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    Home»ETFs»Concentration risk? No problem, say ETF issuers
    ETFs

    Concentration risk? No problem, say ETF issuers

    July 11, 2024


    Now, with the Magnificent Seven stocks having grown to roughly a third of the S&P 500’s market capitalization, investors may wish to blunt any risk associated with having their portfolios dominated by big tech stocks.

    Equal-weight and capped ETFs, such as the newly launched iShares S&P 500 3% Capped Index ETF (TSX: XUSC) and Canadian-hedged iShares S&P 500 3% Capped Index ETF (TSX: XSPC), are options for managing this so-called concentration risk.

    “Especially for Canadians, I think this is a movie we’ve seen before. … We live in a country with a relatively narrow stock market, and so we’ve seen these types of effects take shape,” said Hail Yang, director of product consulting for iShares Canada with Toronto-based BlackRock Asset Management Canada Ltd.

    “What we found was a bit missing from the market was a solution that delivered a lot of the familiar features of that headline, benchmark S&P 500 while targeting this concentration issue. And so these products basically seek to do that.”

    Hitting the market Thursday, with management fees of 0.12%, the RBC iShares ETFs “still reflect the value creation in the real economy, while targeting the perception of concentration risk in mega caps by applying a 3% security-level cap on those holdings,” Yang explained.

    This means the Magnificent Seven — Apple Inc., Microsoft Corp., Amazon.com Inc., Nvidia Corp., Alphabet Inc., Tesla Inc. and Meta Platforms Inc. — would have their weights capped at 3%, with excess weight redistributed to the other uncapped companies in the S&P 500.

    “The fact that so much of your investment dollars when investing in the S&P 500 are invested in those seven companies, and that so much of your performance, whether it be up or down, is contingent on the performance of those companies, is a growing area of concern for many investors,” Yang said.

    The $1.03-billion Invesco S&P 500 Equal Weight ETF (TSX: EQL) offers another opportunity for investors looking to diversify while reducing concentration risk. Its management expense ratio is 0.26%.

    The fund invests in either securities of Invesco S&P 500 Equal Weight ETF (NYSE Arca: RSP) or in securities of U.S.-listed companies to replicate the S&P 500 Equal Weight Index, which has the same constituents as the cap-weighted S&P 500.

    The underlying stocks have equal weighting in the fund, meaning Apple Inc. could have the same 0.2% weight as, say, The Hershey Company.

    “Naturally, you will have only a 0.2% exposure to the top 10 companies, because each stock is 0.2%. And of course, this could drift throughout the quarter, but then it will be rebalanced back to 0.2%,” said Darim Abdullah, vice-president and ETF strategist with Toronto-based Invesco Canada Ltd.

    “So, you could see that introducing the equal-weight strategy materially reduces the concentration and the contribution risk of the top 10 names.”

    The equal-weight strategy also allows investors to “address the valuation stretch and the growth bias that the current S&P 500 index is exposed to,” Abdullah said, allowing them to reap the benefits from lesser-known or smaller companies in the index.

    Historically, the top 10 companies in the S&P 500 made up an average of 29.6% of the returns of the index between 1993 and 2023. As of June 30 of this year, that figure is 71.3%, Abdullah said.

    As such, the equal-weight strategy is popular among advisors and investors looking to complement or diversify their broader exposure in the S&P 500 market, Abdullah added.

    Other capped and equal-weight ETFs include the BMO Equal Weight Banks Index ETF (TSX: ZEB), which holds stocks of the Big Six and is rebalanced semi-annually, and the Harvest Equal Weight Global Utilities Income ETF (TSX: HUTL), which invests in an equally weighted portfolio of 30 companies.

    It’s important to note that when market gains are driven primarily by a few large companies, equally weighted and capped strategies will likely underperform.



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