MasterDATA's Index / ETF Compilation List     

Currently, MasterDATA compiles composite breadth data on 31 major indexes and the 111 most actively traded Exchange Traded Funds (ETFs).  Daily data period web site charts, reports and historical datafiles are updated hourly during the trade session as well as end of day.  Weekly, monthly and quarterly data periods are updated end of day.  Click on any issue name or symbol for a composite breadth report and numerous charts.


For details on the latest index and ETF additions and deletions
to MasterDATA's Compilation List, please click here.


MasterDATA currently compiles historical composite breadth data on ETFs meeting the following criteria:


MasterDATA reviews the list of U.S. Stocks ETFs quarterly for changes in the top 111 trade volume ETFs.  Adjustments to the Compilation List will be made when such changes are identified and the following criteria is met.  Indexes and ETFs must fail to trade in the top 111 ranking for two consecutive quarterly periods.  Therefore, the minimum duration for appearing on MasterDATA's Compilation List is six months.


All constituent issues must be listed on the NYSE, AMEX or NASDAQ exchanges.  Issues may additionally trade on any other exchange(s).


All constituent issues must be stocks.  Those ETFs based on the price of a specific commodity (gold, oil, interest rates etc.) or those containing debt instruments (government bonds, corporate bonds etc.) will be excluded at the present time (ProShares and some Rydex ETFs are exceptions - See below).


The ETF sponsor must provide a readily accessible, up-to-date constituent list including ticker symbols for each issue.


Of the ETFs meeting the above criteria, only ETFs ranking in the top 111 ETFs as measured by average daily trading volume will be included.  These qualifying ETFs will be added the first weekend of each month.


An ETF falling out of the top 111 top trade volume ETFs for two consecutive months will be deleted.  This means that an ETF on MasterDATA's Compilation List will remain on the list for a minimum of two months.  This also means that our compilation list will number in excess of 111 ETFs on a continual basis.

Vanguard meets all criteria for including their ETFs on MasterDATA's Compilation List.  Their current constituent lists (if you can find them) are placed in a "secure" part of their web site, however, in such a way that makes automated access and updating currently impossible.  Therefore, while all other ETFs on our compilation list are updated daily through an automated process, Vanguard's ETF constituent lists can only be updated manually.  MasterDATA will update Vanguard's ETF constituent lists regularly on a "best efforts" basis.  We have contacted Vanguard about the issue.


Wisdom Tree ETF constituent lists do not currently include ticker symbols and therefore their sponsored ETFs cannot be included in MasterDATA's compilation list.  We have contacted Wisdom Tree about the issue.  No Wisdom Tree ETF currently ranks in the top 111 trade volume ETFs.


ProShares and some Rydex ETFs are a "leveraged" and/or "reciprocal" version of several widely followed stock indexes such as the Dow Jones Industrial Average, S & P 500 Index, NASDAQ 100 Index and Russell 2000 Index.  Their structure often requires the use of futures contracts and / or Swaps, neither of which qualify under MasterDATA's qualification criteria.  Performance of the ProShares, however, generally achieves their stated objective and makes these ETFs very attractive to investors and traders capable of incurring the higher risk in these funds.  For that reason, we include ProShares qualifying as ranked by trading volume.  composite breadth data for the underlying index is included in the historical datafiles for these ETFs along with the actual trade prices and volume of the ProShares or Rydex ETF itself.


