Fund Name |
Ticker |
Net Assets $MM |
Exp Ratio |
2004 |
2003 |
2002 |
2001 |
3 Year |
5 Year |
P/E |
Std Dev |
SPDR Trust |
SPY |
52,149.2 |
0.12 |
10.42 |
28.39 |
-22.12 |
-11.86 |
3.36 |
-2.43 |
23.60 |
15.48 |
Nasdaq 100 Trust |
QQQQ |
22,195.5 |
0.18 |
10.51 |
49.18 |
-39.37 |
-30.89 |
-0.02 |
-15.31 |
37.70 |
26.48 |
iShares MSCI EAFE |
EFA |
13,639.2 |
0.35 |
19.75 |
38.45 |
-15.61 |
11.85 |
20.50 |
17.35 |
||
iShares S&P 500 |
IVV |
11,784.4 |
0.09 |
10.77 |
28.53 |
-22.15 |
-11.96 |
3.49 |
22.90 |
15.54 |
|
MidCap SPDR Trust |
MDY |
7,894.7 |
0.25 |
15.84 |
35.20 |
-15.77 |
0.37 |
9.67 |
9.16 |
23.60 |
16.52 |
DIAMONDS Trust |
DIA |
7,271.1 |
0.18 |
5.12 |
28.00 |
-15.10 |
-5.52 |
4.54 |
0.53 |
20.90 |
15.84 |
iShares R2000 Index |
IWM |
6,987.9 |
0.20 |
18.15 |
46.94 |
-20.51 |
1.97 |
11.33 |
- |
26.10 |
21.38 |
iShares Japan Index |
EWJ |
6,624.3 |
0.64 |
14.78 |
35.54 |
-10.47 |
-29.90 |
11.68 |
-6.95 |
21.70 |
20.83 |
iShares DJ Sel Dividend |
DVY |
5,008.6 |
0.40 |
17.90 |
|||||||
iShares R1 000 Value |
IWD |
4,709.7 |
0.20 |
16.28 |
29.70 |
-15.68 |
-5.73 |
8.34 |
19.40 |
16.08 |
|
Vanguard TSM VIPERs |
VTI |
4,259.2 |
0.15 |
12.56 |
31.43 |
-20.94 |
- |
5.36 |
- |
23.40 |
15.62 |
iShares SP Small 600 |
IJR |
4,197.5 |
0.20 |
22.45 |
38.59 |
-14.73 |
6.34 |
13.11 |
25.20 |
19.38 |
|
iShares MSCI Emerg Mkts |
EEM |
3,894.0 |
0.76 |
25.53 |
- |
- |
- |
- |
- |
21.80 |
- |
iShares R1 000 Growth |
IWF |
3,070.7 |
0.20 |
6.10 |
29.46 |
-27.99 |
-20.64 |
-0.37 |
26.80 |
15.64 |
|
iShares SP 500 BA Vl |
IVE |
2,931.4 |
0.18 |
15.51 |
31.51 |
-20.98 |
-11.85 |
6.27 |
- |
19.90 |
17.67 |
iShares R2000 Value |
IWN |
2,907.8 |
0.25 |
22.02 |
45.60 |
-11.52 |
13.42 |
16.27 |
- |
23.50 |
20.45 |
iShares GS$ InvesTop |
LQD |
2,520.5 |
0.15 |
5.91 |
7.43 |
- |
- |
- |
- |
- |
- |
iShares SP MidCap400 |
IJH |
2,322.6 |
0.20 |
16.29 |
35.36 |
-14.70 |
-0.68 |
10.32 |
24.60 |
16.57 |
|
iShares Lehman 1-3 T |
SHY |
2,247.1 |
0.15 |
0.80 |
1.78 |
||||||
iShares R2000 Growth |
IWO |
2,203.2 |
0.25 |
14.13 |
48.19 |
-30.29 |
-9.82 |
5.64 |
- |
29.20 |
23.18 |
iShares SP 500 BA Gr |
IVW |
2,156.9 |
0.18 |
5.91 |
25.42 |
-23.71 |
-12.87 |
0.44 |
- |
25.70 |
14.27 |
iShares R1 000 Index |
IWB |
1,869.2 |
0.15 |
11.27 |
29.64 |
-21.72 |
-12.59 |
4.13 |
- |
23.00 |
15.48 |
Utilities SPDR |
XLU |
1,811.2 |
0.27 |
23.86 |
25.80 |
-28.31 |
-13.05 |
3.76 |
3.45 |
19.30 |
18.91 |
iShares R3000 Index |
IWV |
1,754.4 |
0.20 |
11.76 |
30.77 |
-21.63 |
-11.78 |
4.63 |
- |
23.20 |
15.65 |
iShares SP 400 BA Vl |
IJJ |
1,726.5 |
0.25 |
18.65 |
39.79 |
-10.36 |
7.05 |
14.13 |
21.30 |
18.33 |
|
iShares SP 600 BA Vl |
IJS |
1,617.5 |
0.25 |
22.96 |
39.75 |
-14.65 |
12.61 |
13.61 |
- |
23.00 |
20.97 |
iShares Lehman TIPS Bond |
TIP |
1,510.6 |
0.20 |
7.62 |
|||||||
iShares NASD Biotech |
IBB |
1,492.9 |
0.50 |
4.37 |
45.59 |
-45.44 |
-6.06 |
25.50 |
|||
Energy SPDR |
XLE |
1,371.8 |
0.28 |
33.47 |
26.32 |
-14.81 |
-18.34 |
12.83 |
7.83 |
20.50 |
20.40 |
streetTRACKS Gold Shares |
GLD |
1,335.3 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
iShares C&S Realty |
ICF |
1,297.8 |
0.35 |
35.06 |
36.78 |
2.96 |
- |
23.90 |
- |
37.90 |
18.35 |
iShares DJ RE Index |
IYR |
1,294.9 |
0.60 |
30.36 |
35.73 |
3.05 |
10.87 |
22.17 |
35.10 |
17.84 |
|
Financial SPDR |
XLF |
1,253.5 |
0.28 |
10.58 |
30.60 |
-14.88 |
-9.07 |
7.13 |
7.00 |
15.50 |
17.27 |
Technology SPDR |
XLK |
1,229.0 |
0.28 |
5.26 |
39.08 |
-38.42 |
