Context

ETFs represent a cheap alternative to Mutual Funds and they are growing fast in the last decade. Is the 2017 hype around ETFs confirmed by good returns in 2018? Updated version relates to the October 2021 financial values.

Content

The file contains 24,821 Mutual Funds and 1,680 ETFs with general aspects (as Total Net Assets, management company and size), portfolio indicators (as cash, stocks, bonds, and sectors), returns (as year_to_date, 2020-11) and financial ratios (as price/earning, Treynor and Sharpe ratios, alpha, and beta).

Acknowledgements

Data has been scraped from the publicly available website https://finance.yahoo.com.

Inspiration

Datasets allow for multiple comparisons regarding portfolio decisions from investment managers in Mutual Funds and portfolio restrictions to the indexes in ETFs. The inspiration comes from the 2017 hype regarding ETFs, that convinced many investors to buy shares of Exchange Traded Funds rather than Mutual Funds. Datasets will be updated every one or two semesters, hopefully with additional information scraped from Morningstar.com.

Index Time Series for Tidal ETF Trust. The frequency of the observation is daily. Moving average series are also typically included. Under normal circumstances, the fund will invest at least 80% of its net assets (plus any borrowing) in dividend-paying equity securities. It may invest in ETFs that principally invest in equity securities. The fund will typically hold securities of approximately 30 companies in its portfolio. It is non-diversified.

Index Time Series for Capital Group U.S. Multi-Sector Income ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund normally invests at least 80% of its assets in the securities of issuers domiciled within the United States. The fund invests primarily in bonds and other debt instruments, which may be represented by derivatives. In seeking to achieve a high level of current income, the fund invests in a broad range of debt securities across the credit spectrum. The fund may invest in debt securities of any maturity or duration. The fund is non-diversified.

Index Time Series for Knowledge Leaders Developed World ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund invests primarily in equities the advisor considers to be highly innovative companies or "knowledge leaders." The portfolio will include a diversified mix of mid- and large-cap companies from the developed world including North America, Europe and Asia. Under normal circumstances, at least 80% of the fund"s assets will be invested in securities the fund"s advisor identifies as knowledge leaders at the time of investment, with not more than 25% in any one industry.

Overview

This dataset contains historical daily prices for all tickers currently trading on NASDAQ. The up to date list is available from nasdaqtrader.com. The historic data is retrieved from Yahoo finance via yfinance python package.

It contains prices for up to 01 of April 2020. If you need more up to date data, just fork and re-run data collection script also available from Kaggle.

Data Structure

The date for every symbol is saved in CSV format with common fields:

• Date - specifies trading date
• Open - opening price
• High - maximum price during the day
• Low - minimum price during the day
• Close - close price adjusted for splits
• Adj Close - adjusted close price adjusted for both dividends and splits.
• Volume - the number of shares that changed hands during a given day

All that ticker data is then stored in either ETFs or stocks folder, depending on a type. Moreover, each filename is the corresponding ticker symbol. At last, symbols_valid_meta.csv contains some additional metadata for each ticker such as full name.

Index Time Series for iShares Blockchain and Tech ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund generally will invest at least 80% of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents. It is non-diversified.

Index Time Series for Kovitz Core Equity ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund invests primarily in equity securities of U.S. and foreign companies. Equity securities in which the fund may invest include common stocks and common stock equivalents (such as rights or warrants, which give the fund the ability to purchase the common stock, and convertible securities, which are securities that are convertible into the common stock). The fund may invest in companies of any market capitalization, including small- and mid-capitalization companies.

Index Time Series for iShares U.S. Infrastructure ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund will invest at least 80% of its assets in the component securities of the index and in investments that are substantially identical to the component securities of the index and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents, as well as in securities not included in the index, but which BFA believes will help the fund track the index.

Index Time Series for Goldman Sachs ETF Trust. The frequency of the observation is daily. Moving average series are also typically included. The fund invests, under normal circumstances, at least 80% of its net assets plus any borrowings for investment purposes (measured at the time of purchase) in equity investments in U.S. and non-U.S. health care companies. The adviser generally intends to invest in companies that the adviser believes are aligned with key themes associated with innovation in health care, which include, but are not limited to, genomics, precision medicine, technology-enabled procedures, and digital healthcare. The fund is non-diversified.

