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A Closer Look at May Fund Flows: Equity ETFs Defy ‘Sell in May’

Money Market funds reversed a two-month trend of outflows, reeling in $62.3B in May.

This image is a bar chart from YCharts displaying May 2024 asset flows across various broad categories for mutual funds and ETFs, expressed in millions of dollars. The categories include Money Market, Equity, Fixed Income, Alternative, Commodities, Convertibles, Miscellaneous, and Allocation. Money Market funds recorded the highest inflow at $62,274 million, followed by Equity at $39,164 million, and Fixed Income at $30,269 million. Alternative, Commodities, and Convertibles categories have smaller inflows. Conversely, the Miscellaneous and Allocation categories show outflows of $2,038 million and $11,390 million, respectively.

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Contrary to the adage “sell in May and go away,” Equity funds rebounded from a net negative April, capturing $39.2B in net inflows, driven predominantly by a $58B influx into equity ETFs—a sign of sustained investor confidence in the stock markets. Similarly, Fixed Income funds continued to appeal to investors, securing $30.3B in inflows, including $24.4B into Fixed Income ETFs.

This image is a bar chart from YCharts showing May 2024 asset flows within various broad categories for ETFs, presented in millions of dollars. The categories represented include Equity, Fixed Income, Alternative, Convertibles, Commodities, and Miscellaneous. Equity ETFs lead with a significant inflow of $57,989 million, followed by Fixed Income at $24,418 million, and Alternative at $3,360 million. Smaller inflows are noted for Convertibles and Allocation. In contrast, Commodities and Miscellaneous categories exhibit outflows, noted at $166 million and $2,087 million respectively.

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Active ETFs vs Passive ETFs

According to a 2023 survey by the Money Management Institute, 42% of asset managers currently support active ETFs, and an additional 33% plan to do so soon. Moreover, among those asset managers who already offer active ETFs, 75% plan to increase their support for this type of investment vehicle.

One reason behind this trend is the growing demand for active ETFs from wealth managers, with 89% already using these vehicles. Of those currently using active ETFs, 42% have expressed their intention to increase their focus on this investment option.

Of the $24.4B that went into Fixed Income ETFs in May, $7B (or 29%) came from active strategies. Furthermore, from May 2023 until May 2024, $55.7B went into active fixed income ETFs, representing 28% of those flows during that time despite only making 14% of fixed income ETF AUM.

This image is a table from YCharts displaying the comparison between active and passive Fixed Income ETFs as of May 31, 2024. The table is divided into columns showing total Assets Under Management (AUM) in billions, percentage of total AUM, flows in May 2024, percentage of May 2024 flows, flows from May 2023 to May 2024, and the percentage of these flows. Active Fixed Income ETFs hold $213.17 billion in AUM, representing 13.6% of the total, with $7.04 billion in flows in May 2024, accounting for 28.8% of the month's flows. Passive Fixed Income ETFs, on the other hand, hold $1,359.18 billion or 86.4% of total AUM, with $17.38 billion in flows in May 2024, which is 71.2% of the month's flows. The YTD flows as of May 2024 show active funds receiving $34.15 billion (40.1% of the year's flows) and passive funds receiving $51.01 billion (59.9%).

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Active equity ETFs accounted for 17.8% of all equity ETF inflows in May, 26% of flows in 2024, and 19% from May 2023 through May 2024, despite making up 5% of AUM.

This image is a table from YCharts that compares active and passive Equity ETFs as of May 31, 2024. It shows various metrics such as total Assets Under Management (AUM) in billions, percentage of total AUM, and flows within different periods. Active Equity ETFs have an AUM of $369.51 billion, accounting for 5.3% of the total, with inflows of $10.31 billion in May 2024, which represents 17.8% of the month's flows. Passive Equity ETFs dominate with $6,663.78 billion in AUM, making up 94.7% of the total, and inflows of $47.68 billion in May 2024, or 82.2% of that month's flows. Year-to-date flows as of May 2024 show active funds receiving $53.15 billion (25.55% of the year's flows) and passive funds receiving $154.85 billion (74.45%).

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Which Equity ETFs Are Advisors Choosing?

According to the latest findings from Brown Brothers Harriman’s 11th Annual Global ETF Investor Survey, 82% of advisors plan to increase their ETF allocations over the next 12 months, highlighting ETFs’ growing role in modern investment strategies.

Regarding portfolio construction, 33% of US-based advisors incorporate ETFs as core portfolio holdings due to their broad market access and cost efficiency, and 44% embed them into model portfolios, indicating their integral role in standardized investment strategies.

This is highlighted by the growth in funds like Vanguard S&P 500 ETF (VOO) and SPDR® Portfolio S&P 500® ETF (SPLG), which have brought in $40.6B and $8B so far in 2024, respectively. Based on equity assets gathered this year, these funds rank first and fourth across asset managers with over $1T in ETF AUM.

