Kahneman and Tversky (1979) prospect theory proposed by investors' decision-making process to explore the psychological aspects, and re-examined the price of financial market for the traditional finance initiation into a new thinking-irrationality. Does the climate affect Taiwan Exchange Traded Funds (ETF)? In view of the traditional efficiency market is negative, but a psychological point of view, the climate will affect the mood. The sunny climate brings about a positive optimism mood, and otherwise, the dark-cloudy weather brings pessimistic depressed emotion in the future. Does the weather influence the investment decisions of fund manager? This paper presents the climate may affect the ETF of Taiwan, for Taipei's climate (including temperature, relative humidity, rainfall, barometric pressure, etc.) arguments for agency index-investor sentiment, to explore its Bin Test, Tobit and Garch models on Taiwan 50 Index and 50 Index of reward fund. The empirical result founds the climate was significantly associated with index stock funds, climatic factors and the ETF market is indeed a correlation. Under the three test methods can be found on the ETF market have a significant impact. In other climate variables is not very significant, but still found that the rising humidity takes a downward trend on the average return. When adding a variable temperature and rainfall interaction term, these two interaction terms on the ETF market is insignificant. The wet weather is either less impact to modern investors, or no affects the performance of the fund market. Most people order by the fund manager, or directly through the internet, when they own lots of information to make decision.