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Weekly Market UpdateIssue 002Aug 23, 2026Broad markets5 min read

Equity leadership reversed while commodities retained the lead

Former equity leaders weakened during the quarter as commodities remained strong and long-duration bonds stayed under pressure.

Data through Aug 20, 2026Subscribe

The take

Equity leadership rotated toward prior laggards, commodities remained the strongest cross-asset exposure, and bonds did not confirm a broad defensive shift.

Leadership: the YTD-versus-QTD rank correlation across 16 equity exposures was −0.72.
Real assets: Broad Commodities returned +16.7% QTD and +39.1% YTD.
Rates: Long Treasuries returned −4.4% QTD and −5.2% YTD.

What is leading, and over what horizon

One row per market exposure, nine horizons across. A move that leads over a day often lags over a decade, and the point of putting them side by side is that you can see which is which.

What is leading, and over what horizon. Total return, from adjusted closes. Data through Aug 20, 2026.
ExposureWTDMTDQTDYTD1Y
U.S. large capIVVU.S. large cap, Week to date: down 1.9 percentU.S. large cap, Month to date: up 2.1 percentU.S. large cap, Quarter to date: up 2.3 percentU.S. large cap, Year to date: up 11.9 percentU.S. large cap, 1 year: up 21.1 percent
U.S. large cap, equal weightRSPU.S. large cap, equal weight, Week to date: down 1.1 percentU.S. large cap, equal weight, Month to date: up 2.5 percentU.S. large cap, equal weight, Quarter to date: up 3.5 percentU.S. large cap, equal weight, Year to date: up 15.9 percentU.S. large cap, equal weight, 1 year: up 22.3 percent
U.S. small capIJRU.S. small cap, Week to date: down 2.2 percentU.S. small cap, Month to date: up 0.6 percentU.S. small cap, Quarter to date: down 1.3 percentU.S. small cap, Year to date: up 21.8 percentU.S. small cap, 1 year: up 33.7 percent
Developed ex-U.S.EFADeveloped ex-U.S., Week to date: down 1.2 percentDeveloped ex-U.S., Month to date: up 1.7 percentDeveloped ex-U.S., Quarter to date: up 3.3 percentDeveloped ex-U.S., Year to date: up 11.8 percentDeveloped ex-U.S., 1 year: up 22.9 percent
Emerging marketsEEMEmerging markets, Week to date: down 0.1 percentEmerging markets, Month to date: up 3.9 percentEmerging markets, Quarter to date: down 2.6 percentEmerging markets, Year to date: up 21.8 percentEmerging markets, 1 year: up 37.4 percent
JapanEWJJapan, Week to date: down 4.3 percentJapan, Month to date: up 2.0 percentJapan, Quarter to date: up 1.1 percentJapan, Year to date: up 17.4 percentJapan, 1 year: up 26.2 percent
ChinaMCHIChina, Week to date: up 2.0 percentChina, Month to date: down 0.5 percentChina, Quarter to date: up 8.8 percentChina, Year to date: down 7.0 percentChina, 1 year: down 2.8 percent
U.S. aggregate bondsAGGU.S. aggregate bonds, Week to date: down 0.2 percentU.S. aggregate bonds, Month to date: up 0.5 percentU.S. aggregate bonds, Quarter to date: down 1.2 percentU.S. aggregate bonds, Year to date: down 2.1 percentU.S. aggregate bonds, 1 year: up 2.5 percent
Long TreasuriesTLTLong Treasuries, Week to date: down 0.3 percentLong Treasuries, Month to date: up 0.5 percentLong Treasuries, Quarter to date: down 4.4 percentLong Treasuries, Year to date: down 5.2 percentLong Treasuries, 1 year: down 1.3 percent
High yieldHYGHigh yield, Week to date: down 0.3 percentHigh yield, Month to date: up 0.6 percentHigh yield, Quarter to date: down 0.1 percentHigh yield, Year to date: down 0.8 percentHigh yield, 1 year: up 5.1 percent
Cash / Treasury billsBILCash / Treasury bills, Week to date: up 0.1 percentCash / Treasury bills, Month to date: up 0.2 percentCash / Treasury bills, Quarter to date: up 0.5 percentCash / Treasury bills, Year to date: up 2.3 percentCash / Treasury bills, 1 year: up 3.9 percent
GoldGLDGold, Week to date: up 4.1 percentGold, Month to date: up 11.8 percentGold, Quarter to date: up 12.7 percentGold, Year to date: up 4.8 percentGold, 1 year: up 32.6 percent
Broad commoditiesDBCBroad commodities, Week to date: up 4.5 percentBroad commodities, Month to date: up 5.6 percentBroad commodities, Quarter to date: up 16.7 percentBroad commodities, Year to date: up 39.1 percentBroad commodities, 1 year: up 47.2 percent
U.S. real estateVNQU.S. real estate, Week to date: up 0.0 percentU.S. real estate, Month to date: down 0.4 percentU.S. real estate, Quarter to date: up 2.3 percentU.S. real estate, Year to date: up 11.4 percentU.S. real estate, 1 year: up 15.0 percent

Total return, from adjusted closes. Data through Aug 20, 2026. marks an observation we do not have. Annualised horizons are rates per year; the shorter horizons are cumulative.

