ViLiQ

How ETFs work, and where the risk hides

ETFs · lesson 1

22 minute read45 VILIQ Points

By the end
Explain what you own inside an ETF, and identify the three costs that are easy to miss.

  • Stocks +10
  • Risk +6

An ETF is a fund that trades like a share. You buy one line item and own a proportional slice of everything the fund holds. The wrapper is standard; what is inside it is not, and the wrapper tells you nothing about the risk.

Three costs beyond the headline fee
CostWhat it isHow to see it
Management feeThe stated annual chargePublished in the product disclosure
SpreadThe gap between buy and sell price, paid twiceVisible in the order book, wider for thinly traded funds
Tracking differenceHow far actual returns diverge from the indexCompare fund return with index return over the same period

Common belief

"ETFs are automatically diversified and therefore safe."

What is actually true

A fund tracking a single sector, a single country, or a leveraged strategy is an ETF and is highly concentrated. Even a broad index fund can carry substantial concentration — cap-weighted indices have become dominated by a handful of very large constituents.

Flows into and out of ETFs are also a market force in their own right. VILIQ tracks equity, gold and Bitcoin ETF flows as macro factors, because sustained flows move the underlying assets, particularly where the fund is large relative to its market.

Glossary

Tracking difference
The gap between a fund’s return and its index’s return over a period.
Cap-weighted
An index where constituents are weighted by market value, so the largest dominate.
Premium / discount
When an ETF trades above or below the value of its underlying holdings.

Check your understanding

0 of 3 answered

Pass mark 70%: at least 3 of 3 correct.

  1. 1.Which cost is most often overlooked when comparing ETFs?
  2. 2.An ETF trades actively but its underlying bonds trade rarely. What is the risk?
  3. 3.Is a broad cap-weighted index fund necessarily well diversified?

Challenge — Read the holdings

Pick any ETF and find its top ten holdings and their combined weight. State whether the fund is as diversified as its name suggests, and identify the single driver that would affect the largest share of it.

What a good answer contains

  • Names the fund and its actual top holdings with weights
  • Assesses concentration against what the name implies
  • Identifies a specific shared driver

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Put it to work

Read a market with what you just learned, then practise with simulated money. No real order is ever placed.

VILIQ provides market intelligence, research and educational information. It is not financial product advice and does not take your personal circumstances into account. Consider your own situation and seek licensed advice before making financial decisions.

VILIQ provides market intelligence, research and educational information. It is not financial product advice and does not take your personal circumstances into account. Consider your own situation and seek licensed advice before making financial decisions.

VILIQ is operated by LTM Trading Pty Limited (ACN 659 211 426), Australia.