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Yield Curve Steepens the Most Since 2017: ETFs to Win/Lose

Published 01/13/2021, 01:00 AM
Updated 07/09/2023, 06:31 AM
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Rates have been rising fast in the United States over the past few weeks on growing risk appetite and reflationary optimism. First,vaccine rollout has given a material boost to the U.S. treasury yields. And now hopes that president-elect Joe Biden will be able to inject more fiscal stimulus (thanks to the Democratic control over Senate) have been pushing rates even higher.

Last Friday, Biden called for additional financial relief for Americans “now” after the downbeat December U.S. jobs report that recorded job losses for the first time in eight months. Biden is due to detail his spending plans on Thursday. After Democrat’s Senate win, $2,000 stimulus checks appear as a possibility.

Democrats have been in favor of a fatter stimulus package. If the proposal gets through, direct payment to Americans “per adult and child” will more than triple from the previous announcement of $600 (read: 5 ETF Areas to Gain on COVID-19 Stimulus Deal).

Meanwhile, the Fed stayed put with the rock-bottom levels of rates and has not signaled any hurry to hike the same in the near future. Both factors led to a steepening U.S. yield curve. The 10-year U.S. Treasury yield edged toward 1.2%, making the yield curve the steepest since May 2017.

As of Jan 12, the yield on the benchmark U.S. treasury was 1.15% while the yield on the two-year treasury was 0.14%. Notably, the yield on the benchmark U.S. treasury was 0.93% at the start of the month versus 0.11% yield recorded on the two-year U.S. treasury.

However, Atlanta Federal Reserve President Raphael Bostic said on Jan 11 that interest rates could rise sooner than forecast as the economy might recover faster than expected from the COVID-19 crisis. The rate hike cycle may start by mid-2022 or early 2023.

Accommodative Fed policies have boosted inflation expectations considerably in recent weeks. The 10-year U.S. breakeven inflation rate, a proxy for annual inflation expectations, was 2.06% on Jan 11. Against this backdrop, below we highlight a few ETFs that might gain/lose ahead.

Winners

SPDR S&P Bank ETF (KBE)

The biggest winner of the steepening yield curve is the banking sector.Bargain hunting also added some gains. As banks seek to borrow money at short-term rates and lend at long-term rates, a steepening yield curve will earn more on lending and pay less on deposits, thereby leading to a wider spread. This will expand net margins and increase banks’ profits.

iShares Russell 2000 ETF (IWM)

Rising rates may add strength to the U.S. dollar. This is going to favor small-cap stocks which are more domestically exposed. Since these companies do not have much exposure to international markets, a higher greenback does not bother their profitability.

Losers

SPDR Gold Shares (NYSE:GLD) (GLD)

Gold prices slide on a higher greenback. Selling pressure in the gold market built up lately on expectations of faster-than-expected economic recovery and the resultant risk-on sentiments. The fund GLD lost 4.7% in the past three months.

Utilities Select Sector SPDR Fund XLU

Utilities is a rate-sensitive sector, which tends to perform well in a declining-rate environment. Since the latest risk-on sentiments steepened the yield curve slightly, the sector took a beating. The fund XLU lost 4.3% in the past three months.

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SPDR Gold Shares (GLD): ETF Research Reports

Utilities Select Sector SPDR ETF (NYSE:XLU): ETF Research Reports

iShares Russell 2000 ETF (IWM): ETF Research Reports

SPDR S&P Bank ETF (KBE): ETF Research Reports

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