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:

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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.

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

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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).

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

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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.

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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 continues making it difficult, and often impossible, to obtain current constituent lists for their ETFs. .In the worst cases, they recently stopped supplying a current list at all.  At the present time, Vanguard's ETFs are all index based.  In an effort to meet the needs of investors using composite breadth data, MasterDATA will begin using the index constituent list rather the constituent list for the Vanguard ETF itself.  Generally, the lists are very similar, if not identical.  This change in source data for their constituent lists will be implemented over the next few weeks.

 

Editorial Note:  Vanguard is the only ETF sponsor that refuses to provide current constituent lists to investors.  The effect is to make the playing field biased in favor of certain large investor types (willing to pay for the lists) at the expense of the majority of investors.  In today's world, this is simply wrong.  More than ever, the playing field must be level.  If you agree, please let Vanguard know your opinion, by clicking here.

 

ProShares, Direxion 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.

 

Indexes
NYSE Composite $NYA
Amex Composite $XAX
NASDAQ Composite IXIC, $COMPQ
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 S&P Dividend ETF SDY
SPDR Homebuilders XHB
SPDR Metals and Mining XME
SPDR Biotech XBI
SPDR Oil & Gas Exploration & Production XOP
SPDR Retail XRT
SPDR S & P Semiconductor XSD
 
Select Sector SPDRs
Consumer Discretionary SPDR XLY
Consumer Staples SPDR XLP
Energy SPDR XLE
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 DJ Wilshire REIT RWR
StreetTRACKS KBW Bank KBE
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 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 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 Mid Cap Growth Index Fund IWP
iShares Russell Mid Cap Index Fund IWR
iShares Russell Mid Cap Value Index Fund IWS
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 WilderHill Clean Energy Portfolio PBW
PowerShares Water Resources Portfolio PHO
PowerShares Aerospace & Defense Portfolio PPA
 
Direxion Large Cap Bull 3x Shares BGU
Direxion Small Cap Bull 3x Shares TNA
Direxion Large Cap Bear 3x Shares BGZ
Direxion Small Cap Bear 3x Shares TZA
 
ProShares
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 Small-Cap VIPERs VB
 
Vanguard Extended Market VIPERs VXF
Vanguard Financials VIPERs VFH
Vanguard REIT VIPERs VNQ
Vanguard Dividend Appreciation ETF VIG
 
Rydex S&P Equal Weight ETF RSP
Rydex 2x S&P 500 ETF RSU
Rydex Russell Top 50 ETF XLG
 
Vanguard

No First Trust ETFs currently rank in the top 111 trade volume ETFs

 
   
 
Vanguard
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
Retail HOLDRS RTH
Semiconductor HOLDRS SMH
Software HOLDRS SWH