What is an Asset Allocation ETF?

20 January 2023 by BMO Global Asset Management
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Ever wondered what the most important aspect of investing is? It’s the asset allocation of your investment portfolio, the mix of stocks and bonds as well as cash and other asset classes in your portfolio that are the key drivers of returns.

Studies, such as the influential Brinson, Hood and Beebower paper, “Determinants of Portfolio Performance,” suggest that the long-term strategic asset allocation of a portfolio accounts for over 90% of its return. According to the study, the portfolio’s strategic – or target – asset allocation will have a greater impact on its performance than security selection or any short-term active or tactical asset allocation shifts.

What is an Asset Allocation ETF?

Asset Allocation ETFs, also called “all-in-one” ETFs, are an investment solution built to disciplined index weights which aim to provide investors with an ETF that is low-cost, easy to access and simple to use. They were first introduced in Canada in 2018 and have skyrocketed in popularity as investors became aware of the extensive benefits they provide. 

How does an Asset Allocation ETF work?

Instead of the investor individually selecting their ETFs, determining the percentage allocated to each one and having to manage them, allocation ETFs does it all for you.

These ETFs invest in a different blend of approximately 7-10 underlying ETFs. They offer regular rebalancing which will maintain the asset mix for the investor (effectively taking the emotion out of it). You don’t have to guess which geographic area is going to outperform, or which asset class you should overweight or underweight as they provide diversified access to the broad market.

What is portfolio rebalancing? 

Market movements impact investor’s asset allocation and cause it to shift over time which can take you off track to meeting your goals, or outside of your comfort zone when it comes to risk. Asset Allocation ETFs will follow a disciplined approach to asset allocation. These ETFs will rebalance quarterly back to their target asset allocation weights. Each ETF holds a basket of underlying ETFs that provide exposure to Canadian, U.S. and International equities and bonds.   

Rebalancing your portfolio, from a psychological perspective can be a challenging task. Essentially you need to sell your top performing asset classes and allocate to the weaker asset classes in your portfolio which can be hard to do if you let your emotions get in the way. Effectively, rebalancing allows you to buy low, and sell high, repeatedly, and stay on track with your financial goals. The asset allocation ETFs does it for you.

What is the difference between Asset Allocation ETFs versus individual ETFs?

Asset allocation ETFs are a package of individual ETFs. They are an all-in-one portfolio providing access to approximately 7-10 ETFs that are professionally managed for you. The asset mix is set depending on the portfolio’s risk level you choose. You can always buy the individual underlying ETFs and build the portfolio yourself, but it could end up costing more money in the form of trading commission associated with purchasing those 7-10 ETFs, and rebalancing. 

Should you buy individual ETFs you will then need to remember to be disciplined in your rebalancing to keep you on track to your financial goals, and in line with your desired risk level. Using individual ETFs will allow you more customization in terms of the portfolio, you can add in a low volatility approach, or a dividend approach to your equities if you wish as an example.

What are the different types of Asset Allocation ETFs?

Most Asset Allocation ETFs are based on a desired risk adjusted return, ranging from Conservative, Balanced, Growth and All-Equity Asset Allocation Portfolios.

There exist a lot of different asset allocation ETFs, here are a few examples:  

- ESG Asset Allocation ETFs

Additionally, there are ESG (environmental, social, governance) focused asset allocation ETFs, where investors can align their investments with their values with an approach that aims to mitigate risks associated with ESG considerations.

- Income or retirement ETFs 

A more recent innovation in the space is T Series Asset Allocation ETFs which are focused on Income/Retirement. These ETFs invest in higher yielding names, like Dividend ETFs, or covered call ETFs to enhance the level of yield generated within the portfolio. T Series were first introduced on Mutual Funds and are now available on some Asset Allocation ETFs. A T6 Series on an ETF as an example will pay a fixed 6% cash flow in the form of monthly distributions over the year.  It is important to note that these fixed distribution T series units may pay out a component of Return of Capital (ROC). For example, if the underlying portfolio is yielding 4.5%, then 1.5% would come from ROC to ensure the investor maintains that 6% annualized distribution.

- Active or Tactical Asset Allocation ETFs:

These portfolios will be more actively traded instead of sticking to a strategic asset mix.  They may shift tactically between geographic regions, or sectors in order to try to outperform the market.

- Passive Asset Allocation ETFs

These would include Asset Allocation ETFs that invest in index-based ETFs and follow a more strategic asset mix.

There are other types of ETFs that can be found on the market like balanced asset allocation ETFs, adaptive asset allocation ETFs, protective asset allocation ETFs, growth allocation ETFs, and there are more. The choice depends on the investor’s objectives, time horizon and risk tolerance. 

