Global ETF Data

CFRA has three separate categories of ETF data; holdings, classifications and key stats data.

The classifications and reference data we capture, consists of ~90 columns that give detailed information about an ETF. These granular details include asset class, expense ratio, index name, index weighting scheme, smart beta type and specific investment objectives, and are great for everything from helping our clients understand the characteristics of an ETF, to generating meaningful peer groups.

Our holdings data, details all the constituent securities in each ETF with names, identifiers, and the weights for each security to give great transparency, and allowing our clients to fully understand the drivers behind risk or opportunity in an investment.

To complete the dataset, we collect key ETF performance data, including prices, NAV’s, flows, returns and much more, all of which is collected and published for multiple time periods.

Our data is available right now for over + 9,500 unique ETF’s globally. NB this universe will vary slightly over time as new ETF’s are bought to market and others are delisted.

{
"as_of_date": "2022-12-07",
"cfra_id": "62abed92c74a47f88981b6e78abd59bb",
"firstbridge_id": "62abed92c74a47f88981b6e78abd59bb",
"nav_annualized_return_five_year": 0.1028284109012978,
"nav_annualized_return_inception": 0.06470688311646455,
"nav_annualized_return_ten_year": 0.1294630398297223,
"nav_annualized_return_three_year": 0.09468139836901268,
"nav_return_1_year_prior": 0.2866261684643252,
"nav_return_2_year_prior": 0.18370619986274583,
"nav_return_3_year_prior": 0.3144447799539527,
"nav_return_4_year_prior": -0.04444641182741682,
"nav_return_5_year_prior": 0.21785137061483728,
"nav_return_daily": -0.0018423568872583118,
"nav_return_one_month": 0.03539598340347139,
"nav_return_one_year": -0.14734407199799993,
"nav_return_three_month": -0.013885349006641401,
"nav_return_ytd": -0.1622039569829774,
"nav_split_adjusted": null,
"nav_split_dividend_adjusted": null,
"nav_unadjusted": null,
"net_flows_1_year_prior": 28569605950.0,
"net_flows_2_year_prior": 6557027950.0,
"net_flows_3_year_prior": 8591633950.0,
"net_flows_4_year_prior": 18661405500.0,
"net_flows_5_year_prior": 30301438174.688,
"net_flows_daily": 197445771.5,
"net_flows_five_year": 87842861562.77005,
"net_flows_inception": 178418575721.29782,
"net_flows_one_month": 1831168301.8,
"net_flows_one_year": 26040265499.649986,
"net_flows_ten_year": 152535493721.2979,
"net_flows_three_month": 7511840954.000002,
"net_flows_three_year": 60449230899.65003,
"net_flows_ytd": 25836433199.64999,
"share_outstanding_split_adjusted": 764350000.0,
"share_outstanding_unadjusted": 764350000.0,
"total_net_assets": null
}

CFRA 旗下共设有三类独立的交易所交易基金（Exchange Traded Fund）数据品类，分别为持仓数据、分类数据与核心统计数据。

我们所采集的分类与参考数据包含约90个字段，可提供ETF的详细信息。此类精细化细节涵盖资产类别、费用比率、指数名称、指数加权方案、智能贝塔（Smart Beta）类型以及特定投资目标等，可广泛应用于协助客户理解ETF的产品特征，乃至构建具备参考价值的同行组别等各类场景。

我们的持仓数据会列明每只ETF的全部成分证券，包含证券名称、标识符以及各证券的权重，以此实现高度的信息透明度，帮助客户充分洞悉投资中风险或收益背后的驱动因素。

为完善该数据集，我们还收集了ETF核心业绩数据，包括价格、资产净值（Net Asset Value，NAV）、资金流、收益率等多项内容，所有数据均按多个时间周期进行采集与发布。

目前我们的数据集已覆盖全球超过9500只独特ETF。请注意：随着新ETF上市流通、旧ETF退市，该样本池会随时间产生小幅变动。

{"as_of_date": "2022-12-07", "cfra_id": "62abed92c74a47f88981b6e78abd59bb", "firstbridge_id": "62abed92c74a47f88981b6e78abd59bb", "nav_annualized_return_five_year": 0.1028284109012978, "nav_annualized_return_inception": 0.06470688311646455, "nav_annualized_return_ten_year": 0.1294630398297223, "nav_annualized_return_three_year": 0.09468139836901268, "nav_return_1_year_prior": 0.2866261684643252, "nav_return_2_year_prior": 0.18370619986274583, "nav_return_3_year_prior": 0.3144447799539527, "nav_return_4_year_prior": -0.04444641182741682, "nav_return_5_year_prior": 0.21785137061483728, "nav_return_daily": -0.0018423568872583118, "nav_return_one_month": 0.03539598340347139, "nav_return_one_year": -0.14734407199799993, "nav_return_three_month": -0.013885349006641401, "nav_return_ytd": -0.1622039569829774, "nav_split_adjusted": null, "nav_split_dividend_adjusted": null, "nav_unadjusted": null, "net_flows_1_year_prior": 28569605950.0, "net_flows_2_year_prior": 6557027950.0, "net_flows_3_year_prior": 8591633950.0, "net_flows_4_year_prior": 18661405500.0, "net_flows_5_year_prior": 30301438174.688, "net_flows_daily": 197445771.5, "net_flows_five_year": 87842861562.77005, "net_flows_inception": 178418575721.29782, "net_flows_one_month": 1831168301.8, "net_flows_one_year": 26040265499.649986, "net_flows_ten_year": 152535493721.2979, "net_flows_three_month": 7511840954.000002, "net_flows_three_year": 60449230899.65003, "net_flows_ytd": 25836433199.64999, "share_outstanding_split_adjusted": 764350000.0, "share_outstanding_unadjusted": 764350000.0, "total_net_assets": null}

搜集汇总

背景与挑战

背景概述

该数据集由CFRA提供，涵盖全球超过9,500只ETF的详细数据，包括持仓数据、分类数据和关键统计数据三大类别。分类数据包含约90个字段，用于描述ETF的资产类别、费用比率等特征；持仓数据提供成分证券的透明信息；关键统计数据则包含价格、资产净值、资金流和回报率等多时段表现指标，支持投资分析和风险管理。