You can already do this with ETFs, e.g. with Aggregate Bond Index ETFs, and the All Cap I invest in includes basic materials, oil & gas. The REIT ones can be mo

You can already do this with ETFs, e.g. with Aggregate Bond Index ETFs, and the All Cap I invest in includes basic materials, oil & gas. The REIT ones can be more expensive. Only going for equities is risky I agree, but I don't see this as an ETF problem.