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Substituting IYH for SPY in SACEMS

November 25, 2022 • Posted in Strategic Allocation

Based on high return correlation with the S&P 500 Index and strong past performance of the health care sector, a subscriber suggested replacing SPDR S&P 500 ETF Trust (SPY) with iShares U.S. Healthcare ETF (IYH) in the Simple Asset Class ETF Momentum Strategy (SACEMS). To investigate, we compare performance statistics for SACEMS Top 1, equal-weighted (EW) Top 2 and EW Top 3 portfolios with either SPY or IYH. Using monthly dividend-adjusted returns for baseline SACEMS assets and IYH as available during February 2006 through October 2022, we find that: (more…)

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