2nd UPDATE:Regulators Issue Alert Warning About Leveraged ETFs
August 18 2009 - 4:31PM
Dow Jones News
Regulators have issued an investor alert, warning retail
investors that leveraged and inverse exchange-traded funds are
"highly complex financial products" that "can turn into a minefield
for buy-and-hold investors."
The Securities and Exchange Commission and the Financial
Industry Regulatory Authority issued the alert, titled "Leveraged
and Inverse ETFs: Specialized Products with Extra Risks for
Buy-and-Hold Investors," on Tuesday.
The regulators advise investors to consider leveraged and
inverse ETFs only if they're confident the product can help meet
their objectives, and if they're knowledgeable about and
comfortable with their risks. Investors should consider seeking the
advice of an investment professional, said the alert, which was
posted to the SEC's Web site.
It follows a June regulatory notice from Finra, which reminded
brokers and securities firms of their sales-practice obligations
related to these complex financial products.
"We wanted to alert investors to some of our concerns about
leveraged and inverse ETFs, because I think investors may be
confused about how to best use these products appropriately in
their investment portfolios," said John Gannon, Finra's senior vice
president for investor education. "Over time, leveraged and inverse
ETFs can deviate substantially from the performance of the
underlying benchmark, particularly in volatile periods."
The alert is meant to make sure that both investment
professionals and investors are appropriately using leveraged and
inverse ETFs as part of an investment program, Gannon said.
Some brokers stopped selling the products or changed their sales
practices in the wake of Finra's June notice.
ProShare Advisors LLC, which sells leveraged and inverse ETFs,
said, "We are very pleased that the SEC and Finra confirmed that
the funds can be suitable to hold for periods longer than one day
for a variety of strategies."
The regulators' alert says, "While there may be trading and
hedging strategies that justify holding these investments longer
than a day, buy-and-hold investors with an intermediate or
long-term time horizon should carefully consider whether these ETFs
are appropriate for their portfolio."
New York-based law firm Labaton Sucharow LLP filed a lawsuit in
the U.S. District Court for the Southern District of New York
earlier this month, which alleges that ProShare and other parties
violated a securities act by failing to disclose risks inherent in
its ProShares UltraShort Real Estate fund (SRS), an inverse
leveraged ETF, including the risk of a "spectacular trading
error."
ETFs trade daily on exchanges like stocks. Leveraged ETFs,
sometimes labeled "ultra" or "2X," use futures or derivatives to
multiply the daily returns of an index, sometimes striving to
double or triple the return. Inverse ETFs seek to return the
opposite of the index, or double or triple the opposite of the
return of the index.
The alert notes that most leveraged and inverse ETFs reset
daily, meaning they're designed to achieve their objectives on a
daily basis. Their performance over longer periods can differ
significantly from the performance of their benchmark and this
effect can be magnified in volatile markets, it says.
"I think it's very counterintuitive to most people that these
investment products reset every day and therefore they don't
necessarily track the underlying index over an extended period of
time - they have a lot of tracking error over time," said Gannon.
"That's unusual for an ETF. Most ETFs track their underlying index
very closely over an extended period."
Scott Burns, director of ETF analysis at investment-research
firm Morningstar Inc., said the alert may portend regulatory
action.
"This looks like it's definitely on their radar, and they're
getting serious about advising people about the risks of these
products for buy-and hold investors," said Burns. "That's something
we've always said. These are trading vehicles, and they do have
amplified risks. At least if you're trading them, you won't be
subject to some of the vagaries of the mathematics, the compounding
and the volatility drag. Every day you hold one of these longer
than a day, the probability that it will deviate from its benchmark
goes up."
Ken Leon, an equity analyst with Standard & Poor's, said, "I
think it adds gravity to the importance of the views of regulators
having both the SEC staff and Finra come out with very direct
explanations of ETFs and the potential risks of leveraged and
inverse ETFs when they're used for investment purposes more than on
a daily basis. This was a concerted effort by two regulatory bodies
to make sure that the market and, particularly, investment advisers
provide all the caveats to their clients about investing or trading
in inverse or leveraged ETFs."
It remains to be seen whether providers of these ETFs will
terminate the products or "just continue based on the interest the
market has," Leon said.
-By Daisy Maxey, Dow Jones Newswires; 212 416 2237;
daisy.maxey@dowjones.com