Tag Archives: biotechnology

The 3 Key Factors In Biotech ETF Investing

Although stocks are having a rough year, investors still remain captivated by certain sectors of the market. Undoubtedly, one that remains at the top of the list is the biotech space, as this corner of the market has been a strong performer despite the volatility. However, thanks to recent market conditions, biotech has become a choppier investment, while concerns over regulation aren’t helping matters either. Still, the space is intriguing for many reasons – and especially those in it for the long term – so having at least some exposure probably makes sense for most investors. Biotech ETFs? But due to the risks, a single stock investment might be inappropriate for most investors. This space, more than most, is subject to booms and busts, where one right – or wrong – stock pick will make or break an investment idea. That is why biotech ETF investing has become so popular, as it gets rid of the company-specific risks, while still allowing exposure to the overall story. Many investors still don’t know the basics here, or the key differences between the many funds that populate that space. That is why I have distilled the market into 3 key factors that every investor needs to know before jumping into this hot corner of the market: Not All Created Equal No fund here in the unleveraged space tracks the same index, and while some, such as the iShares Nasdaq Biotechnology ETF (NASDAQ: IBB ) and the Market Vectors Biotech ETF (NYSEARCA: BBH ), follow large cap-focused indexes, others use an equal-weight benchmark such as the SPDR Biotech ETF (NYSEARCA: XBI ) or a modified equal-weight benchmark like the First Trust NYSE Arca Biotechnology Index ETF (NYSEARCA: FBT ). This can have a huge impact on risk and return, so investors definitely need to keep this in mind. XBI has actually doubled IBB in the past year, largely thanks to its small cap focus. Study the Index Other funds have more stringent criteria for inclusion and do not follow the same rules as the major ETFs listed above. Funds here include the BioShares Biotechnology Clinical Trials ETF (NASDAQ: BBC ), which only holds companies that have drugs in clinical trials, or the BioShares Biotechnology Products ETF (NASDAQ: BBP ), which zeroes in stocks that have already received FDA approval for a drug. Knowing the index applies to the leveraged space too, as these can drastically alter the risk profile. For example, although the ProShares UltraPro NASDAQ Biotechnology ETF (NASDAQ: UBIO ) and the Direxion Daily S&P Biotech Bull 3x Shares ETF (NYSEARCA: LABU ) both over 3x leverage, LABU follows an equal-weight benchmark, and is thus likely to be more volatile than UBIO. Expenses! Investors often overlook expenses in this corner of the market, as most are just hoping for big gains. However, expenses can vary pretty widely in this space, and this is definitely something to consider, as they can add up for a long-term hold. In fact, the range goes from 0.35-0.85%, so your total cost can change by a big amount, thanks to this factor. Original Post

PHB: This Junk Bond Goes Better With REITs Than With The S&P 500

Summary PHB is a junk bond with an emphasis on the 1 to 10 year range. The sector allocation looks pretty good but investors should avoid buying both junk bonds and equity in the consumer discretionary sector. Due to correlation with major indexes, the junk bond ETFs show better correlation benefits with equity REIT funds than with the S&P 500. Investors going heavy on domestic non-REIT equity positions should use longer term treasury securities rather than junk bonds. Investors should be seeking to improve their risk adjusted returns. I’m a big fan of using ETFs to achieve the risk adjusted returns relative to the portfolios that a normal investor can generate for themselves after trading costs. I’m working on building a new portfolio and I’m going to be analyzing several of the ETFs that I am considering for my personal portfolio. One of the funds that I’m considering is the PowerShares Fundamental High Yield Corporate Bond Portfolio ETF (NYSEARCA: PHB ). I’ll be performing a substantial portion of my analysis along the lines of modern portfolio theory, so my goal is to find ways to minimize costs while achieving diversification to reduce my risk level. Expense Ratio The expense ratio is .50%, which is high for a bond fund. That should be a material concern to investors. With yields being relatively low by historic measurements, high expense ratios can quickly create a drag on returns. Credit The credit rating allocations are about what you might expect for a “high yield” bond ETF. Simply put, most of the holdings should be junk bonds and they are. I appreciate that Invesco, the fund sponsor, includes the rating data from both S&P and Moody’s. Maturity The maturity range feels fairly standard for a junk bond ETF. No allocation to bonds longer than 10 years and a heavy focus on the 5 to 10 year range. I’d like to see a yield a little higher than 4.51% for investing in the ETF. The exposure to the 5-10 year range feels a little bit heavy for the yield. I would have expected a heavier portion of the portfolio to be in the 1 to 5 year range. Sector When it comes to the sector allocations, I can’t help but appreciate the way PHB did this. The portfolio structure is extremely