NYSE Composite $NYA
Amex Composite $XAX
Dow Jones Industrial Average * $INDU, DJIA
Dow Jones Transportation Average $TRAN
Dow Jones Utility Average $DUX
Dow Jones U.S. Basic Materials Index $DJUSBM
Dow Jones U.S. Oil & Gas Index $DJUSEN
Dow Jones U.S. Financials Index $DJUSFN
Dow Jones U.S. Telecommunications Index $DJUSTL
Dow Jones U.S. Real Estate Index $DJUSRE
Dow Jones U.S. Semiconductors Index $DJUSSC
Dow Jones U.S. Technology Index $DJUSTC
S & P 500 Index * $SPX, ^INX
S & P MidCap Index $MID
S & P SmallCap 600 Index $SML
S & P Composite 1500 Index $SPSUPX
NASDAQ 100 Index * $NDX
NASDAQ Biotechnology Index $NBI
Russell 1000 Index $RUI
Russell 2000 Index $RUT
Amex Biotechnology Index $BTK
Amex Gold Bugs Index * $HUI
Amex Inter@ctive Week Internet Index $IIX
Amex Oil Index $XOI
Amex Securities Broker/Dealer Index $XBD
PHLX/KBW Bank Index $BKX
PHLX Gold and Silver Sector $XAU
PHLX Oil Service Sector $OSX
PHLX Semiconductor Sector $SOX
30 Year Treasury Yield Index * $TYX
S & P 500 Index SPDR - SPY
Standard & Poor's Depositary Receipts SPY
Standard & Poor Midcap Index SPDRs MDY
SPDR Homebuilders XHB
SPDR Metals and Mining XME
SPDR Biotech XBI
SPDR Oil & Gas Exploration & Production XOP
SPDR S & P Semiconductor XSD
Select Sector SPDRs
Consumer Discretionary SPDR XLY
Consumer Staples SPDR XLP
Financial SPDR XLF
Health Care SPDR XLV
Industrial SPDR XLI
Materials SPDR XLB
Technology SPDR XLK
Utilities SPDR XLU
Dow Diamonds DIA
StreetTRACKS KBW Regional Banking KRE
StreetTRACKS KBW Capital Markets KCE
StreetTRACKS KBW Insurance KIE
iShares Cohen & Steers Realty Majors Index Fund ICF
iShares DJ Select Dividend Index Fund DVY
iShares DJ Broker-Dealers Index Fund IAI
iShares DJ Home Construction Index Fund ITB
iShares DJ Energy Sector Index Fund IYE
iShares DJ Oil Equipment & Services Index Fund IEZ
iShares DJ Regional Banks Index Fund IAT
iShares DJ Transportation Index Fund IYT
iShares DJ Technology Sector Index Fund IYW
iShares DJ Oil & Gas Exploration & Production Index Fund IEO
iShares DJ U.S. Telecommunications Sector Index Fund IYZ
iShares DJ U.S. Financial Sector Index Fund IYF
iShares DJ U.S. Financial Services Index Fund IYG
iShares DJ U.S. Basic Materials Sector Index Fund IYM
iShares DJ U.S. Real Estate Index Fund IYR
iShares Goldman Sachs Semiconductor Index Fund IGW
iShares Goldman Sachs Software Index Fund IGV
iShares Goldman Sachs Natural Resources Index Fund IGE
iShares NASDAQ Biotechnology Index IBB
iShares Russell 1000 Index IWB
iShares Russell 1000 Value Index IWD
iShares Russell 1000 Growth Index Fund IWF
iShares Russell 2000 Index Fund IWM
iShares Russell 2000 Value Index Fund IWN
iShares Russell 2000 Growth Index Fund IWO
iShares Russell 3000 Index Fund IWV
iShares Russell 3000 Growth IWZ
iShares Russell Mid Cap Growth Index Fund IWP
iShares Russell Mid Cap Index Fund IWR
iShares Russell Mid Cap Value Index Fund IWS
iShares Russell Micro Cap Index Fund IWC
iShares S&P MidCap 400 Index Fund IJH
iShares S&P MidCap 400 Growth Index Fund IJK
iShares S&P Mid Cap 400 Value Index Fund IJJ
iShares S&P SmallCap 600 Index IJR
iShares S&P SmallCap 600 Growth Index Fund IJT
iShares S&P Small Cap 600 Value Index Fund IJS
iShares S&P 100 Index Fund OEF
iShares S&P 500 Value Index Fund IVE
iShares S&P 500 Index Fund IVV
iShares S&P 500 Growth Index Fund IVW
PowerShares QQQ QQQQ
PowerShares BLDRS Developed Markets ADR Index Fund ADRD
PowerShares WilderHill Clean Energy Portfolio PBW
PowerShares Water Resources Portfolio PHO
PowerShares Aerospace & Defense Portfolio PPA
PowerShares FTSE RAFI US 1000 Portfolio PRF
PowerShares Dynamic Large Cap Growth Portfolio PWB
PowerShares Dynamic Large Cap Value PWV
PowerShares Dynamic Mid Cap Growth Portfolio PWJ
ProShares Ultra Dow30 DDM
ProShares Short Dow30 DOG
ProShares UltraShort Dow30 DXD
ProShares Ultra S&P500 SSO
ProShares Short S&P 500 SH
ProShares UltraShort S&P500 SDS
ProShares UltraShort MidCap400 MZZ
ProShares Ultra MidCap400 MVV
ProShares Ultra QQQ QLD
ProShares Short QQQ PSQ
ProShares UltraShort QQQ QID
ProShares Ultra Russell 2000 UWM
ProShares Short Russell 2000 RWM
ProShares UltraShort Russell 2000 TWM
ProShares Ultra Financials UYG
ProShares UltraShort Financials SKF
ProShares Ultra Real Estate URE
ProShares UltraShort Real Estate SRS
ProShares Ultra Basic Materials UYM
ProShares UltraShort Basic Materials SMN
ProShares UltraShort Oil & Gas DUG
ProShares Ultra Semiconductors USD
ProShares Ultra Technology ROM
Vanguard Total Stock Market VIPERs VTI
Vanguard LargeCap VIPERs VV
Vanguard Value VIPERs VTV
Vanguard Growth VIPERs VUG
Vanguard Mid-Cap VIPERs VO
Vanguard Mid-Cap Value VIPERs VOE
Vanguard Small-Cap VIPERs VB
Vanguard Small-Cap Value VIPERs VBR
Vanguard Mega Cap 300 ETF MGC
Vanguard Consumer Discretionary VIPERs VCR
Vanguard Extended Market VIPERs VXF
Vanguard Energy VIPERs VDE
Vanguard Financials VIPERs VFH
Vanguard Dividend Appreciation ETF VIG
Vanguard Utilities VIPERs VPU
Rydex S&P Equal Weight ETF RSP
Rydex 2x S&P 500 ETF RSU
Rydex Russell Top 50 ETF XLG
No First Trust ETFs currently rank in the top 111 trade volume ETFs  
Market Vectors Steel Index SLX
Market Vectors Gold Miners Index GDX
No Claymore ETFs currently trade in the top 111 trade volume ETFs  
Oil Service HOLDRS OIH
Pharmaceutical HOLDRS PPH
Regional Bank HOLDRS RKH
Semiconductor HOLDRS SMH



* Non-Subscribers may view current charts and reports on these five major stock indexes by clicking here.  Subscribers may view composite charts and reports on MasterDATA's entire compilation list by clicking on the below index / ETF name or symbol.  Not a subscriber yet?  Click here for your free subscription.