My firm's favorite ETFs for building an asset allocation strategy are fairly obvious -- we write about them all the time: SPDR S&P500 (US Large Cap) (NYSEARCA:SPY) SPDR S&P Mid-Cap (US Mid-Cap) (NYSEARCA:MDY) iShares Russell 2000 Index (US Small Cap) (NYSEARCA:IWM) iShares MSCI Emerging Markets Index (Emerging Markets) (NYSEARCA:EEM) iShares MSCI EAFE Index (Developed Countries) (NYSEARCA:EFA) iShares iBox Investment Grade Corporate Bonds (Fixed income – Investment Grade) (NYSEARCA:LQD) SPDR Barclays High Yield Bond (Fixed Income – High Yield) (NYSEARCA:JNK) These ETFs all represent some of the most important investment asset classes. Just as important all of these ETFs have ...