diversified when it comes to sectors. The one area that is very notably overweight is the consumer discretionary sector. Because that sector is heavily weighted in the junk bond portfolio, I wouldn’t want to be using an allocation to any ETF that was specifically focused on the consumer discretionary sector. Junk bonds, by definition, are bonds with credit concerns. I wouldn’t want to risk being screwed on equity prices while seeing the bond holdings drop in value because of bankruptcies in the sector. As long as this fund is not combined with a position in the consumer discretionary segment or the energy segment, the fund looks like a nice fit for slipping into a portfolio to increase the yield. The goal here is to improve the income from the portfolio so that investors can live off the income without having to sell off any of the principal. Building the Portfolio The sample portfolio I ran for this assessment is one that came out feeling a bit awkward. I’ve had some requests to include biotechnology ETFs and I decided it would be wise to also include a the related field of health care for a comparison. Since I wanted to create quite a bit of diversification, I put in 9 ETFs plus the S&P 500. The resulting portfolio is one that I think turned out to be too risky for most investors and certainly too risky for older investors. Despite that weakness, I opted to go with highlighting these ETFs in this manner because I think it is useful to show investors what it looks like when the allocations result in a suboptimal allocation. The weightings for each ETF in the portfolio are a simple 10% which results in 20% of the portfolio going to the combined Health Care and Biotechnology sectors. Outside of that we have one spot each for REITs, high yield bonds, TIPS, emerging market consumer staples, domestic consumer staples, foreign large capitalization firms, and long term bonds. The first thing I want to point out about these allocations are that for any older investor, running only 30% in bonds with 10% of that being high yield bonds is putting yourself in a fairly dangerous position. I will be highlighting the individual ETFs, but I would not endorse this portfolio as a whole. The portfolio assumes frequent rebalancing which would be a problem for short term trading outside of tax advantaged accounts unless the investor was going to rebalance by adding to their positions on a regular basis and allocating the majority of the capital towards whichever portions of the portfolio had been underperforming recently. Because a substantial portion of the yield from this portfolio comes from REITs and interest, I would favor this portfolio as a tax exempt strategy even if the investor was frequently rebalancing by adding new capital. The portfolio allocations can be seen below along with the dividend yields from each investment. Name Ticker Portfolio Weight Yield SPDR S&P 500 Trust ETF SPY 10.00% 2.11% Health Care Select Sect SPDR ETF XLV 10.00% 1.40% SPDR Biotech ETF XBI 10.00% 1.54% iShares U.S. Real Estate ETF IYR 10.00% 3.83% PowerShares Fundamental High Yield Corporate Bond Portfolio ETF PHB 10.00% 4.51% FlexShares iBoxx 3-Year Target Duration TIPS Index ETF TDTT 10.00% 0.16% EGShares Emerging Markets Consumer ETF ECON 10.00% 1.34% Fidelity MSCI Consumer Staples Index ETF FSTA 10.00% 2.99% iShares MSCI EAFE ETF EFA 10.00% 2.89% Vanguard Long-Term Bond ETF BLV 10.00% 4.02% Portfolio 100.00% 2.48% The next chart shows the annualized volatility and beta of the portfolio since October of 2013. (click to enlarge) Risk Contribution The risk contribution category demonstrates the amount of the portfolio’s volatility that can be attributed to that position. You can see immediately since this is a simple “equal weight” portfolio that XBI is by far the most risky ETF from the perspective of what it does to the portfolio’s volatility. You can also see that BLV has a negative total risk impact on the portfolio. When you see negative risk contributions in this kind of assessment it generally means that there will be significantly negative correlations with other asset classes in the portfolio. The position in TDTT is also unique for having a risk contribution of almost nothing. Unfortunately, it also provides a weak yield and weak return with little opportunity for that to change unless yields on TIPS improve substantially. If that happened, it would create a significant loss before the position would start generating meaningful levels of income. A quick rundown of the portfolio I put together the following chart that really simplifies the role of each investment: Name Ticker Role in Portfolio SPDR S&P 500 Trust ETF SPY Core of Portfolio Health Care Select Sect SPDR ETF XLV Hedge Risk of Higher Costs SPDR Biotech ETF XBI Increase Expected Return iShares U.S. Real Estate ETF IYR Diversify Domestic Risk PowerShares Fundamental High Yield Corporate Bond Portfolio ETF PHB Strong Yields on Bond Investments FlexShares iBoxx 3-Year Target Duration TIPS Index ETF TDTT Very Low Volatility EGShares Emerging Markets Consumer ETF ECON Enhance Foreign Exposure Fidelity MSCI Consumer Staples Index ETF FSTA Reduce Portfolio Risk iShares MSCI EAFE ETF EFA Enhance Foreign Exposure Vanguard Long-Term Bond ETF BLV Negative Correlation, Strong Yield Correlation The chart below shows the correlation of each ETF with each other ETF in the