India CCIL: Broad Gilts: Total Return Index data was reported at 4,583.622 31Dec2003=1000 in 25 Mar 2025. This records an increase from the previous number of 4,582.420 31Dec2003=1000 for 24 Mar 2025. India CCIL: Broad Gilts: Total Return Index data is updated daily, averaging 3,182.871 31Dec2003=1000 from Dec 2003 (Median) to 25 Mar 2025, with 7736 observations. The data reached an all-time high of 4,583.622 31Dec2003=1000 in 25 Mar 2025 and a record low of 2,073.999 31Dec2003=1000 in 12 Jun 2015. India CCIL: Broad Gilts: Total Return Index data remains active status in CEIC and is reported by The Clearing Corporation of India Limited. The data is categorized under India Premium Database’s Financial Market – Table IN.ZD009: The Clearing Corporation of India Limited (CCIL): Treasury Bill Index and Bond Index.

India CCIL: Broad Gilts: Principal Return Index data was reported at 937.157 31Dec2003=1000 in 24 Mar 2025. This records a decrease from the previous number of 937.368 31Dec2003=1000 for 23 Mar 2025. India CCIL: Broad Gilts: Principal Return Index data is updated daily, averaging 901.505 31Dec2003=1000 from Dec 2003 (Median) to 24 Mar 2025, with 7738 observations. The data reached an all-time high of 962.368 31Dec2003=1000 in 05 Jan 2021 and a record low of 833.903 31Dec2003=1000 in 12 Sep 2018. India CCIL: Broad Gilts: Principal Return Index data remains active status in CEIC and is reported by The Clearing Corporation of India Limited. The data is categorized under India Premium Database’s Financial Market – Table IN.ZD009: The Clearing Corporation of India Limited (CCIL): Treasury Bill Index and Bond Index.

Graph and download economic data for ICE BofA Euro High Yield Index Effective Yield (BAMLHE00EHYIEY) from 1997-12-31 to 2025-03-25 about Euro Area, Europe, yield, interest rate, interest, rate, and indexes.

Graph and download economic data for ICE BofA BB US High Yield Index Effective Yield (BAMLH0A1HYBBEY) from 1996-12-31 to 2025-03-24 about BB, yield, interest rate, interest, rate, and USA.

CCIL: Broad Gilts: Principal Return Index在2025-03-25达937.22631Dec2003=1000，相较于2025-03-24的937.15731Dec2003=1000有所增长。CCIL: Broad Gilts: Principal Return Index数据按每日更新，2003-12-31至2025-03-25期间平均值为901.51731Dec2003=1000，共7739份观测结果。该数据的历史最高值出现于2021-01-05，达962.36831Dec2003=1000，而历史最低值则出现于2018-09-12，为833.90331Dec2003=1000。CEIC提供的CCIL: Broad Gilts: Principal Return Index数据处于定期更新的状态，数据来源于The Clearing Corporation of India Limited，数据归类于India Premium Database的Financial Market – Table IN.ZD009: The Clearing Corporation of India Limited (CCIL): Treasury Bill Index and Bond Index。

Graph and download economic data for ICE BofA 5-7 Year US Corporate Index Effective Yield (BAMLC3A0C57YEY) from 1996-12-31 to 2025-03-25 about 5 to 7 years, yield, corporate, interest rate, interest, rate, and USA.

Graph and download economic data for ICE BofA US Corporate Index Total Return Index Value (BAMLCC0A0CMTRIV) from 1972-12-31 to 2025-03-11 about return, indexes, and USA.

As of December 30, 2024, the major economy with the highest yield on 10-year government bonds was Turkey, with a yield of 27.38 percent. This is due to the risks investors take when investing in Turkey, notably due to high inflation rates potentially eradicating any profits made when using a foreign currency to investing in securities denominated in Turkish lira. Of the major developed economies, United States had one the highest yield on 10-year government bonds at this time with 4.59 percent, while Switzerland had the lowest at 0.27 percent. How does inflation influence the yields of government bonds? Inflation reduces purchasing power over time. Due to this, investors seek higher returns to offset the anticipated decrease in purchasing power resulting from rapid price rises. In countries with high inflation, government bond yields often incorporate investor expectations and risk premiums, resulting in comparatively higher rates offered by these bonds. Why are government bond rates significant? Government bond rates are an important indicator of financial markets, serving as a benchmark for borrowing costs, interest rates, and investor sentiment. They affect the cost of government borrowing, influence the price of various financial instruments, and serve as a reflection of expectations regarding inflation and economic growth. For instance, in financial analysis and investing, people often use the 10-year U.S. government bond rates as a proxy for the longer-term risk-free rate.

Graph and download economic data for ICE BofA AAA US Corporate Index Effective Yield (BAMLC0A1CAAAEY) from 1996-12-31 to 2025-03-24 about AAA, yield, corporate, interest rate, interest, rate, and USA.

United States - ICE BofA BBB US Corporate Index Effective Yield was 5.40% in March of 2025, according to the United States Federal Reserve. Historically, United States - ICE BofA BBB US Corporate Index Effective Yield reached a record high of 10.23 in October of 2008 and a record low of 2.05 in December of 2020. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - ICE BofA BBB US Corporate Index Effective Yield - last updated from the United States Federal Reserve on March of 2025.