This image is a table from YCharts detailing fund flows from ETF issuers with more than $1 trillion in ETF assets under management (AUM) as of May 31, 2024. The table lists various ETFs by symbol and name, showing May 2024 fund share class flows, 2024 fund share class flows, share class AUM, 2024 flows as a percentage of AUM, and 2024 total returns as of May 31, 2024. For instance, the Vanguard S&P 500 ETF (VOO) leads with May flows of $35.88 billion and $94.46 billion for the year, representing 1.77% of its total AUM of $5,345.60 billion, with a 6.02% return as of May 31, 2024. Other ETFs like iShares Core S&P 500 ETF (IVV) and Vanguard Total Stock Market ETF (VTI) also show significant inflows and returns. One ETF, the iShares S&P 500 Value ETF (IVE), shows a minor outflow in May but positive flows for the year.

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47% of US-based advisors use ETFs as satellite positions to enhance specific exposures or achieve tactical goals. Advisors have allocated over $22B combined to Invesco QQQ Trust (QQQ), Invesco NASDAQ 100 ETF (QQQM), and VanEck Semiconductor ETF (SMH) in 2024 to participate in emerging trends in technology like artificial intelligence. 

While funds like Pacer US Cash Cows 100 ETF (COWZ), Invesco S&P 500® Equal Weight ETF (RSP), and Capital Group Dividend Value ETF (CGDV) have allowed investors to differentiate their equity allocations via weight or underlying holdings.

This image is a table from YCharts detailing fund flows from ETF issuers with less than $1 trillion in ETF assets under management (AUM) as of May 31, 2024. It lists various ETFs by symbol and name, showing May 2024 fund share class flows, 2024 fund share class flows, share class AUM, 2024 flows as a percentage of AUM, and 2024 total returns as of May 31, 2024. The Invesco QQQ Trust (QQQ) leads with May flows of $22.11 billion and $113.55 billion for the year, representing 6.73% of its total AUM of $1,687.69 billion, with a 6.29% return as of May 31, 2024. Other ETFs like the BlackRock U.S. Equity Factor Rotation ETF (DYNF) and Invesco NASDAQ 100 ETF (QQQM) also show significant inflows and returns. One ETF, the Invesco S&P 500® Equal Weight ETF (RSP), shows a minor outflow in May but positive flows for the year.

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Active ETFs have been surging in popularity. BBH’s survey shows that 28% of US-based advisors are most interested in actively managed ETFs. 37% of advisors use active ETFs as core elements in their portfolios, while another 37% use the vehicles as satellites that provide the potential for income, risk mitigation, or alpha.  

28% reported being most interested in defined outcome ETFs as a way to mitigate risk (their growth was highlighted in last month’s report). When looking at active ETFs that are designed to generate alpha (versus income or risk mitigation), BlackRock U.S. Equity Factor Rotation ETF (DYNF) Capital Group Dividend Value ETF (CGDV), and Avantis US Small Cap Value ETF (AVUV) have been some of the most popular active strategies this year, reeling in $7.5B, $2.1B, and $2.1B, respectively.

This image is a table from YCharts detailing May 2024 fund flows for active ETFs, excluding those focused on covered calls and defined outcomes, with each listed by symbol and name. The table shows fund flows for May 2024 and the year to date, alongside total assets under management (AUM), the percentage of 2024 flows relative to AUM, and total returns as of May 31, 2024.

For example, the BlackRock U.S. Equity Factor Rotation ETF (DYNF) shows a May flow of $256.67 million and year-to-date flows of $7.51 billion, which represent a significant 93.61% of its $8.03 billion AUM, with a 13.76% return as of May 31, 2024. Other ETFs like the Capital Group Dividend Value ETF (CGDV) and Avantis US Small Cap Value ETF (AVUV) also display robust inflows and healthy returns. The table provides a comprehensive overview of active ETF performance, highlighting significant investor interest and market movements.

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Biggest ETF Winners & Losers in May 2024

Across all asset classes and categories, the biggest winners in May 2024 were SPDR® S&P 500® ETF Trust (SPY), Vanguard S&P 500 ETF (VOO), iShares Core S&P 500 ETF (IVV), Invesco QQQ Trust (QQQ), and Vanguard Total Stock Market ETF (VTI).

This image is a table from YCharts showcasing the leaders in ETF fund flows for May 2024, sorted by symbol and name. The table details May 2024 fund share class flows in millions of dollars, year-to-date fund share class flows in billions, share class assets under management (AUM) in billions, 2024 flows as a percentage of AUM, and 2024 total returns as of May 31, 2024.

The SPDR S&P 500 ETF Trust (SPY) leads with the highest May flow of $83.68 billion and a significant year-to-date inflow of $306.28 billion, accounting for 3.40% of its AUM, which stands at $8,998.22 billion, with a year-to-date return of 5.34% as of May 31, 2024. Other ETFs like the Vanguard S&P 500 ETF (VOO) and the iShares Core S&P 500 ETF (IVV) also show substantial inflows and strong returns.

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These funds lost the most assets in May:

This image is a table from YCharts highlighting the ETF fund flow laggards for May 2024, listed by symbol and name. It presents May 2024 fund share class flows in millions of dollars, year-to-date fund share class flows in billions, share class assets under management (AUM) in billions, 2024 flows as a percentage of AUM, and 2024 total returns as of May 31, 2024.