portfolio. Blue boxes indicate positive correlations and tan box indicate negative correlations. Generally speaking lower levels of correlation are highly desirable and high levels of correlation substantially reduce the benefits from diversification. (click to enlarge) Conclusion This is a solid fund in most aspects. I’d like to see a slightly higher yield for the level of duration risk but that isn’t too bad. The expense ratio could use some work, but it still has some merit in a portfolio. The most interesting thing for investors is that the fund has a fairly high correlation with the S&P 500. When investors are using modern portfolio theory, they may notice that bonds typically have a higher correlation with REITs than with the S&P 500. In this portfolio the REIT exposure is coming from IYR. PHB has a correlation of only .39 with the REITs while posting .60 with the S&P 500, so that should be an interesting factor for investors. Essentially this is suggesting that this kind of junk bond fund makes more sense beside equity REITs than it does with the S&P 500. In short, if investors are using equity REITs as a major source of income, they may want to consider diversifying that position to include one in junk bonds due to the lower correlation of the two investments. Since both investments produce a material amount of current income that is an appealing factor for the dividend growth investor that needs a little more yield. On the other hand, investors that are going very heavy on domestic equity (excluding REITs) would be better served by long term treasury ETFs because the correlation between junk bonds and the S&P 500 is a little too high.

Investing In Biotech: Tekla CEFs Or IBB?

Summary Biotechnology companies have experienced a sharp selloff, leaving many of them at favorable valuation. Some might consider this a timely opportunity for investing in biotech. One can invest in the biotech sector via passively managed ETFs or actively managed closed-end funds. Here, I compare the CEF alternatives for biotech to IBB. Biotech has been battered recently. Early in the year, there was all that talk of bubbles, which became something of a self-fulfilling prophecy, culminating in a lot of air slowly leaking from the inflated category. Then, the entire market entered its long-predicted, long-awaited correction and biotech dropped along with it. Finally, last Friday, the NY Times and Hillary Clinton piled on, taking issue with excesses by some in the industry, and the category tumbled as the week began. Depending on your view of things, biotech is dead in the water for the foreseeable future and to be avoided, or it’s become horridly oversold and ripe with bargains. If you’re in the first category, you might as well stop here because everything that follows is predicated on the point of view that biotech has generally fallen well below fair price levels. Morningstar’s analytics tend to agree. Here’s its view of the industry as of Sept. 21, which considers the industry to be 14% under fair value: (click to enlarge) It can, of course, go lower, but it hasn’t been this low since 2011. Ok, you’re still reading. Either you agree that biotech is an investable industry or you’re just hanging around to hear more. But, I’m not going to discuss the merits of the industry. That’s been done repeatedly and eloquently by others. DoctoRx is a particularly knowledgeable interpreter of the biotech space; his articles and instablogs are required reading on the topic. What I want to do is explore opportunities for investing in the industry. There are certainly very attractive individual holdings, but my inclination, especially in a volatile and unpredictable area such as this, is to invest broadly using ETFs and CEFs (closed-end funds). That will be the today’s topic. I’ll focus on one ETF and two CEFs. The ETF: iShares NASDAQ Biotechnology ETF (NASDAQ: IBB ) IBB is the standard bearer for biotechnology investors. The fund’s inception date is Feb. 5, 2001. It holds net assets of just over $9B in 145 names. Holdings break down at about 79% Biotechnology, 15% Pharmaceuticals, and 6% in Life- and Bio-Sciences Tools, Services and Supplies. The expense ratio is 0.48%. IBB is indexed to the NASDAQ Biotechnology Index. Components of the index must be listed on the NASDAQ, have a market cap of at least $200M, and trade an average daily volume of at least 100,000 shares. The ETF’s top holdings are: The Closed-End Funds: Tekla Capital Management Two closed-end funds have a longer history in biotechnology. Both are from Tekla Capital Management. Tekla Healthcare Investors (NYSE: HQH ) has an inception date of April 23, 1987. Tekla Life Sciences Investors (NYSE: HQL ) began on May 8, 1992. So, both funds have a long history behind them. The Tekla funds are very similar but have important distinctions. From the Tekla website : “HQH … is broadly based in healthcare. HQL is more focused on life science technology, … expanding the biotechnology focus a bit to include more agricultural biotechnology and environmental technology. Both Funds hold small emerging growth companies, however, given HQL’s technology focus the holdings tend to be somewhat smaller and a little more volatile. The Funds share the same portfolio manager, Daniel R. Omstead, PhD.” HQH has $1.21B in assets under management; HQL has $0.52B. Management fees are 1.13% for HQH and 