ETFs & index funds
ETFs & index funds: S&P 500, Nasdaq 100, global equity and sector ETFs. Regime, heat score, performance, opportunities, signals and strategies for this investment category, refreshed weekly.
ETFs & index funds: Neutral regime, heat score +2
Investment category #2 of 10. Average move −0.5% over 1 month and +1.1% over 3 months; 52% of its assets trade above their 200-day average. Investor interest: Very high; quant signal potential: Very high.
What we watch: MA50/200, breadth, relative strength, flows, costs. Risk-off warning signs: Breadth deterioration, rising volatility, index breakdown, persistent outflows.
| Asset | Price | 1 month | 3 months | 1 year | Regime | Opportunity score |
|---|---|---|---|---|---|---|
| Brazil (EWZ) | 42.59 | +11.3% | +18.5% | +40.1% | Bull | 85 (#6) |
| US Energy (XLE) | 69.33 | +11.5% | +16.7% | +55.2% | Bull | 88 (#2) |
| US Health Care (XLV) | 179.28 | +5.5% | +10.3% | +23.2% | Bull | 87 (#3) |
| US Consumer Staples (XLP) | 88.26 | +6.8% | +5.9% | +10.6% | Bull | 80 (#11) |
| US Materials (XLB) | 51.31 | +2.1% | +2.0% | +15.4% | Bull | 77 (#14) |
| US Technology (XLK) | 183.23 | −6.8% | +3.0% | +28.9% | Neutral | 74 (#16) |
| Japan (EWJ) | 94.10 | −3.8% | +2.9% | +14.7% | Neutral | 72 (#19) |
| S&P 500 (SPY) | 759.97 | −1.7% | +2.9% | +13.7% | Neutral | 72 (#18) |
| Nasdaq 100 (QQQ) | 704.40 | −5.7% | +2.0% | +16.4% | Neutral | 70 (#22) |
| MSCI All Country World (ACWI) | 156.80 | −3.0% | +1.6% | +12.5% | Neutral | 69 (#23) |
| United Kingdom (EWU) | 47.52 | +0.6% | +0.9% | +11.5% | Neutral | 67 (#26) |
| US Financials (XLF) | 55.90 | +2.6% | +0.1% | +6.3% | Neutral | 67 (#27) |
| Developed ex-US (EFA) | 102.63 | −2.7% | −0.8% | +8.5% | Transition | 47 (#45) |
| Europe (VGK) | 86.25 | −2.6% | −2.5% | +6.5% | Transition | 44 (#47) |
| US Consumer Discretionary (XLY) | 113.10 | +1.2% | +3.7% | −3.9% | Bear | 31 (#63) |
| Emerging Markets (EEM) | 62.01 | −9.4% | −3.0% | +13.8% | Transition | 41 (#51) |
| Russell 2000 (IWM) | 275.75 | −3.6% | −6.0% | +12.9% | Transition | 42 (#50) |
| US Communication Services (XLC) | 105.51 | −7.1% | +0.2% | −9.1% | Bear | 15 (#80) |
| US Utilities (XLU) | 42.56 | +5.4% | −8.3% | −6.5% | Neutral | 26 (#72) |
| India (INDA) | 46.46 | −3.9% | −3.4% | −15.0% | Bear | 20 (#79) |
| US Real Estate (XLRE) | 42.57 | +1.1% | −6.1% | 0.0% | Bear | 23 (#76) |
| China Large-Cap (FXI) | 32.31 | −6.4% | −6.4% | −19.6% | Bear | 15 (#83) |
| US Industrials (XLI) | 164.62 | −3.0% | −9.5% | +7.5% | Bear | 22 (#78) |
Signals and alerts in ETFs & index funds
- Alert (high severity): Developed ex-US (EFA) – Broke below its 200-day average this week
- Alert (high severity): Europe (VGK) – Broke below its 200-day average this week
- Alert (high severity): US Communication Services (XLC) – Bear trend accelerating
- Alert (high severity): China Large-Cap (FXI) – Bear trend accelerating
- Alert (moderate severity): S&P 500 (SPY) – Broke below its 50-day average this week
- Alert (moderate severity): United Kingdom (EWU) – Broke below its 50-day average this week
