This year s hottest ETF type, a new core asset!

Mondo Fashionable Updated on 2024-01-29

If you want to say which ETF is the hottest this year, it must be the Nasdaq ETF. However, if you want to say which type of ETF is the hottest this year, you may not think of it, it is not a cross-border ETF that tracks the peripheral market, nor a commodity ETF that benefits from the conflict of the international situation, but a broad-based ETF with average market performance this year.

Take a look at the data in the table below. According to exchange statistics, since the beginning of this year to December 6, the overall size of the ETF market has increased by more than 300 billion yuan, and the scale index ETF alone has increased by more than 170 billion yuan, accounting for more than half. It can be seen that broad-based ETFs have attracted gold this year, not to mention the CSI 300 ETF, which has a scale of more than 100 billion yuan this year, and the Science and Technology Innovation 50 ETF, which has a total share of more than 100 billion, are all beyond the reach of other types of ETFs.

Of course, the broad-based ETF was "bought out" in part because of the strong support of the "national team". In late October, Huijin Company announced that the ETF had a significant increase in the broad base class. Recently, there have been continuous reports of "national teams" entering the market of **central enterprise ETFs, which have driven the market's pursuit of broad-based ETFs.

In the context of the current market, the "national team" shot also sent a signal, that is, it is currently at the bottom of the market, as long as you have confidence in the future, it is indeed a relatively stable tool to obtain the best income through the broad-based ETF.

Of course, the products that track core broad-based indices such as SSE 50, CSI 300, and CSI 1000 in broad-based ETFs must be commonplace on weekdays, and excess returns often emerge where no one cares, so today I will introduce you to a relatively unfamiliar index - CSI 100 to see what is new and special about it.

CSI 100: A new core asset

The so-called CSI 100 is to select 100 listed companies with large market capitalization, good liquidity and industry representativeness from the Shanghai ** market as index samples to reflect the overall performance of the core leading listed companies in the Shanghai ** market. It is different from pure **, mid-cap, and small-cap indexes, and has no significant value and growth style labels, mainly taking the core leading route.

On June 13, 2022, the CSI 100 Index also completed a series of optimization changes, replacing 45 constituent stocks at one time, from 1Version 0 quenching reborn into 2Version 0 provides a different choice for investors looking for core asset allocation.

The characteristics of the CSI 100 Index can be simply divided into three points:

(1) The industry distribution is more balanced, reflecting the characteristics of the times of core assets

Since its establishment, the core assets of A-shares have undergone several rounds of changes. The first was the fame of the "Old Eight Shares", and then the rise of the "Five Golden Flowers", and then the establishment of the bank's real estate faith, and then to the Internet wave to set off the wind of entrepreneurial growth, and even drinking alcohol and taking medicine, and new energy stood proudly in the ......The market landscape of A-shares is constantly changing, and the CSI 100 Index, which reflects the core leader of the market, must also be adjusted accordingly.

According to the brokerage research report, in the past 10 years, the proportion of traditional industries represented by banking, non-bank finance, food and beverage, and real estate in the market value of A-shares has gradually decreased, while the proportion of new manufacturing represented by new energy and high-end manufacturing has been increasing year by year.

The same is true for the adjusted CSI 100 Index. According to the two versions of the index compilation plan released by China Securities Corporation, the constituent stocks newly transferred by CSI 100 are mainly power equipment and new energy, electronics, non-ferrous metals, military and other industriesThe constituent stocks transferred out are mainly concentrated in non-bank finance, banking, and food and beverage.

Therefore, in terms of overall industry distribution, the new CSI 100 not only has a closer proportion of traditional industries and new manufacturing industries to the status quo of A-shares, but also has a more balanced and dispersed distribution of different industries. As can be clearly seen in the figure below, before the reform of the preparation plan, the proportion of food and beverage and banks was large, and after the update, the proportion of traditional industries was not only compressed, but also the distribution of various industries was relatively balanced.

Data**: wind, as of 2023 12 6

(2) The sample space is expanded, and interconnection rules are added

Another major change in the compilation update is the expansion of the sample space.

The previous CSI 100 mainly used the CSI 300 index sample as the sample space, which was equivalent to sifting through and over again, with a small range and nothing newHowever, the sample space has been directly expanded to be consistent with the sample space of the CSI All-Share Index, and the main board, science and technology innovation board, ChiNext and depositary receipts that meet the standards can all be included in the index, avoiding the excessive concentration of large-capitalization industries and allowing the inclusion of "core assets" in more industries.

In addition, the CSI 100 Index also adopts the free-float market capitalization sampling method, and the average daily turnover of the sample in the past year should be ranked in the top 90% of the sample space, which can eliminate those companies that lag behind in the response of value information because of low trading volume, dynamically reflect the changes in market structure, and increase the investability of the index.

Most critically, the new CSI 100 removes the fast-track entry rules and adds rules that are temporarily adjusted by samples that do not meet the eligibility criteria for the Stock Connect. Stock Connect is the main channel for foreign investors to enter the A-share market, and such an adjustment is conducive to foreign investment in core assets and expand international influence.

(3) The only broad-based index with negative ESG exclusion

The so-called ESG, which focuses on the performance of enterprises in the three dimensions of environmental, social and governance, has been a popular concept in the market in the past two years. The CSI 100 Index has added ESG screening rules, which is the first of its kind among broad-based indices. Focusing on ESG will help further optimize the sample pool, better reduce the maximum drawdown of the index, and smooth the fluctuation of the index.

All in all, the CSI 100 has been "renewed" after the preparation of the plan has been updated. Moreover, compared with core blue-chip broad-based indices such as SSE 50 and CSI 300, the CSI 100 Index has higher growth attributes and stronger profitability, which can be called the core growth broad-based index in blue-chips.

Taking the 2022 annual report as an example, the year-on-year growth rates of revenue and net profit of the CSI 100 Index are respectively. 57%, significantly higher than the SSE 50, CSI 300 and CSI All-Share IndexThe average return on assets (ROE) is 1324%, also ahead of other broad-based indices.

CSI 100 ETF**: SSE's "Top 10 ETF Managers" dedication

There are a total of 10 ETF products tracking the CSI 100 Index on the market, among which the CSI 100 ETF** (562000) under Huabao** is the largest and the most liquid CSI 100ETF** (according to the statistics of the Shanghai and Shenzhen Stock Exchanges, as of the end of November 2023, the average daily turnover of the CSI 100 ETF** (562000) in the past year was 47.82 million yuan, which was the best liquidity performance among the above-mentioned similar products in the same period). Moreover, Huabao** has also won the honor of "Top 10 ETF Managers" of the Shanghai Stock Exchange for three consecutive years (2019, 2020 and 2021), and has strong strength in index investment.

Founded in 2003, Huabao** is one of the first Sino-foreign joint venture management companies in China, with multi-dimensional business lines, including active equity investment, index quantitative innovation investment, fixed income investment, global allocation cross-border investment, FOF investment, special account investment, etc., and the product line layout is complete, broad-based index**, ETF, smart beta index products are covered.

As of the end of the third quarter of 2023, the total scale of Huabao**'s non-monetary ETFs reached 69.1 billion yuan, ranking 8th among 52 public offering** managers. (Data**: Public offering**Third quarterly report, wind, as of September 30, 2023).

Therefore, investors who want to grasp the opportunity at the bottom of the market and take advantage of the broad-based ETF may wish to pay attention to the CSI 100 ETF** (562000) and its connection** (Class A: 240014, Class C: 007405).

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