data as of 6 a.m. Eastern following the day noted in the headline. Data is believed to be accurate; however, transient market data is often subject to subsequent revision and correction by the exchanges.

Don't forget to check IndexUniverse.com's ETF Data section.

Copyright ® 2010 Index Publications LLC . All Rights Reserved.



The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of The NASDAQ OMX Group, Inc.



This article appears in: Investing , ETFs

Referenced Stocks: CSJ , EEM , GLD , IWM , QQQ , VXX , VXZ

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