month I put a variety of these strategies to the test on Scott’s Investments. Below is a table ranking a diverse list of individual country ETFs based on the average of their 3, 6, and 12 month returns. This list is tracked monthly on the right hand side of my blog Scott’s Investments.
Buy 63 share of the iShares MSCI Canada Index (NYSE:EWC)
There are several approaches one can take to momentum investing, such as those detailed here and here. However, for the purpose of this strategy we are hypothetically purchasing the top 4 ETFs as ranked by the average of 3, 6, and 12 month returns and which are also above their 200 day simple moving average. When the ETF is no longer in the top 5 at month end, it is sold and replaced with the next highest ETF.
Many of the strategies detailed here were inspired by Mebane Faber’s The Ivy Portfolio: How to Invest Like the Top Endowments and Avoid Bear Markets
The data source for the information below is Finviz.
Ticker | Company | Int’l Portfolios | 200-Day SMA |
(EPU) | iShares MSCI All Peru Capped Index | Here | 14.25% |
(RSX) | Market Vectors Russia ETF | Here | 21.68% |
(EWD) | iShares MSCI Sweden Index | Here | 15.03% |
(EWC) | iShares MSCI Canada Index | Here | 19.12% |
(EWG) | iShares MSCI Germany Index | Here | 17.08% |
(EWO) | iShares MSCI Austria Investable Mkt Idx | Here | 16.82% |
(SCZ) | iShares MSCI EAFE Small Cap Index | Here | 15.46% |
(IDV) | iShares Dow Jones Intl Select Div Idx | Here | 15.43% |
(THD) | iShares MSCI Thailand Invest Mkt Index | Here | 9.00% |
(DLS) | WisdomTree International SmallCap Div | Here | 14.09% |
(SCJ) | iShares MSCI Japan Small Cap Index | Here | 15.32% |
(EWA) | iShares MSCI Australia Index | Here | 15.09% |
(EWY) | iShares MSCI South Korea Index | Here | 9.25% |
(EWQ) | iShares MSCI France Index | Here | 15.18% |
(EWU) | iShares MSCI United Kingdom Index | Here | 14.06% |
(EWW) | iShares MSCI Mexico Investable Mkt Idx | Here | 11.27% |
(EZA) | iShares MSCI South Africa Index | Here | 9.84% |
(EWN) | iShares MSCI Netherlands Invstbl Mkt Idx | Here | 13.31% |
(EWT) | iShares MSCI Taiwan Index | Here | 11.07% |
(EWJ) | iShares MSCI Japan Index | Here | 14.13% |
(EWI) | iShares MSCI Italy Index | Here | 13.84% |
(IGF) | iShares S&P Global Infrastructure Index | Here | 13.25% |
(EWL) | iShares MSCI Switzerland Index | Here | 13.02% |
(EWM) | iShares MSCI Malaysia Index | Here | 7.75% |
(EWP) | iShares MSCI Spain Index | Here | 11.92% |
(EWH) | iShares MSCI Hong Kong Index | Here | 7.40% |
(DEM) | WisdomTree Emerging Markets Equity Inc | Here | 8.63% |
(FXA) | CurrencyShares Australian Dollar Trust | Here | 9.54% |
(GAF) | SPDR S&P Emerging Middle East & Africa | Here | 6.61% |
(FXF) | CurrencyShares Swiss Franc Trust | Here | 8.71% |
(DGS) | WisdomTree Emerging Mkts SmallCap Div | Here | 4.61% |
(EWK) | iShares MSCI Belgium Investable Mkt Idx | Here | 8.88% |
(GXG) | Global X/InterBolsa FTSE Colombia 20 ETF | Here | 2.38% |
(EWS) | iShares MSCI Singapore Index | Here | 3.46% |
(IDX) | Market Vectors Indonesia Index ETF | Here | 2.92% |
(WIP) | SPDR DB Intl Govt Infl-Protected Bond | Here | 7.54% |
(EWZ) | iShares MSCI Brazil Index | Here | 5.56% |
(BRF) | Market Vectors Brazil Small-Cap ETF | Here | 4.05% |
(EIS) | iShares MSCI Israel Cap Invest Mkt Index | Here | 6.18% |
(FXC) | CurrencyShares Canadian Dollar Trust | Here | 5.23% |
(ECH) | iShares MSCI Chile Investable Mkt Idx | Here | 1.35% |
(FXB) | CurrencyShares British Pound Sterling Tr | Here | 4.49% |
(ISHG) | iShares S&P/Citi 1-3 Yr Intl Treasury Bd | Here | 4.91% |
(GXC) | SPDR S&P China | Here | 2.00% |
(FXY) | CurrencyShares Japanese Yen Trust | Here | 3.57% |
(FXE) | CurrencyShares Euro Trust | Here | 4.97% |
(BWX) | SPDR Barclays Capital Intl Treasury Bond | Here | 3.85% |
(DBV) | PowerShares DB G10 Currency Harvest | Here | 3.04% |
(FXI) | iShares FTSE China 25 Index Fund | Here | 0.94% |
(IGOV) | iShares S&P/Citi Intl Treasury Bond | Here | 3.24% |
(PICB) | PowerShares International Corporate Bond | Here | 3.33% |
(ENZL) | iShares MSCI New Zealand Invstb Mkt Idx | Here | 1.13% |
(EMLC) | Market Vectors EM Local Curr Bond ETF | Here | 0.70% |
(HAO) | Guggenheim China Small Cap | Here | -0.58% |
(ELD) | WisdomTree Emerging Markets Local Debt | Here | 0.05% |
(EMB) | iShares JPMorgan USD Emerg Markets Bond | Here | -0.17% |
(VNM) | Market Vectors Vietnam ETF | Here | -3.27% |
(CEW) | WisdomTree Dreyfus Emerging Currency | Here | 0.41% |
(PIN) | PowerShares India | Here | -5.49% |
(TUR) | iShares MSCI Turkey Invest Mkt Index | Here | -7.95% |
Written By Scott’s Investments No position disclosures
Scott’s Investments focuses on several different ETF portfolio strategies ranging from Basic, Individual, Country, US Sector, and Global Sector ETF portfolios.