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Institutional Financial Analysis

Home/Markets & Investing/INDEX FUND EXPENSE RATIO

Leveraged S&P 500 ETFs do not double long-term returns

BK

Brett Kingsley

index fund expense ratio · Apr 17, 2026

Daily gains or losses in the S&P 500 are magnified by two for investors holding the SSO Ultra S&P 500 ETF. The fund uses borrowed money to double the daily performance of the S&P 500. This leverage magnifies the downside risk: a 2% drop in the index in one day results in a 4% decline in shares.

Related Brief5h ago
etf investing

Two Institutional Managers Bet on Active Core Large-Cap Management Over Passive Indexing

Kelly Financial Services LLC and Sharkey, Howes & Javer have allocated between 1.6% and 1.7% of their reportable assets under management to a new position in the iShares Large Cap Core Active ETF (BLCR). Kelly Financial Services LLC purchased 168,755 shares for an estimated $7.3 million, a holding valued at $6.9 million by the end of the quarter. Sharkey, Howes & Javer established a stake of 284,414 shares valued at $11.7 million, representing 1.6% of its $742.3 million in reportable assets under management. Both firms entered the fund after its shares rose 54% over the past year, outpacing the S&P 500 by approximately 25 percentage points. As of April 14, 2026, shares traded at $45.16. The fund manages $4.0 billion in assets and charges a 0.36% expense ratio. Portfolio managers use fundamental and quantitative analysis to deviate from market cap-weighted indices. The position represents a choice to pay for stock selection at the highest tier of U.S. equities over low-cost indexing. The BLCR position accounts for 1.6% of Sharkey, Howes & Javer's $742.3 million in reportable assets under management.

Costs are higher for leveraged positions. The SSO net expense ratio is 0.87%, compared to the 0.02% expense ratio of the SPYM State Street SPDR Portfolio S&P 500 ETF.

Related Brief12h ago
index funds

A fund holding thousands of stocks can still be undiversified—if 10 names drive a third of its value

A fund holding thousands of stocks can still be undiversified—if 10 names drive a third of its value. As of March 31, 2026, the top 10 holdings account for approximately 34% of total market index funds, even though they represent just 0.3% of the underlying issuers. These funds, including the Vanguard Total Stock Market ETF (VTI) and the Fidelity Total Market Index Fund (FSKAX), hold 3,498 and 3,741 companies respectively. But because they are capitalization-weighted—each company’s weight determined by its total market value—the largest companies dominate. Nvidia (NVDA) alone makes up 6.2% of VTI as of February 28, 2026. Technology and communication services together account for 41% of the fund. Vanguard warns that more than 25% of the fund’s assets may be invested in issuers exceeding 5% of the portfolio, a threshold that classifies the fund as nondiversified under the Investment Company Act of 1940. That means the fund’s performance can be disproportionately hurt by a handful of stocks. An alternative is equal weighting, as seen in the Invesco S&P 500 Equal Weight ETF (RSP), where no single holding exceeds 0.28% and tech and communication services make up 22.5% of the portfolio. By contrast, the cap-weighted Vanguard S&P 500 ETF (VOO) allocates 7.31% to its largest holding and 43.9% to those sectors. But equal weighting demands constant rebalancing—buying losers and selling winners—which creates high turnover, higher fees, and higher volatility, undermining the core purpose of diversification: risk reduction. Nobel Laureate William Sharpe defined true diversification as owning all traded stocks and bonds globally in proportion to their market value. A cap-weighted total market index fund does exactly that for US stocks, reflecting the aggregate judgment of all investors. No other US stock fund offers broader exposure to the entire market.

Doubling daily performance does not translate to doubling long-term performance. The average annual return for SSO since June 2006 is 14.5%. For the same period, SPYM's average annual return since November 2005 is 10.7%. Over the last five years, SSO gained more than 105%, while SPYM gained 65.3%. Long-term returns for SSO are not twice the returns of SPYM.

Related Brief2d ago
etf

Financial Advisory Corp. Allocates 3.8% of Assets to December 2027 Treasury ETF

Financial Advisory Corp. now holds the iShares iBonds Dec 2027 Term Treasury ETF (IBTH) as 3.8% of its reportable assets. This position was established after the firm purchased 245,584 shares of the fund, an estimated transaction value of $5.52 million. The quarter-end value of the position increased by $5.47 million, reflecting both the share addition and price changes. The trade represents a 0.77% shift in the fund's 13F reportable assets under management. This allocation is part of a broader strategy of building a bond ladder, as the firm also purchased more than 1.5 million shares of the iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) in the first quarter of 2026. The fund's 13F reportable assets under management shifted by 0.77%.

index fund expense ratio

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