For example, the Direxion Daily Semiconductor Bull 3X ETF (SOXL) shows the largest outflow in May, losing $2,442.33 million, with a year-to-date outflow of $1.99 billion, representing -18.75% of its total AUM of $10.64 billion. Despite this, it boasts a 54.88% return for the year as of May 31, 2024. Other notable ETFs facing significant outflows include the iShares Russell 2000 ETF (IWM) and the ProShares UltraPro QQQ (TQQQ), each with substantial year-to-date reductions in AUM, contrasting with their varied annual returns.

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Inflows and Outflows for Equity ETFs in May 2024

Asset flows in equity mutual funds and ETFs suggested that investors had a mixed appetite In May 2024. Only Large Blend experienced positive inflows within mutual funds, while all other style boxes faced outflows. Conversely, ETFs saw inflows in six of the nine style boxes. Despite the outflows in mutual funds, the robust inflows into ETFs led to a net-positive month for equity funds. 

A bar chart showing May 2024 fund flows into equity style boxes, broken up by mutual funds ETFs

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Here are some of May’s most popular and unpopular ETF categories and strategies:

Inflows in Large Blend ETFs

Large Blend ETFs brought in $32.1B in May and have attracted $89.6B in 2024, 3.5% of its $2.6T AUM. 

The funds that attracted the most assets in May were SPDR® S&P 500® ETF Trust (SPY), Vanguard S&P 500 ETF (VOO), and iShares Core S&P 500 ETF (IVV) with $9B, $8.3B, and $4.9B in inflows, respectively.

A table showing May 2024 ETF fund flows, ytd fund flows, total aum, and 2024 total returns for Large Blend ETFs as of May 31, 2024

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Inflows in Large Growth ETFs

Large Growth ETFs brought in $10.9B in May. The category has attracted $39.6B in 2024 so far, which is 5.3% of its $752.5B AUM. 

The fund that attracted the most assets in May was Invesco QQQ Trust (QQQ), bringing in $2.9B. It was followed by Invesco NASDAQ 100 ETF (QQQM), which attracted $1.9B, and Vanguard Growth ETF (VUG), which saw $1.3B in inflows.

A table showing May 2024 ETF fund flows, ytd fund flows, total aum, and 2024 total returns for Large Growth ETFs as of May 31, 2024

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Outflows in Leveraged Equity ETFs

Leveraged Equity ETFs, which are designed to magnify exposure in bullish or bearish directions for specific sectors, industries, or stocks, experienced $3B in outflows in May. As highlighted in our February report, these funds can often act as a barometer of market sentiment. For instance, the rise of the GraniteShares 2x Long NVDA Daily ETF (NVDL), which ballooned to $4B in AUM, is a testament to investor enthusiasm for NVIDIA (NVDA). 

Despite NVDL’s success, the broader $85.4B Leveraged Equity category has faced $5.7B in outflows in 2024. Below is a table of the funds that saw the biggest outflows in the category in May.

A table showing May 2024 fund flows, ytd fund flows, total aum, and 2024 total returns for Leveraged Equity ETFs as of May 31, 2024

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May 2024 Inflows and Outflows for Fixed Income ETFs

May was a pretty good month for Fixed Income ETFs, as all but one major category (short-term bond) positively contributed to the $24.4B that went into these ETFs. 

A bar chart showing April 2024 ETF fund flows into Fixed Income ETFs, broken up by category

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Inflows in Ultrashort Bond ETFs

Ultrashort Bond ETFs brought in $5B in May. These strategies have attracted $12.2B in 2024, 5.9% of the category’s $208.2B AUM.

The most popular strategies in May were Janus Henderson AAA CLO ETF (JAAA), iShares® 0-3 Month Treasury Bond ETF (SGOV), and Alpha Architect 1-3 Month Box ETF (BOXX), which brought in $1.4B, $1.3B, and $528M, respectively.

A table showing May 2024 ETF fund flows, ytd fund flows, total aum, and 2024 total returns for Ultrashort Bond ETFs as of May 31, 2024

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Inflows in High Yield Bond ETFs

High Yield Bond ETFs brought in $4.5B in May, offsetting some of the category’s outflows at the beginning of the year.  The category has attracted $2.9B in 2024, representing 3.8% of its $78.8B AUM. 

The most popular strategies in May were iShares iBoxx $ High Yield Corp Bond ETF (HYG), iShares Broad USD High Yield Corporate Bond ETF (USHY), and SPDR® Portfolio High Yield Bond ETF (SPHY), which brought in $2.1B, $1.1B, and $537M, respectively. 

A table showing May 2024 ETF fund flows, ytd fund flows, total aum, and 2024 total returns for High Yield Bond ETFs as of May 31, 2024

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Outflows in Short-Term Bond ETFs

Short-Term Bond ETFs saw $37M leave the category in May. It’s been a slow year for the category, bringing in $313.9M, representing less than 1% of its $117.5B AUM. Below is a table of the funds that saw the biggest outflows in the category in May.

A table showing May 2024 fund flows, ytd fund flows, total aum, and 2024 total returns for Short-Term Bond ETFs as of May 31, 2024

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Data used in this article is sourced from Morningstar data.

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