-22.96 |
-3.40 |
-16.69 |
31.20 |
28.85 |
iShares R. Midcap |
IWR |
1,131.2 |
0.20 |
19.93 |
39.74 |
-16.17 |
- |
12.00 |
- |
24.70 |
17.17 |
iShares SP 400 BA Gr |
IJK |
1,082.7 |
0.25 |
13.71 |
30.66 |
-19.40 |
-8.23 |
6.19 |
27.90 |
15.52 |
|
iShares S&P Euro-350 |
IEV |
1,081.9 |
0.60 |
19.44 |
37.70 |
-18.12 |
-20.05 |
10.43 |
- |
19.40 |
20.47 |
iShares SP 600 BA Gr |
IJT |
1,063.6 |
0.25 |
21.61 |
37.05 |
-15.55 |
-1.38 |
12.07 |
27.20 |
18.24 |
|
iShares R. Midcap Vl |
IWS |
1,055.0 |
0.25 |
23.26 |
37.70 |
-9.69 |
- |
15.30 |
- |
21.80 |
16.65 |
iShares MSCI ex-Japn |
EPP |
995.7 |
0.50 |
28.68 |
45.73 |
-5.73 |
- |
20.91 |
- |
22.00 |
15.01 |
U.S.ETF Short Interest by Shares | U.S. ETF Short Interest as % of Outstanding Shares | |||||||
ETF | Symbol | Short Interest (Number of Shares) |
% Shares Outstanding |
ETF | Symbol | % of Shares Outstanding |
Short Interest (Number of Shares) |
|
Nasdaq-100 Index Tracking Stock | QQQQ | 195,730,961 |
33.9%
|
i Shares Lehman 20+YearTry Bond Fund | TLT | 581.6% | 20,355,535 | |
SPDR Standard & Poors Dep Receipts | SPY | 92,669,583 | 20.2% | Financial Select Sector SPDR | XLF | 71.8% | 26,849,771 | |
iShares Russell 2000 | IWM | 36,019,487 | 61.6% | iShares Russell 2000 IWM | IWM | 61.6% | 36,019,487 | |
Financial Select Sector SPDR | XLF | 26,849,771 | 71.8% | iShares DJUS Real Estate | IYR | 57.3% | 6,047,286 | |
Energy Select Sector SPDR | XLE | 20,775,279 | 45.5% | Energy Select Sector SPDR | XLE | 45.5% | 20,775,279 | |
iShares Lehman 20+ Year TreasuryBond Fund | TLT | 20,355,535 | 581.6% | iShares Russell MidCap | IWR | 44.4% | 622,296 | |
Utilities Select Sector SPDR Fund | XLU | 16,864,571 | 28.1% | iSharesLehman 7010YearTry Bond Fund | IEF | 43.7% | 3,148,946 | |
iShares Russell 1000 | IWB | 11,978,699 | 41.3% | Dow Jones Transportation | IYT | 43.4% | 825,453 | |
Diamond Trust Series 1 | DIA | 11,685,334 | 15.5% | iShares Russell 1000 | IWB | 41.3% | 11,978,699 | |
Standard & Poors Mi d Cap 400 Dep Receipts | MDY | 6,896,565 | 10.9% | Fidelity NASDAQ Composite | ONEQ | 41.0% | 656,221 | |
Materials Select Sector SPDR | XLB | 6,400,313 | 27.4% | Nasdaq -100 Index Tracking Stock | QQQQ | 33.9% | 195,730,961 | |
Industrial Select Sector SPDR | XLI | 6,245,251 | 26.3% | streetTRACKS Wilshire REIT | RWR | 30.8% | 876,733 | |
iShares Russell 2000 GrowTD | IWO | 6,106,449 | 18.4% | Utilities Select Sector SPDR Fund | XLU | 28.1% | 16,864,571 | |
iShares DJ US Real Estate | IYR | 6,047,286 | 57.3% | Materials Select Sector SPDR | XLB | 27.4% | 6,400,313 | |
Consumer Staples Select Sector SPDR | XLP | 5,773,472 | 19.6% | iShares MSCI Mexico | EWW | 26.8% | 1,957,388 | |
iShares Nasdaq Biotechnology | IBB | 5,336,558 | 26.4% | iShares Morningstar Mid Core | JKG | 26.4% | 158,674 | |
iShares MSCI Japan | EWJ | 4,658,136 | 0.8% | iShares Nasdaq Biotechnology | IBB | 26.4% | 5,336,558 | |
iShares MSCI Taiwan | EWT | 4,463,470 | 9.0% | Industrial Select Sector SPDR | XLI | 26.3% | 6,245,251 | |
Technology Select Sector SPDR | XLK | 3,924,796 | 6.7% | iShares Morningstar Small GrowTD | JKK | 25.9% | 51,868 | |
iShares S&P 500 | IVV | 3,380,079 | 3.6% | iShares S&P 1500 Index Fund | ISI | 25.8% | 141,927 | |
|
|
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Returns data as of 12/31/2004. Short volume data as of 12/15/2004. Source: Morgan Stanley ETF Research, the American Stock Exchange, Bloomberg, and NASDAQ Financial Products. |