1.32% for HQL. Top holding for the CEFs are: (click to enlarge) For most closed-end funds, income is a major consideration; HQH and HQL are no exceptions. The funds have a managed distribution policy that distributes 2% of the funds’ net asset values to shareholders quarterly. One can opt to receive the distributions in cash. However, befitting an investment arena that is primarily growth oriented, the default option is for shareholders to reinvest the distributions by receiving them as stock. Not surprisingly, as few of the funds’ holdings pay dividends, distributions are primarily from capital gains. If, however, gains are insufficient to meet the distribution, shareholders are paid return of capital. For both funds, the managers had to resort to return of capital for only two of their quarterly distributions, these for the first two quarters of 2009. Thus, for 28 years [HQH] and 23 years [HQL] have been able to return 8% annually to shareholders from capital gains and income with only 2 misses during the depths of the worst recession since the depression. Currently, HQH is priced at a slight discount (-1.13%) to its NAV and HQL is priced at a slight premium (0.71%). For both, premium/discount levels move up and down regularly. They tend to track each other closely for this metric. (click to enlarge) Performance Total performance for the ETF and the two CEFs over intervals covering up to the past five years is shown below (based on monthly data through Sept. 1, 2015, from Yahoo Finance). (click to enlarge) There is little to differentiate the funds on a performance basis. HQH has not outperformed both of the other two for any of these time spans. HQL has done so, primarily on the basis of its strong performance TTM. HQL’s returns are, as expected, somewhat more volatile. We can see this in this chart of rolling 12-month returns since 2007 (through Sept. 1, 2015). (click to enlarge) The CEFs seem to have deeper troughs, notably through the recession and during early 2014. Premiums and discounts affect the CEFs but not the ETF. The 2014 shortfall is to some large extent a consequence of the funds falling into deep discount valuations. IBB fell well below the CEFs in 2011. I’ve not done a maximum drawdown analysis, but it seems probable that IBB wins on that front but not by a large margin depending on the time frame being considered. HQH has better risk-adjusted returns as shown in this table (data for 3 years from Morningstar). IBB fares least well with its standard deviation indicating a much more volatile fund. HQH, HQL or IBB? It is interesting that there is little to distinguish these three funds on a performance basis over a substantial time scale. From reading the objectives, one might expect more divergence in the performance figures. However, looking at the top holdings, it is clear that, at least for the top ends of the funds’ portfolios, they are fishing in nearly identical ponds. One might be inclined toward the CEFs on those occasions when an investment can be timed to catch a deep discount. An entry at a -6% to -8% discount can cushion downside movements as they occur. And, as we see in the premium/discount charts above, those discounts have consistently returned to premiums over time. On the other hand, I would tend to avoid an entry into either HQH or HQL at any appreciable premium valuation in favor of purchasing IBB. One strategy might be to buy HQH or HQL when the discount is highly favorable, hold the CEF until it moves to a premium, then sell and invest the proceeds in IBB, repeating the cycle as appropriate. Income is a factor. For the investor interested in generating income, the CEFs are the clear choice. One could, of course, hold IBB and sell 2% of shares each quarter and likely end up in about the same place. But, to my mind, it is easier to simply have the fund managers do it for you. A strong advantage of HQH and HQL over nearly all other income-generating CEFs is their long record of increasing principal even after providing a payment of 8% on NAV annually. For both funds, market price has more than doubled over 5 years, and that’s after paying out 2% on NAV each quarter. This puts them at the very top of all closed-end funds. To illustrate how the funds would have rewarded an income investor, I present this chart showing total return (distributions reinvested) and price return (distributions taken as cash) for IBB, HQH, HQL and two equity-income CEFs from Eaton Vance. One is an unleveraged option-income fund (NYSE: ETV ); the other is a leveraged global equity fund (NYSE: ETG ). These may not be the best performers, but neither has been a laggard and, taken together, I think they are reasonably, albeit arbitrary, representatives of equity CEFs. (click to enlarge) The red-orange line shows growth of the fund with income withdrawn. HQH grew 160% while providing 8% cash to its investors annually. HQL grew 170% with the same cash yield. ETV and ETG generated higher distribution yields, but did so with essentially no growth of capital over the five years. For the investor focused primarily on growth, either of the CEFs has provided returns to IBB when held with the default option of taking the distributions as shares (blue lines). In closing, I’ll mention that there are other ETFs available to the biotech investor. I’ll be following up with a survey of those alternatives.