The circulation scale of low volatility ETFs with dividend in China is close to 26 billion yuan, and institutions believe that dividend assets may usher in an investment situation under the "calendar effect".

On December 3rd, the market experienced volatile adjustments in the morning, with the ChiNext Index rebounding from its high. The Low Volatility Dividend ETF showed good defensive properties, rising by 0.08% at midday close to 1.209 yuan, with a turnover rate of 1.27% and a trading volume of 3.29 billion yuan, ranking first among similar ETFs in terms of trading scale. In terms of fund flows, the Low Volatility Dividend ETF has seen a net inflow of 2.07 billion yuan in the past 5 trading days, and a net inflow of 4.55 billion yuan in the past 20 trading days. Extending the timeframe to 60 trading days, the net inflow of funds reached 49.20 billion yuan. As of December 2nd, the ETF's circulation scale was 259.75 billion yuan, ranking first among similar products. Approaching the end of the year, dividend assets may see investment opportunities under the "calendar effect." Research data from Guotai Junan Securities shows that dividend assets typically have significant seasonal excess returns in December, January, and April. Typically, towards the end and beginning of the year, institutional investors are more inclined to lock in profits and may prefer to allocate to dividend sectors. The Low Volatility Dividend ETF was established in December 2018 and has shown stable historical performance. As of December 2, 2025, the fund has achieved a cumulative return of 141.96%, surpassing the performance benchmark. When facing market volatility, investors may consider using it as a stable income tool in asset allocation, and diversifying their entry through methods like regular investment. Investors without stock accounts can also allocate through its off-exchange connecting funds.