DIH offers comprehensive reference data, daily fund flows, constituents, and analytics for ~2,100 Exchange Traded Funds (ETF’s) in the USA from ~100 issuers. The raw ETF data is sourced from fund sponsors, custodians, distributors and exchanges. Canadian and European ETF Profiles are coming soon!
ETF PROFILES — We provide detailed ETF Profile data, including over 50 data points, going back to 2012. Receive information on ETF Expenses, Index, Assets Under Management, Trading, Bid-Ask Spread, etc. along with industry-specific information on Service Providers, Lead Market Makers, etc. Plus, get classification details on Market Exposures, Geographic Exposures, Industry Exposure, and more.
ETF DAILY FUND FLOWS — See daily net fund flows as far back as 1993 driven by the ETF creation and redemption process, including actual capital added or withdrawn, plus Shares Outstanding and NAV.
ETF RISK & REWARD MODELS — We also offer analytics back to 2012. The Reward Model includes twenty-two (22) factor scores gauging momentum, sentiment, valuation, and macro views on sectors and countries. Qualitative measures include liquidity, diversification and issuing firm. The Risk Model has seven (7) factor scores measuring volatility, deviation, country, structure, liquidity and efficiency.
ETF CONSTITUENTS — We have daily holdings information back to 2012 including product constituent ID, shares and weight.
DATA DELIVERY — Data is updated daily and delivered in via ftp download or API. Receive historical data as far back as 1993 for daily fund flows and 2012 for profiles, analytics & constituents, plus daily updates.