Indonesia 10Y Bond Yield was 7.20 percent on Tuesday March 25, according to over-the-counter interbank yield quotes for this government bond maturity. Indonesia 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on March of 2025.

India 10Y Bond Yield was 6.60 percent on Wednesday March 26, according to over-the-counter interbank yield quotes for this government bond maturity. India 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on March of 2025.

The number of exchange-traded funds (ETFs) in the United States has steadily increased; Starting with 123 ETFs in 2003, this amount has grown to a total of 3,243 ETFs as of 2023. The value of assets under management (AUM) allocated to ETFs in the United States has experienced a sharp increase. As of 2023, the total AUM of ETFs amounted to approximately eight trillion U.S. dollars, increasing from 151 billion U.S. dollars in 2003. What is an ETF? An ETF is a pooled financial product that can be bought and sold on the stock market by retail and institutional investors. ETFs are structured to track the performance of underlying securities. This may range from tracking a singular underlying commodity to a diverse assortment of securities. Some of the largest ETF providers by market share in the United States as of 2023 included BlackRock and Vanguard, each accounting for approximately one-third or more of the U.S. market. Types of ETFs Broad-based domestic equity, global equity, and bond ETFs have the highest issuance rates of ETFs in the United States. A broad-based index sets a benchmark to track the performance of a group of underlying securities. A popular example includes the evaluated performance difference between the S&P 500 ESG and S&P 500 indexes.

View the spread between a computed option-adjusted index of all BBB-rated bonds and a spot Treasury curve.

Graph and download economic data for ICE BofA BB Emerging Markets Corporate Plus Index Effective Yield (BAMLEM3BRRBBCRPIEY) from 1998-12-31 to 2025-03-25 about BB, sub-index, emerging markets, yield, corporate, interest rate, interest, rate, and USA.

United States - ICE BofA BB Emerging Markets Corporate Plus Index Option-Adjusted Spread was 2.95% in March of 2025, according to the United States Federal Reserve. Historically, United States - ICE BofA BB Emerging Markets Corporate Plus Index Option-Adjusted Spread reached a record high of 24.21 in October of 2008 and a record low of 1.90 in March of 2006. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - ICE BofA BB Emerging Markets Corporate Plus Index Option-Adjusted Spread - last updated from the United States Federal Reserve on March of 2025.

Euro Area 10Y Bond Yield was 3.37 percent on Thursday March 6, according to over-the-counter interbank yield quotes for this government bond maturity. This dataset includes a chart with historical data for Euro Area Government Bond 10y.

As of October 16, 2024, the yield for a ten-year U.S. government bond was 4.04 percent, while the yield for a two-year bond was 3.96 percent. This represents an inverted yield curve, whereby bonds of longer maturities provide a lower yield, reflecting investors' expectations for a decline in long-term interest rates. Hence, making long-term debt holders open to more risk under the uncertainty around the condition of financial markets in the future. That markets are uncertain can be seen by considering both the short-term fluctuations, and the long-term downward trend, of the yields of U.S. government bonds from 2006 to 2021, before the treasury yield curve increased again significantly in 2022 and 2023. What are government bonds? Government bonds, otherwise called ‘sovereign’ or ‘treasury’ bonds, are financial instruments used by governments to raise money for government spending. Investors give the government a certain amount of money (the ‘face value’), to be repaid at a specified time in the future (the ‘maturity date’). In addition, the government makes regular periodic interest payments (called ‘coupon payments’). Once initially issued, government bonds are tradable on financial markets, meaning their value can fluctuate over time (even though the underlying face value and coupon payments remain the same). Investors are attracted to government bonds as, provided the country in question has a stable economy and political system, they are a very safe investment. Accordingly, in periods of economic turmoil, investors may be willing to accept a negative overall return in order to have a safe haven for their money. For example, once the market value is compared to the total received from remaining interest payments and the face value, investors have been willing to accept a negative return on two-year German government bonds between 2014 and 2021. Conversely, if the underlying economy and political structures are weak, investors demand a higher return to compensate for the higher risk they take on. Consequently, the return on bonds in emerging markets like Brazil are consistently higher than that of the United States (and other developed economies). Inverted yield curves When investors are worried about the financial future, it can lead to what is called an ‘inverted yield curve’. An inverted yield curve is where investors pay more for short term bonds than long term, indicating they do not have confidence in long-term financial conditions. Historically, the yield curve has historically inverted before each of the last five U.S. recessions. The last U.S. yield curve inversion occurred at several brief points in 2019 – a trend which continued until the Federal Reserve cut interest rates several times over that year. However, the ultimate trigger for the next recession was the unpredicted, exogenous shock of the global coronavirus (COVID-19) pandemic, showing how such informal indicators may be grounded just as much in coincidence as causation.