- Alert (moderate severity): US Consumer Discretionary (XLY) – Broke below its 50-day average this week
- Bullish (confirmed, strength 100): Brazil (EWZ): Leading vs global equities
- Bullish (confirmed, strength 100): US Energy (XLE): Leading vs the S&P 500
- Bullish (emerging, strength 99): US Utilities (XLU): Improving vs the S&P 500
- Bearish (confirmed, strength 95): US Industrials (XLI): Lagging vs the S&P 500
- Bullish (confirmed, strength 82): US Health Care (XLV): Leading vs the S&P 500
- Bullish (confirmed, strength 77): US Energy (XLE) breaks out near its 52-week high
- Bullish (emerging, strength 77): US Real Estate (XLRE): Improving vs the S&P 500
- Bullish (confirmed, strength 74): US Consumer Staples (XLP): Leading vs the S&P 500
- Bearish (emerging, strength 73): Developed ex-US (EFA) breaks below its 200-day average
- Bearish (emerging, strength 73): Europe (VGK) breaks below its 200-day average
- Bearish (confirmed, strength 72): China Large-Cap (FXI): Lagging vs global equities
- Bullish (confirmed, strength 72): US Materials (XLB) reclaims its 200-day average
- Bearish (confirmed, strength 72): US Communication Services (XLC) breaks down near its 52-week low
| Strategy | Asset | Return a year | Max fall | Sharpe | Buy & hold (return / max fall) | Current signal |
|---|---|---|---|---|---|---|
| 3/10-Month Moving Average Crossover | Emerging Markets (EEM) | 2.2% | -45% | 0.23 | 3.4% / -62% | Invested |
| 3/10-Month Moving Average Crossover | Developed ex-US (EFA) | 1.9% | -31% | 0.23 | 2.5% / -60% | Invested |
| 3/10-Month Moving Average Crossover | Russell 2000 (IWM) | 3.1% | -40% | 0.29 | 6.7% / -54% | Invested |
| 3/10-Month Moving Average Crossover | S&P 500 (SPY) | 7.7% | -22% | 0.73 | 9.0% / -52% | Invested |
| 3/10-Month Moving Average Crossover | Nasdaq 100 (QQQ) | 11.6% | -22% | 0.84 | 14.9% / -50% | Invested |
| 10-Month Trend Filter | Emerging Markets (EEM) | 3.4% | -34% | 0.32 | 3.4% / -62% | Invested |
| 10-Month Trend Filter | Developed ex-US (EFA) | 3.6% | -23% | 0.39 | 2.5% / -60% | Invested |
| 10-Month Trend Filter | Russell 2000 (IWM) | 5.1% | -26% | 0.44 | 6.7% / -54% | Invested |
| 10-Month Trend Filter | S&P 500 (SPY) | 7.5% | -23% | 0.75 | 9.0% / -52% | Invested |
| 10-Month Trend Filter | Nasdaq 100 (QQQ) | 10.7% | -26% | 0.82 | 14.9% / -50% | Invested |
| 12-Month Absolute Momentum | Emerging Markets (EEM) | 3.7% | -41% | 0.34 | 3.4% / -62% | Invested |
| 12-Month Absolute Momentum | Developed ex-US (EFA) | 2.2% | -36% | 0.27 | 2.5% / -60% | Invested |
| 12-Month Absolute Momentum | Russell 2000 (IWM) | 3.5% | -30% | 0.32 | 6.7% / -54% | Invested |
| 12-Month Absolute Momentum | S&P 500 (SPY) | 7.7% | -20% | 0.70 | 9.0% / -52% | Invested |
| 12-Month Absolute Momentum | Nasdaq 100 (QQQ) | 13.3% | -22% | 0.87 | 14.9% / -50% | Invested |
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Source: Sonsero Markets weekly snapshot 2026-10-25 (market data from TradingView). Scores and regimes are rules-based descriptions of market conditions, not investment advice. Past performance and backtests do not guarantee future results.