Index Time Series for iShares Global Tech ETF. The frequency of the observation is daily. Moving average series are also typically included. The index is designed to measure the performance of global equities in the information technology sector. The fund generally will invest at least 80% of its assets in the component securities of its index and in investments that have economic characteristics that are substantially identical to the component securities of its index and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents. It is non-diversified.

Index Time Series for First Trust Long Duration Opportunities ETF. The frequency of the observation is daily. Moving average series are also typically included. Under normal market conditions, the fund will invest at least 80% of its net assets (including investment borrowings) in a portfolio of investment-grade debt securities issued or guaranteed by the U.S. government, its agencies or government-sponsored entities, including publicly-issued U.S. Treasury securities and mortgage-related securities. It may also invest in exchange-traded funds (ETFs) that principally invest in such securities.

Index Time Series for Davis Select US Equity. The frequency of the observation is daily. Moving average series are also typically included. Under normal market conditions, the fund will invest at least 80% of its net assets plus any borrowings for investment purposes in equity securities issued by U.S. companies. The fund's portfolio generally contains between 15 and 35 companies. It may invest a portion of its assets in financial services companies. The fund may also invest in mid- and small-capitalization companies, which the manager considers to be those companies with less than $10 billion in market capitalization. It may invest up to 20% of net assets in non-U.S. companies. The fund is non-diversified.

Index Time Series for iShares Global Timber & Forestry ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund will invest at least 80% of its assets in the component securities of the index and in investments that have economic characteristics that are substantially identical to the component securities and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents. The fund is non-diversified.

Index Time Series for Putnam Sustainable Leaders ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund invests mainly in common stocks of U.S. companies of any size, with a focus on companies that Putnam Management believes exhibit a commitment to financially material sustainable business practices. Under normal circumstances, the fund invests at least 80% of the value of its net assets in securities that meet Investment Manager" sustainability criteria.

Index Time Series for Avantis® U.S. Small Cap Value ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund invests primarily in a diverse group of U.S. small cap companies across market sectors and industry groups. Under normal market conditions, it will invest at least 80% of its assets in securities of small capitalization companies located in the United States. The fund also may invest in derivative instruments such as futures contracts, currency forwards, and swap agreements.

Index Time Series for Innovator U.S. Equity Accelerated 9 Buffer ETF - July. The frequency of the observation is daily. Moving average series are also typically included. under normal circumstances, at least 80% of its net assets (plus any borrowings for investment purposes) in investments that provide exposure to the SPDR ® S&P 500 ® ETF Trust (the "Underlying ETF"). It is non-diversified.

Index Time Series for US Treasury 6 Month Bill ETF. The frequency of the observation is daily. Moving average series are also typically included. Under normal market conditions, F/m Investments LLC (the "Adviser") seeks to achieve the fund"s investment objective by investing at least 80% of the fund"s net assets (plus any borrowings for investment purposes) in the component securities of the underlying index. The underlying index is comprised of a single issue purchased at the beginning of the month and held for a full month.

Index Time Series for iShares Russell 3000 ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund generally invests at least 80% of its assets in the component securities of its underlying index and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents.

Index Time Series for First Trust BuyWrite Income ETF. The frequency of the observation is daily. Moving average series are also typically included. Under normal market conditions, the fund will pursue its investment objectives by investing primarily in equity securities listed on U.S. exchanges and by utilizing an "option strategy" consisting of writing (selling) U.S. exchange-traded call options on the Standard & Poor"s 500® Index. The fund will employ an option strategy in which it will write U.S. exchange-traded call options on the S&P 500 Index in order to seek additional cash flow in the form of premiums on the options that may be distributed to shareholders on a monthly basis.

Index Time Series for iShares Cybersecurity and Tech ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund generally will invest at least 80% of its assets in the component securities of the index and in investments that have economic characteristics that are substantially identical to the component securities of the index and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents. The index is composed of developed and emerging market companies that are involved in cyber security and technology, including cyber security hardware, software, products, and services. It is non-diversified.