A systematic approach for the development of heterogeneous mechanisms is applied and evaluated for the catalytic partial oxidation of methane over platinum (Pt) and rhodium (Rh). The derived mechanisms are self-consistent and based on a reaction class-based framework comprising variational transition state theory (VTST) and two-dimensional collision theory for the calculation of pre-exponential factors with barrier heights obtained using the unity bond index–quadratic exponential potential (UBI–QEP) method. The surface chemistry is combined with a detailed chemistry for the gas phase, and the accuracy of the approach is evaluated over Pt for a wide range of stoichiometries (0.3 ≤ ϕ ≤ 4.0), pressures (2 ≤ P (bar) ≤ 16), and residence times. It is shown that the derived mechanism can reproduce experimental data with an accuracy comparable to that of the prevalent collision theory approach and without the reliance on experimental data for sticking coefficients. The derived mechanism for Rh shows encouraging agreement for a similar set of conditions, and the robustness of the approach is further evaluated by incorporating partial updates via more accurate DFT-determined barrier heights. Substantial differences are noted for some channels (e.g., where reaction progress is strongly influenced by early transition states) though the impact on the overall agreement with experimental data is moderate for the current systems. Remaining discrepancies are explored using sensitivity analyses to establish key parameters. The study suggests that the overall framework is well-suited for the efficient generation of heterogeneous reaction mechanisms, that it can serve to identify key parameters where high accuracy ab initio methods are required, and that it permits the inclusion of such updates as part of a gradual refinement process.

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ETF Market Size 2025-2029

The ETF market size is forecast to increase by USD 17.94 billion, at a CAGR of 20.2% between 2024 and 2029.

The market is experiencing significant growth, driven by key factors such as market liquidity and the increasing popularity of bond ETFs. Market liquidity refers to the ease with which securities can be bought and sold in the market without significantly impacting the price. This factor is crucial for ETFs, as they are designed to provide investors with the ability to trade large volumes of securities in a single transaction. Another trend in the market is the growth of bond ETFs, which offer investors exposure to fixed income securities. The market's growth is driven by advancements in technology, such as blockchain, artificial intelligence, big data, optical character recognition, and machine learning, which improve trade finance, facilitate trade agreements, and support financial institutions and service providers. 
However, the market also faces challenges, including transaction risks. These risks arise from the fact that ETFs are traded like individual stocks, but their value is derived from the underlying portfolio of securities. As such, there is a risk that the market price of an ETF may not accurately reflect the value of its underlying securities, leading to potential losses for investors. Despite these challenges, the market is expected to continue growing, driven by the benefits it offers in terms of liquidity, diversification, and cost efficiency.

What will be the Size of the ETF Market During the Forecast Period?

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Exchange-traded funds (ETFs) have revolutionized the investment landscape by offering affordable, transparent, and liquid access to various asset classes, including stocks, bonds, commodities, currencies, and real estate. ETFs function much like mutual funds, pooling assets from investors to purchase a diversified portfolio. However, they differ in their trading mechanism, as they are listed and traded on stock exchanges, allowing for intraday pricing and flexibility. ETFs have gained significant traction due to their affordability and lower transaction costs compared to traditional mutual funds. Their index-based construction aligns with passive investment strategies, providing broad market exposure. Market volatility has not deterred the growth of ETFs, as they offer financial market stability through diversification and the ability to hedge against various risks.
Government support and the proliferation of computer-built ETFs have further bolstered their popularity. Alternative trading funds and specialty ETFs cater to specific investor needs, such as fixed income, real estate, and commodity exposure. ETFs have become a go-to investment vehicle for both retail and institutional investors, offering an efficient and cost-effective solution for passive investing strategies.

How is this ETF Industry segmented and which is the largest segment?

The ETF industry research report provides comprehensive data (region-wise segment analysis), with forecasts and estimates in 'USD million' for the period 2025-2029, as well as historical data from 2019-2023 for the following segments.

Type

  Fixed income ETF
  Equity ETF
  Commodity ETF
  Real estate ETF
  Others


Product Type

  Large cap ETFs
  Mega cap ETFs
  Mid cap ETFs
  Small cap ETFs


Geography

  North America

    Canada
    US


  Europe

    Germany
    UK
    France


  APAC

    China
    Japan
    South Korea


  South America



  Middle East and Africa

By Type Insights

The fixed income ETF segment is estimated to witness significant growth during the forecast period.

Fixed income Exchange-traded funds (ETFs) hold a significant market position in 2024. Distinct from traditional bond investments, which are often bought through bond brokers, fixed income ETFs are exchange-traded products that invest in various fixed-income securities, including corporate, municipal, and government bonds, on a stock exchange. This centralized exchange exposure provides bond buyers with increased access and liquidity compared to the limited exposure offered by corporate bond sales through brokers. Notable categories of fixed income ETFs include Government Bond ETFs, which invest in securities issued by governments, and other types, such as Corporate Bond ETFs and International Bond ETFs. These ETFs offer investors affordability through potential lower transaction costs, net asset value transparency, and passive investment strategies, such as index funds.

Fixed income ETFs cater to both retail and institutional investors, and their offerings span various sectors, including bonds, equity, commodity, currency, and specialty. The financial market stability provided by fixed income ETFs, along with the growing use of technology in trade finance and financial services, further enhances the