Chart of the week

The year's equity leaders are this quarter's laggards

Scatterplot of 16 equity exposures. Year-to-date return is on the horizontal axis and quarter-to-date return is on the vertical axis. Higher year-to-date exposures generally have lower quarter-to-date returns.

MomentumSmallEMJapanEqual wt.MidQualityGrowthEuropeLargeDev. ex-U.S.REITsValueInfra.Min vol.ChinaYear-to-date total returnQuarter-to-date total return0%
ShowsYear-to-date and quarter-to-date total return for the 16 equity exposures in Core Markets.
Why it mattersTheir return ranks have a −0.72 correlation; the same statistic is +0.15 across all 27 Core Markets exposures.
MonitorWhether the equity-only correlation remains materially negative as the quarter lengthens.

Source: Adjusted closes via security_measures and exact period anchors; deterministic 2026-08-20 editorial dry run. · Data through Aug 20, 2026

Equity leadership reversed

  • The six highest-ranked YTD equity exposures averaged −1.9% QTD.
  • The six lowest-ranked YTD equity exposures averaged +3.6% QTD.
  • The YTD-versus-QTD Spearman rank correlation across 16 equity exposures was −0.72.
  • U.S. Momentum returned −11.0% QTD; U.S. Minimum Volatility returned +4.4%.
ReadingThe measurement describes a rotation in relative leadership, not a broad collapse in equity participation.
ConfirmThe relationship is confirmed if the 16-exposure rank correlation remains materially negative as the quarter lengthens.
ChallengeThe relationship weakens if former leaders recover their quarter-to-date rankings.

Commodity strength persisted

  • Broad Commodities returned +4.5% WTD, +16.7% QTD and +39.1% YTD.
  • Broad Commodities ranked first in Core Markets at four of five published horizons.
  • Energy ranked first among 11 sectors at all five published horizons.
  • Gold returned +11.8% MTD and +12.7% QTD.
ReadingThis is persistent relative strength rather than the cross-horizon reversal measured within equities.
ConfirmThe reading is confirmed if commodities and Energy retain top-ranked positions across more than one horizon.
ChallengeThe reading weakens if leadership narrows to one commodity exposure or disappears from the weekly and monthly rankings.

Rate pressure remained elevated

  • Long Treasuries returned −4.4% QTD and −5.2% YTD.
  • U.S. aggregate bonds returned −1.2% QTD and −2.1% YTD.
  • Cash returned +2.3% YTD, ahead of every tracked Treasury exposure.
  • High yield was approximately flat QTD at −0.1%.
ReadingBond performance did not confirm a conventional defensive rotation alongside the equity leadership reversal.
ConfirmThe reading is confirmed if long-duration Treasuries remain negative QTD and behind cash YTD.
ChallengeThe reading improves if duration recovers across both quarter-to-date and year-to-date horizons.

Market conditions

Six neutral readings of the conditions behind the returns. Each states what it measures and where the measurement comes from; none of them is an instruction.

Equity participation
mixed
Change: worsening · was supportive

The share of index members participating across short and long trend lengths.

53.4% of 498 measured S&P 500 constituents were above the 50-day average and 72.9% were above the 200-day; the gap was 19.5 percentage points. · 2026-08-20 editorial dry run, S&P 500 breadth

Relative leadership
elevated
Change: worsening · was normal

The degree to which short-horizon equity rankings differ from year-to-date leadership.

Spearman rank correlation between YTD and QTD return was −0.72 across 16 equity exposures. · 2026-08-20 editorial dry run, Core Markets equity subset

Credit conditions
mixed
Change: stable · was mixed

Market performance of investment-grade and high-yield credit proxies.

High yield returned −0.1% QTD and −0.8% YTD; investment-grade credit returned −2.4% QTD and −3.4% YTD. Credit spreads are not included. · 2026-08-20 editorial dry run, Core Markets

Interest-rate pressure
elevated
Change: stable · was elevated

Performance pressure associated with holding longer-duration Treasury exposure.

Long Treasuries returned −4.4% QTD and −5.2% YTD while cash returned +2.3% YTD. · 2026-08-20 editorial dry run, Core Markets

Cross-asset confirmation
mixed
Change: stable · was mixed

Whether major asset classes point in a common direction across published horizons.

Broad Commodities led QTD at +16.7% while Long Treasuries returned −4.4% and U.S. equities returned +2.3%. · 2026-08-20 editorial dry run, Core Markets

Three numbers we’re carrying forward

Measurements, not predictions. We will print these again next week beside their new values.

−0.72

Does the YTD-versus-QTD rank correlation across the 16 equity exposures remain materially negative?

It measures whether the leadership reversal persists as the quarter lengthens.

19.5 pp

Does the gap between S&P 500 participation above the 200-day and 50-day averages widen or narrow?

The gap separates long-horizon participation from the weaker short-horizon reading.

+16.7%

Do Broad Commodities and Energy retain leadership while Long Treasuries remain weak?

It tests whether the current cross-asset divergence persists across another session.

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Performance shown is backtested and hypothetical. It does not represent actual trading and may not reflect the impact that material economic and market factors might have had on decision-making. Backtested results are calculated from March 1996 through the most recent weekly data. Past performance is not indicative of future results. This is not investment advice. All investments carry risk, including possible loss of principal. The strategy uses survivorship-bias-aware constituent data — delisted and failed companies are included in the backtest.