Screening Filters
monthly_average_dollar_volume ≥ $100,000
- Purpose: Ensure the ETFs are reasonably liquid and practical to trade.
- Rationale:
- A minimum average dollar volume of $100k per month helps filter out very illiquid, obscure ETFs that can have wide bid–ask spreads and price slippage.
- For someone just asking for ETF information/analysis (without specifying micro-cap or niche products), it’s reasonable to assume they’re better served by ETFs with sufficient trading activity.
themes: ['Large Cap Blend Equities', 'Global Equities', 'All Cap Equities', 'Foreign Large Cap Equities', 'Emerging Markets Equities']
- Purpose: Focus on broad, diversified equity ETFs across major market segments.
- Rationale:
- The user asked generally about ETFs, with no narrow theme like “energy only” or “AI only.”
- These themes capture the core building blocks of many portfolios:
- Large Cap Blend Equities: broad U.S. large-cap exposure (e.g., S&P 500–style funds).
- Global Equities: worldwide stock exposure (U.S. + international).
- All Cap Equities: broad market ETFs including small, mid, and large caps.
- Foreign Large Cap Equities: developed markets outside the U.S.
- Emerging Markets Equities: exposure to faster-growing but riskier emerging economies.
- Collectively, these are the main “core” ETF categories people usually mean when discussing general ETF investing, rather than narrow sector or leveraged products.
stock_position_pct: ['MoreThan90Pct']
- Purpose: Restrict to ETFs that invest at least 90% in stocks (equities).
- Rationale:
- This avoids bond funds, commodity funds, alternative strategies, or heavily derivative-based ETFs.
- It aligns with the selected themes, which are all equity-based.
- When someone asks for ETF information without specifying asset class, analysts often start with equity ETFs because they are the most common and widely used.
expense_ratio ≤ 0.30%
- Purpose: Filter for relatively low-cost ETFs.
- Rationale:
- An expense ratio cap of 0.30% screens out many higher-fee, niche, or actively managed funds.
- For broad-market equity exposure (the kinds of ETFs implied by the themes), costs are a key criterion; many investors look for inexpensive, index-based ETFs.
- Staying below 0.30% helps ensure the list is dominated by cost-efficient choices that are more appropriate as core holdings or examples in an analysis.
inception_date ≤ 2023-01-01 (using max: '2023-01-01')
- Purpose: Require ETFs to have at least about a year of history (depending on current date).
- Rationale:
- Very new ETFs (incepted after early 2023) may have limited performance track records, low assets, and uncertain viability.
- For meaningful analysis—return history, volatility, drawdowns, tracking error—you need more than just a few months of data.
- Filtering for ETFs launched on or before this date increases the likelihood that you can discuss their behavior over different market conditions.
Why Results Match the User’s Request
- The user asked broadly for information or analysis about ETFs without specifying a niche, sector, or highly speculative angle.
- The filters collectively:
- Focus on mainstream, diversified equity ETFs (via themes and stock_position_pct).
- Ensure practical investability and tradability (via the dollar volume filter).
- Emphasize cost-efficiency, which is central to ETF evaluation (expense ratio ≤ 0.30%).
- Require a reasonable performance history so any analysis is grounded in enough data (inception date filter).
In combination, these filters target established, liquid, low-cost, broad equity ETFs that are well-suited as examples or candidates for general ETF analysis, which aligns with the open-ended nature of the user’s request.
This list is generated based on data from one or more third party data providers. It is provided for informational purposes only by Intellectia.AI, and is not investment advice or a recommendation. Intellectia does not make any warranty or guarantee relating to the accuracy, timeliness or completeness of any third-party information, and the provision of this information does not constitute a recommendation.