INSIGHTS & STRATEGIES

WisdomTree Blog

In the conclusion to our series addressing common misconceptions about ETFs and smart beta, we touch on the myth of ETFs causing systematic issues due to their illiquidity.

Read the article

Quantitative easing liquidity world average correlations have been dropping in the U.S., and we see similar patterns globally, especially in Europe and Japan. How should investors account for this when constructing their portfolios?

Read the article

The third part of our four-part series addressing common misconceptions about ETFs and smart beta covers supposed data mining in smart beta.

Read the article
The second part of our series addressing common misconceptions about ETFs and smart beta discusses the myth that ETFs are a fad that creates herding, bubbles and dangerous systemic risks.
 
Read the article

In the first part of our series addressing common misconceptions about ETFs and smart beta, we discuss the supposed academic consensus that the only recourse for investors frustrated with active management is to turn to market capitalization-weighted index funds.

Read the article
I’ve recently read several articles from a variety of sources that caught my eye. The common thread of these articles was that return factors—those that have shown a propensity to outperform the market over time—have been losing their ability to outperform. Does the data back this up?
Read the article