Find Asset Allocation ETFs with the ETF Centre

How to choose an Asset Allocation ETF?

The proportion of stocks/bonds/cash you have in your portfolio, or your Asset Allocation ETF, depends on your risk tolerance. So how much risk is appropriate for you? There are three key things to think about when it comes to risk tolerance.

  • Time Horizon
    When do you need the money? Are you planning on buying a house next year, send your kids to university, or is this money for longer term goals like retirement? If you have over a 10-year time horizon, then you are more likely going to be able to withstand fluctuations in the value of your portfolio over the shorter term. If you need the money in the next 3 years, you are more likely looking for a lower risk solution because you want to avoid the impact of sudden, unexpected market declines on your portfolio. If you are forced to sell during that time to fund one of your shorter-term goals, you could lose money.
  • Your Personal Comfort with Risk
    Think about your investment experience. If you’re new to investing, then think about if you are more comfortable starting with a lower risk solution and working your way up. Understanding your own behavior can go a long way in helping you stick with your goals.  Remember sticking with your plan is not easy, but it’s the most important way to reach your goals.  
  • Your Financial Situation
    Do you have an emergency fund? Do you have a significant amount of debt? Your financial situation also has an impact on your ability to take on risk because these funds may need to be used if you are in a pinch. Eg. If you have a mortgage, consider whether its variable or fixed. If interest rates rise, are you able to meet those payments?

Benefits of an Asset Allocation ETF

Having the right asset allocation is like turning on your GPS in a car and just following the directions to your destination, without giving thought to the route your taking, traffic, or when you’re going to want to stop for a bite to eat. Choosing the right asset allocation maximizes your returns for your level of risk tolerance. This means it helps you get the highest payoff you can for the amount of money you’re willing to risk in the market.

- Simplified Investing – All-in-one Investment Solution that provides instant diversification

- Broad diversification – Consisting of a basket of ETFs that in themselves hold many securities

- Professionally constructed – Leverage the Asset Allocation experience of industry professionals

- Automatic Rebalancing – Keeps one’s investment portfolio on track to risk and return objectives

- Transparency – Knowing what is in the ETF can help reduce duplication when complementing an existing portfolio

- Liquidity – Able to buy or sell the basket of holdings at any time

- Lower cost – ETF based solutions tend to charge lower fees than other diversified investments

- All-in-one cost structure – Most popular Asset Allocation ETFs only charge the one top fee without charging the underlying ETF costs

- No need to be an experienced investor - Interesting option for investors who are just starting out or have small portfolios.

How much do Asset Allocation ETFs cost?

These are low-cost solutions that provide a range of benefits for investors. Fees on asset allocation ETFs in Canada range, but generally fall between a 0.18%-0.22% management fee all in, but some may go to 0.5%. Ensure you are looking at the ETF Facts to understand the all in management expense ratio (MER) of these ETFs which is updated each year and includes all underlying costs of the ETF.

How can these solutions be used in a portfolio?

Asset Allocation ETFs can be a one ticket solution that you can purchase on its own or it could be used as a core to a portfolio in a core-satellite approach.

Investors growing adoption of Asset Allocation ETFs over the past five years in Canada is a testament to the benefits these ETFs provide investors. A simple to use, all-in-one solution, low cost and well diversified solution; these ETFs have changed investing for the better. 

Start trading asset allocation ETFs at 0$ commission

Key takeaways

  • Asset Allocation ETFs, also called “all-in-one” ETFs, are an investment solution built to disciplined index weights. Asset allocation ETFs are a package of 7-10 individual ETFs that are professionally managed for the investor.

  • Instead of the investor individually selecting their ETFs, allocation ETFs determines the percentage allocated to each one and manages them.

  • Which allocation ETF you will choose depends on your time horizon, risk tolerance and financial situation

  • The benefits of Asset allocation ETFs are diversification, professionally constructed, automatically rebalanced, transparent, liquid, low cost, and limited knowledge is required

About the author

Erin Allen has been a part of the BMO ETFs team driving growth since the beginning, joining BMO Global Asset Management in 2010 and working her way through a variety of roles gaining experience in both sales and product development. For the past 5+ years, Ms. Allen has been working closely with capital markets desks, index providers, and portfolio managers to bring new ETFs to market. More recently, she is committed to helping empower investors to feel confident in their investment choices through ETF education. Ms. Allen hosts the weekly ETF Market Insights broadcast, delivering ETF education to DIY investors in a clear and concise manner. She has an honors degree from Laurier University and a CIM designation.

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